# Questions tagged [matrix-factorization]

Decomposition of a matrix into a product of matrices with special properties. Common matrix factorizations include LU, QR, SVD, and Cholesky.

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### Determinant of matrix square root

I have a complex-symmetric matrix $A$ of size $n\times n$ with positive real part $\Re(A)>0$, and I need to calculate $$\det\left(\sqrt{A}\right)$$ in the context of calculating a Gaussian integral....
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### Products of the Householder matrices during QR decomposition

It is often said that there is no need to form the Householder matrix during QR decomposition, however I fail to see how to "manage" the product of $n$ Householder matrixes and the matrix $A$...
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### Eliminate variables from a large system of equations

I have a large system of equations $Ax=0$. For context, the equations are invariants of some model. $A$ is sparse and typically has more columns than rows ($m < n$). The $x$ vector can be divided ...
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### What's the best modern algorithm for recursive least squares?

Recursive least squares can be implemented using the Sherman–Morrison formula to avoid resolving, however, have better methods without $n^2$ cost been developed? I'm interested if there is a good ...
• 111
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