Continuous analogues of matrix factorizations
Author(s) -
Alex Townsend,
Lloyd N. Trefethen
Publication year - 2014
Publication title -
proceedings of the royal society a mathematical physical and engineering sciences
Language(s) - English
Resource type - Journals
eISSN - 1471-2946
pISSN - 1364-5021
DOI - 10.1098/rspa.2014.0585
Subject(s) - cholesky decomposition , singular value decomposition , generalization , convergence (economics) , mathematics , matrix (chemical analysis) , dimension (graph theory) , series (stratigraphy) , qr decomposition , matrix decomposition , pure mathematics , algebra over a field , combinatorics , discrete mathematics , eigenvalues and eigenvectors , algorithm , mathematical analysis , economic growth , paleontology , physics , materials science , quantum mechanics , economics , composite material , biology
Analogues of singular value decomposition (SVD), QR, LU and Cholesky factorizations are presented for problems in which the usual discrete matrix is replaced by a 'quasimatrix', continuous in one dimension, or a 'cmatrix', continuous in both dimensions. Two challenges arise: the generalization of the notions of triangular structure and row and column pivoting to continuous variables (required in all cases except the SVD, and far from obvious), and the convergence of the infinite series that define the cmatrix factorizations. Our generalizations of triangularity and pivoting are based on a new notion of a 'triangular quasimatrix'. Concerning convergence of the series, we prove theorems asserting convergence provided the functions involved are sufficiently smooth.
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