(a) Find the singular value decomposition of A. (Use a software) (b) Determine rank of A. (c) Find eigenvalues of AT A.

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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1. Let consider the following data matrix.

\[
A = \begin{bmatrix}
0 & 1 & 3 & 1 & 0 \\
-1 & 1 & 0 & 0 & 2 \\
0 & 1 & 3 & -1 & -1 \\
2 & -1 & -1 & 2 & -2 \\
\end{bmatrix}
\]

(a) Find the singular value decomposition of \( A \). (Use a software)

(b) Determine the rank of \( A \).

(c) Find eigenvalues of \( A^\top A \).

(d) Find the orthonormal basis for \( R(A) \).

(e) Find the orthonormal basis for \( N(A) \).

(f) Find the first 2 principal components.

(g) Apply the PCA with \( k = 2 \). Plot scatter plot of the PCA result.
Transcribed Image Text:1. Let consider the following data matrix. \[ A = \begin{bmatrix} 0 & 1 & 3 & 1 & 0 \\ -1 & 1 & 0 & 0 & 2 \\ 0 & 1 & 3 & -1 & -1 \\ 2 & -1 & -1 & 2 & -2 \\ \end{bmatrix} \] (a) Find the singular value decomposition of \( A \). (Use a software) (b) Determine the rank of \( A \). (c) Find eigenvalues of \( A^\top A \). (d) Find the orthonormal basis for \( R(A) \). (e) Find the orthonormal basis for \( N(A) \). (f) Find the first 2 principal components. (g) Apply the PCA with \( k = 2 \). Plot scatter plot of the PCA result.
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