Fifty Three Matrix Factorizations: A Systematic Approach

DOI10.1137/21M1416035MaRDI QIDQ6101119zbMATH OpenOpenAlexFDO

Authors Alan Edelman, Sungwoo Jeong

Publication date 31 May 2023

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.08669

zbMATH Keywords

generalized Cartan decompositionmatrix factorizations

Mathematics Subject Classification ID

Factorization of matrices (15A23) Algebraic systems of matrices (15A30) Lie algebras of Lie groups (22E60) Applications of Lie groups to the sciences; explicit representations (22E70)

Abstract: The success of matrix factorizations such as the singular value decomposition (SVD) has motivated the search for even more factorizations. We catalog 53 matrix factorizations, most of which we believe to be new. Our systematic approach, inspired by the generalized Cartan decomposition of Lie theory, also encompasses known factorizations such as the SVD, the symmetric eigendecomposition, the CS decomposition, the hyperbolic SVD, structured SVDs, the Takagi factorization, and others thereby covering familiar matrix factorizations as well as ones that were waiting to be discovered. We suggest that Lie theory has one way or another been lurking hidden in the foundations of the very successful field of matrix computations with applications routinely used in so many areas of computation. In this paper, we investigate consequences of the Cartan decomposition and the little known generalized Cartan decomposition for matrix factorizations. We believe that these factorizations once properly identified can lead to further work on algorithmic computations and applications.

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Cited in

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• Continuous analogues of matrix factorizations
• Non-linear sigma models for non-Hermitian random matrices in symmetry classes \(\mathrm{AI}^\dagger\) and \(\mathrm{AII}^\dagger\)
• Inverse problems of polynomial and rational matrices involving the eigenstructure and data of the column and row spaces

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