The magic behind MATLAB's powerful matrix decomposition algorithms

88 Views Asked by At

I have always wondered how MATLAB's built-in function for matrix decomposition are crafted and optimized. Examples of MATLAB's built-in function for matrix decompositions are $\mathsf{qr},\mathsf{svd},\mathsf{chol}$ I always wondered how do these functions have their algorithm written with optimized speed and stability performance. Moreover, does there exist algorithms that out performs these built-in functions?