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单词 IwasawaDecomposition
释义

Iwasawa decomposition


Let A be an invertible matrix with real coefficients. Then there exist unique matrices O, D, U, such that

  1. 1.

    A=ODU.

  2. 2.

    O is an orthogonal matrixMathworldPlanetmath.

  3. 3.

    D is a diagonal matrixMathworldPlanetmath with positive diagonal entries.

  4. 4.

    U is a unit upper triangular matrix.

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