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Is there a matrix decomposition algorithm?
Please tell me the algorithm for decomposing a matrix into a product of transvections (elementary matrices) and one diagonal matrix.
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Look at the Gauss method . There, a diagonal matrix is obtained by adding one row to the others and rearranging the rows. So - adding one row to another with a coefficient - this is the multiplication of the matrix by the transvection.
The only problem - you have to rearrange the lines in some places. This is where the classic puzzle about swapping two numbers without using auxiliary variables will help you:
a = a + b;
b = a - b;
a = a - b;
a += b*k
. a = a + b;
b = b - a;
a = a + b;
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