The document discusses matrix decompositions and their applications. It introduces the Union-Find algorithm for connected components labelling and describes LU, QR, Cholesky decompositions. LU decomposition factors a matrix into lower and upper triangular matrices and is used to solve linear systems. QR decomposition factors a matrix into an orthogonal and upper triangular matrix. Cholesky decomposition factors a symmetric positive definite matrix into a lower triangular matrix. Examples are provided for each decomposition using the JAMA linear algebra library. Applications discussed include multivariate normal distributions which use Cholesky decomposition.