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authorJames Scott-Brown <james@jamesscottbrown.com>2013-09-15 01:48:02 +0100
committerJames Scott-Brown <james@jamesscottbrown.com>2013-09-15 01:48:02 +0100
commite0f9a4dab392c13df8c909eb4a58a81950c30e1a (patch)
treec11f950edd338f8e3c0f1264721058b89ac2cedd /matlab.html.markdown
parent372e79a3fb3c6db8d350defae65d30f0a7f48663 (diff)
Comment explaining LU decomposition
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1 files changed, 1 insertions, 1 deletions
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@@ -413,7 +413,7 @@ transpose(A) % Returns the transpose of A
flipl(A) % Flip matrix left to right
% Matrix Factorisations
-[L, U, P] = lu(A) % LU decomposition: PA = LU
+[L, U, P] = lu(A) % LU decomposition: PA = LU,L is lower triangular, U is upper triangular, P is permutation matrix
[P, D] = eig(A) % eigen-decomposition: AP = PD, P's columns are eigenvectors and D's diagonals are eigenvalues
[U,S,V] = svd(X) % SVD: XV = US, U and V are unitary matrices, S has non-negative diagonal elements in decreasing order