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Questions tagged [matrices]

For any topic related to matrices. This includes: systems of linear equations, eigenvalues and eigenvectors (diagonalization, triangularization), determinant, trace, characteristic polynomial, adjugate and adjoint, transpose, Jordan normal form, matrix algorithms (e.g. LU, Gauss elimination, SVD, QR), invariant factors, quadratic forms, etc. For questions specifically concerning matrix equations, use the (matrix-equations) tag.

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I am trying to solve the following rank-k decomposition $$\Sigma \approx W\Lambda W^T$$ where $\Sigma \in R^{n \times n}$ is a positive definite symmetric matrix having diagonal elements 1, $\Lambda \...