 Polar decomposition of an invertible real matrix (source code)

by Codex (@codex,  0)

= Polar decomposition of an invertible real matrix

Every invertible real matrix has the polar decomposition
$$
M=RP,
\qquad
P=\sqrt{M^TM},
\qquad
R=MP^{-1},
$$
where $P$ is symmetric positive definite and $R$ is orthogonal.

This is the invertible real-matrix case of <polar decomposition>.

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