Review of Matrix Factorization
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Matrix factorization algorithms lie at the heart of many signal processing applications. For example, the problem of finding a vector x, such that Ax = b, where A is an m × n complex matrix and b is a complex n-length vector, is a particularly important and computationally intensive problem in adaptive beamforming applications. When m ≥ n, the problem is overdetermined- there are more equations than unknowns.
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