4-5. Matrix Decomposition
MATLAB provides commands that allow you to decompose matrices as a product of special matrices in a number of different ways.
We have already seen how the command [U,S,V] = Svd(A) returns a diagonal matrix S of singular values of A (ordered in decreasing order of magnitude), and orthogonal matrices U and V such that = U * S * V'.
We have also seen that you can get the Jordan decomposition of a square matrix A via the command [V,J] = jordan(A), which returns the canonical Jordan form J of A with the eigenvalues of A on its diagonal, and where the columns of V are the eigenvectors of A, so that V-1 * A * V = J.
On the other hand, we have also seen that you can obtain the Schur decomposition of a square matrix A via the ...