Triangular factor

In linear algebra, triangular factors are triangular matrices resulting from LU decomposition or QR decomposition.

In the QR decomposition, the resulting R matrix is a triangular factor. In the LU decomposition, the resulting L and U matrices are both triangular factors.

There are many cases when it is important to have information on the extremal singular values of a square matrix A. Sometimes, it is too expensive to calculate the singular values exactly and an approximation of these quantities suffices. "" They can be calculated from the Triangular Factor.

External links

• Triangular Factors

Reference

R. H. Bartels and G. H. Golub, The simplex method of linear programming using the LU decomposition, Communications of the ACM, 12 (1969)