Could you please provide an example of these 3 decompositions on LAPACK, or just an idea how to use this library to solve them??
Eigen-value decomposition.
Orthogonal decomposition.
Schur decomposition.
Sign Up to our social questions and Answers Engine to ask questions, answer people’s questions, and connect with other people.
Login to our social questions & Answers Engine to ask questions answer people’s questions & connect with other people.
Lost your password? Please enter your email address. You will receive a link and will create a new password via email.
Please briefly explain why you feel this question should be reported.
Please briefly explain why you feel this answer should be reported.
Please briefly explain why you feel this user should be reported.
Examples of eigenvalue problems are vibrations in mechanical systems; the eigenvalues are the natural frequencies and the eigenvectors are the normalized modes of vibration.
It turns out that PageRank is also just a huge eigenvalue decomposition. Page and Brin are billionaires because of it.
I don’t know what’s in LAPACK, but look for Jacobi, Householder, or Lanczos methods.
Orthogonal decomposition can be used to invert a special class of matrix:
http://en.wikipedia.org/wiki/Orthogonal_matrix
Here are the LAPACK docs:
http://www.netlib.org/lapack/lug/node39.html
Schur decomposition is similar to orthogonal decomposition, except for a diagonal matrix in the middle whose values are equal to the diagonal values of the matrix in question:
http://en.wikipedia.org/wiki/Schur_decomposition
I’ve never heard it called Schur decomposition, but here are the LAPACK docs for symmetric, real matricies:
http://www.netlib.org/lapack/lug/node48.html
The latter two are techniques for solving special classes of matricies.