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Learn Implementing Matrix Decomposition in Python | Linear Algebra Foundations
Mathematics for Data Science

bookImplementing Matrix Decomposition in Python

Matrix Decomposition Techniques are essential tools in numerical linear algebra, powering solutions for systems of equations, stability analysis, and matrix inversion.

Performing LU Decomposition

LU decomposition splits a matrix into:

  • L: lower triangular;
  • U: upper triangular;
  • P: permutation matrix to account for row swaps.
123456789101112
import numpy as np from scipy.linalg import lu # Define a 2x2 matrix A A = np.array([[6, 3], [4, 3]]) # Perform LU decomposition: P, L, U such that P @ A = L @ U P, L, U = lu(A) # Verify that P @ A equals L @ U by reconstructing A from L and U print(f'L * U:\n{np.dot(L, U)}')
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Why this matters: LU decomposition is heavily used in numerical methods to solve linear systems and invert matrices efficiently.

Performing QR Decomposition

QR decomposition factors a matrix into:

  • Q: Orthogonal matrix (preserves angles/lengths);
  • R: Upper triangular matrix.
123456789101112
import numpy as np from scipy.linalg import qr # Define a 2x2 matrix A A = np.array([[4, 3], [6, 3]]) # Perform QR decomposition: Q (orthogonal), R (upper triangular) Q, R = qr(A) # Verify that Q @ R equals A by reconstructing A from Q and R print(f'Q * R:\n{np.dot(Q, R)}')
copy

Why this matters: QR is commonly used for solving least squares problems and is more numerically stable than LU in some scenarios.

1. What is the role of the permutation matrix P in LU decomposition?

2. Suppose you need to solve the system Aβ‹…x=bAΒ·x = b using QR decomposition. What code adjustment would you need to make?

question mark

What is the role of the permutation matrix P in LU decomposition?

Select the correct answer

question mark

Suppose you need to solve the system Aβ‹…x=bAΒ·x = b using QR decomposition. What code adjustment would you need to make?

Select the correct answer

Everything was clear?

How can we improve it?

Thanks for your feedback!

SectionΒ 4. ChapterΒ 9

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bookImplementing Matrix Decomposition in Python

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Matrix Decomposition Techniques are essential tools in numerical linear algebra, powering solutions for systems of equations, stability analysis, and matrix inversion.

Performing LU Decomposition

LU decomposition splits a matrix into:

  • L: lower triangular;
  • U: upper triangular;
  • P: permutation matrix to account for row swaps.
123456789101112
import numpy as np from scipy.linalg import lu # Define a 2x2 matrix A A = np.array([[6, 3], [4, 3]]) # Perform LU decomposition: P, L, U such that P @ A = L @ U P, L, U = lu(A) # Verify that P @ A equals L @ U by reconstructing A from L and U print(f'L * U:\n{np.dot(L, U)}')
copy

Why this matters: LU decomposition is heavily used in numerical methods to solve linear systems and invert matrices efficiently.

Performing QR Decomposition

QR decomposition factors a matrix into:

  • Q: Orthogonal matrix (preserves angles/lengths);
  • R: Upper triangular matrix.
123456789101112
import numpy as np from scipy.linalg import qr # Define a 2x2 matrix A A = np.array([[4, 3], [6, 3]]) # Perform QR decomposition: Q (orthogonal), R (upper triangular) Q, R = qr(A) # Verify that Q @ R equals A by reconstructing A from Q and R print(f'Q * R:\n{np.dot(Q, R)}')
copy

Why this matters: QR is commonly used for solving least squares problems and is more numerically stable than LU in some scenarios.

1. What is the role of the permutation matrix P in LU decomposition?

2. Suppose you need to solve the system Aβ‹…x=bAΒ·x = b using QR decomposition. What code adjustment would you need to make?

question mark

What is the role of the permutation matrix P in LU decomposition?

Select the correct answer

question mark

Suppose you need to solve the system Aβ‹…x=bAΒ·x = b using QR decomposition. What code adjustment would you need to make?

Select the correct answer

Everything was clear?

How can we improve it?

Thanks for your feedback!

SectionΒ 4. ChapterΒ 9
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