| LU |
A = LU (L lower, U upper triangular) |
any square matrix (with pivoting) |
solving Ax = b for many right-hand sides |
| QR |
A = QR (Q orthogonal, R upper triangular) |
any matrix |
least squares, eigenvalue algorithms |
| Cholesky |
A = LLᵀ |
symmetric positive definite |
half-cost LU for SPD systems |
| Eigendecomposition |
A = PDP⁻¹ (D diagonal) |
diagonalizable square matrix |
matrix powers, spectral analysis |
| SVD |
A = UΣVᵀ (U, V orthogonal; Σ diagonal ≥ 0) |
any matrix of any shape |
rank, fundamental subspaces, best low-rank approximation |