The generalized triangular decomposition
The generalized triangular decomposition
Given a complex matrix $\mathbf {H}$, we consider the decomposition $\mathbf {H} = \mathbf {QRP}^*$, where $\mathbf {R}$ is upper triangular and $\mathbf {Q}$ and $\mathbf {P}$ have orthonormal columns. Special instances of this decomposition include the singular value decomposition (SVD) and the Schur decomposition where $\mathbf {R}$ is an …