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Is there any reference (preferably available online as PDF, Free would be best) which summarizes the various matrix decomposition with their conditions for use, usage, algorithm, complexity and underlying math? Of course, a single resource might not have all of them but more the merrier.

I would love something which covers SVD, Cholesky, LU and LDU.

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    $\begingroup$ At worst, you could always wget the corresponding Wikipedia pages, and then convert them from html to pdf using something like pandoc, then concatenate them using stapler or pdftk. $\endgroup$ – Geoff Oxberry May 29 '12 at 20:41
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I've occasionally looked online for such things, but my favorite reference--for just the basics--is Trefethen and Bau's Numerical Linear Algebra textbook. It is, as such things go, very short and eminently readable.

It's one of the standard introductory books to algorithmic material on matrix decompositions and for a short introduction I know of nothing better. Unfortunately, this also includes free online material for comparison.

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The Matrix Cookbook and Applied and Computational Linear Algebra: A First Course cover decompositions in chapter five.

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