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 $A = QR$ $A \in \mathbb{R}^{m \times n}$ $\mathcal{O}(\frac{2}{3}n^3)$
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