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Peters-Wilkinson Decomposition

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Mohsen Khalaf
Mohsen Khalaf on 16 Jan 2017
Closed: John D'Errico on 16 Jan 2017
I have a matrix H with dimensions m x n and would like to apply Peters-Wilkinson decomposition to be in the form H=[H1 H2]T = [L1 M2]T.[U]
where L1 is a n x n lower triangular matrix, M2 is a (m-n) x n rectangular matrix, U is a n x n upper triangular matrix.

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