Matrix Decompositions

Linear Systems

LUDecomposition  ▪  CholeskyDecomposition

Least-Squares

QRDecomposition  ▪  SingularValueDecomposition  ▪  SingularValueList

Eigenproblems

Eigensystem  ▪  SchurDecomposition  ▪  JordanDecomposition  ▪  HessenbergDecomposition

Integer Systems

HermiteDecomposition  ▪  SmithDecomposition  ▪  LatticeReduce

Principal Component Analysis

PrincipalComponents  ▪  KarhunenLoeveDecomposition