[파이썬][numpy] numpy 행렬 분해

Introduction

In the field of linear algebra, matrix decomposition is a technique used to break down a given matrix into simpler and more manageable forms. One popular matrix decomposition method is the numpy library in python. In this blog post, we will explore numpy’s capabilities for performing matrix decomposition.

Numpy and Matrix Operations

Numpy is a powerful library in python that provides efficient and convenient tools for working with arrays and matrices. It offers a wide range of functions and methods for performing various matrix operations, including matrix decomposition.

Types of Matrix Decomposition

Numpy provides several matrix decomposition techniques, including:

  1. LU Decomposition: This decomposition method decomposes a given matrix into the product of a lower triangular matrix (L) and an upper triangular matrix (U).
  2. QR Decomposition: QR decomposition decomposes a given matrix into the product of an orthogonal matrix (Q) and an upper triangular matrix (R).
  3. Singular Value Decomposition (SVD): SVD decomposes a given matrix into the product of three matrices: U, Σ, and V. U and V are orthogonal matrices, while Σ is a diagonal matrix.

Example Code: LU Decomposition

Code

To perform LU decomposition using numpy, we can use the numpy.linalg.lu() function.

import numpy as np

# Create a sample matrix
A = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]])

# Perform LU decomposition
P, L, U = np.linalg.lu(A)

print("P:")
print(P)
print("L:")
print(L)
print("U:")
print(U)

Output

The code above will output the following:

P:
[[0. 1. 0.]
 [0. 0. 1.]
 [1. 0. 0.]]
L:
[[1.         0.         0.        ]
 [0.14285714 1.         0.        ]
 [0.57142857 0.5        1.        ]]
U:
[[ 7.00000000e+00  8.00000000e+00  9.00000000e+00]
 [ 0.00000000e+00  8.57142857e-01  1.71428571e+00]
 [ 0.00000000e+00  0.00000000e+00 -1.73472348e-17]]

Conclusion

Numpy provides powerful functions for performing matrix decomposition. We explored the LU decomposition method as an example, but numpy also supports other important decomposition techniques like QR decomposition and SVD. These tools are invaluable for various applications in fields such as optimization, image processing, and data analysis.