Matrix Factorization

You can transform a linear system of equations into a system whose solution is simpler to compute by factoring the input matrix into the multiplication of several simpler matrices. The most commonly used factorization methods are LU, Cholesky, QR, and the Singular Value Decomposition (SVD). The LU and Cholesky factorization methods are available only for square matrices. The QR and SVD factorization methods can handle both square and rectangular matrices. You can use these factorization methods to solve many matrix problems, such as solving linear system of equations, inverting a matrix, and finding the determinant of a matrix.

Related concepts
Solving Systems of Linear Equations