# 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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### Robust algorithm for $2 \times 2$ SVD

What is a simple algorithm for computing the SVD of $2 \times 2$ matrices? Ideally, I'd like a numerically robust algorithm, but I'll like to see both simple and not-so-simple implementations. C code ...
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### Factorization for reweighted least squares

I am solving a problem using an iteratively-reweighted least squares method: http://en.wikipedia.org/wiki/Iteratively_reweighted_least_squares Essentially this requires solving a number of least-...
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### Quick way to find a common basis of eigenvectors between 2 matrices : valid or not?

Following the advise of @Federico Polonion a previous post, one suggested, to find a basis of common eigen vectors between 2 matrices, to simply do : Generate 2 ...
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### Is there an upper bound for fill-ins for indefinite triangular factorization?

For $A=LU$, or $A=LDL^T$ factorization, bandwidth is preserved when there is no pivoting. This is true even for indefinite A, see question. However, when there is pivoting band structure is destroyed, ...