1. Given that the matrix A has the Singular Value Decomposition A = UEV', where: V2 6 0 0 0 0 4 0 0 0 0 0 0 6 U = 2/2 V2 V2 (a) What is the rank r of A? (b) Write down the compact form of the SVD of A

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Chapter2: Second-order Linear Odes
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**Singular Value Decomposition (SVD) of a Matrix**

Given that the matrix \( A \) has the Singular Value Decomposition \( A = U \Sigma V^T \), where:

\[ U = \begin{pmatrix}
\frac{2}{3} & \frac{1}{\sqrt{2}} & -\frac{\sqrt{2}}{6} \\
\frac{1}{3} & 0 & \frac{2\sqrt{2}}{3} \\
-\frac{2}{3} & \frac{1}{\sqrt{2}} & \frac{\sqrt{2}}{6}
\end{pmatrix}, \]

\[ \Sigma = \begin{pmatrix}
6 & 0 & 0 & 0 \\
0 & 4 & 0 & 0 \\
0 & 0 & 0 & 0
\end{pmatrix}, \]

\[ V = \begin{pmatrix}
\frac{1}{2} & 0 & \frac{1}{\sqrt{2}} & \frac{1}{2} \\
-\frac{1}{2} & -\frac{1}{\sqrt{2}} & 0 & \frac{1}{2} \\
\frac{1}{2} & 0 & -\frac{1}{\sqrt{2}} & \frac{1}{2} \\
-\frac{1}{2} & \frac{1}{\sqrt{2}} & 0 & \frac{1}{2}
\end{pmatrix} \]

(a) **What is the rank \( r \) of \( A \)?**

(b) **Write down the compact form of the SVD of \( A \)**

(c) **Find the rank 1 matrix \( A' \) that is closest to \( A \) (with respect to the Frobenius norm).**
Transcribed Image Text:**Singular Value Decomposition (SVD) of a Matrix** Given that the matrix \( A \) has the Singular Value Decomposition \( A = U \Sigma V^T \), where: \[ U = \begin{pmatrix} \frac{2}{3} & \frac{1}{\sqrt{2}} & -\frac{\sqrt{2}}{6} \\ \frac{1}{3} & 0 & \frac{2\sqrt{2}}{3} \\ -\frac{2}{3} & \frac{1}{\sqrt{2}} & \frac{\sqrt{2}}{6} \end{pmatrix}, \] \[ \Sigma = \begin{pmatrix} 6 & 0 & 0 & 0 \\ 0 & 4 & 0 & 0 \\ 0 & 0 & 0 & 0 \end{pmatrix}, \] \[ V = \begin{pmatrix} \frac{1}{2} & 0 & \frac{1}{\sqrt{2}} & \frac{1}{2} \\ -\frac{1}{2} & -\frac{1}{\sqrt{2}} & 0 & \frac{1}{2} \\ \frac{1}{2} & 0 & -\frac{1}{\sqrt{2}} & \frac{1}{2} \\ -\frac{1}{2} & \frac{1}{\sqrt{2}} & 0 & \frac{1}{2} \end{pmatrix} \] (a) **What is the rank \( r \) of \( A \)?** (b) **Write down the compact form of the SVD of \( A \)** (c) **Find the rank 1 matrix \( A' \) that is closest to \( A \) (with respect to the Frobenius norm).**
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