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ARTICLE

Matrix Decompositions Demonstrated in PHP

This article presents an application demonstrating common used matrix decompositions and their applications implemented in PHP.

Matrix decompositions are used in numerical analysis to solve a wide range of problems. Throuhgout a course of numerical analysis at university I found myself implementing some of the corresponding algorithms in PHP - which is a very unusual programming language for numerical purposes. I decided to put them together to form a small application demonstrating some common matrix decompositions and their usage. The project can be found on GitHub.

GitHub projectDemonstration application

The following table gives an overview of the decompositions covered:

Decomposition Factorization Applicable for Runtime
LU $A = LU$ $A \in \mathbb{R}^{n \times n}$, $A$ regular $\mathcal{O}(\frac{1}{3}n^3)$
Cholesky $A = LDL^T$ $A \in \mathbb{R}^{n \times n}$, $A$ symmetric and positive definite $\mathcal{O}(\frac{1}{6}n^3)$
QR: Givens Rotations $A = QR$ $A \in \mathbb{R}^{m \times n}$ $\mathcal{O}(\frac{4}{3}n^3)$
QR: Householder Transformations $A = QR$ $A \in \mathbb{R}^{m \times n}$ $\mathcal{O}(\frac{2}{3}n^3)$

What is your opinion on this article? Did you find it interesting or useful? Let me know your thoughts in the comments below or get in touch with me:

@david_stutz