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Totally Nonnegative Matrices$
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Shaun M. Fallat and Charles R. Johnson

Print publication date: 2011

Print ISBN-13: 9780691121574

Published to University Press Scholarship Online: October 2017

DOI: 10.23943/princeton/9780691121574.001.0001

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date: 13 December 2017

Bidiagonal Factorization

Bidiagonal Factorization

Chapter:
(p.43) Chapter Two Bidiagonal Factorization
Source:
Totally Nonnegative Matrices
Author(s):

Shaun M. Fallat

Charles R. Johnson

Publisher:
Princeton University Press
DOI:10.23943/princeton/9780691121574.003.0003

This chapter introduces and methodically develops the important and useful topic of bidiagonal factorization. Factorization of matrices is one of the most important topics in matrix theory, and plays a central role in many related applied areas such as numerical analysis and statistics. Investigating when a class of matrices admits a particular type of factorization is an important study, which historically has been fruitful. Often many intrinsic properties of a particular class of matrices can be deduced via certain factorization results. For example, it is a well-known fact that any (invertible) M-matrix can be factored into a product of a lower triangular (invertible) M-matrix and an upper triangular (invertible) M-matrix. This LU factorization result leads to the conclusion that the class of M-matrices is closed under Schur complementation, because of the connection between LU factorizations and Schur complements. This chapter focuses on triangular factorization extended beyond just LU factorization, however.

Keywords:   bidiagonal factorization, matrix theory, numerical analysis, LU factorization, triangular factorization, planar diagrams, statistics

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