Matrices: Other Factorisations to Consider

[microbuilder]

Some other matrix factorisations to consider for implementation in the future: https://nhigham.com/2022/05/18/the-big-six-matrix-factorizations/

[sdalu]

Example of LU decomposition: https://en.wikipedia.org/wiki/LU_decomposition#C_code_example

[mkschreder]

@sdalu control systems toolbox for zephyr provides this here: https://github.com/swedishembedded/control/blob/main/src/linalg/lup.c

We also have a whole range of decompositions and advanced algorithms..

https://github.com/swedishembedded/control/blob/main/src/sysid/sr_ukf_parameter_estimation.c https://github.com/swedishembedded/control/blob/main/src/linalg/svd_golub_reinsch.c