b) Suppose that S = QDQ", where Q is orthogonal andD is the diagonal matrix with diagonal entries λι , .., λ. %3D (1) Show that S has a singular eigenvalue decomposition of the form UEQT (i.e., V = Q).
b) Suppose that S = QDQ", where Q is orthogonal andD is the diagonal matrix with diagonal entries λι , .., λ. %3D (1) Show that S has a singular eigenvalue decomposition of the form UEQT (i.e., V = Q).
Algebra and Trigonometry (6th Edition)
6th Edition
ISBN:9780134463216
Author:Robert F. Blitzer
Publisher:Robert F. Blitzer
ChapterP: Prerequisites: Fundamental Concepts Of Algebra
Section: Chapter Questions
Problem 1MCCP: In Exercises 1-25, simplify the given expression or perform the indicated operation (and simplify,...
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Transcribed Image Text:5. Let S be a symmetric matrix with eigenvalues A1,..., A, (counted with multiplicity).
Order the eigenvalues so that
A| 2 |A2l 2 -.> A,| > 0 = A,+1
a) Show that the singular values of S are |A1| ...JA,|. In particular, rank(S) =r.
QDQ", where Q is orthogonal and D is the diagonal matrix with diagonal
b) Suppose that S =
entries λι , .., λ.
(1) Show that S has a singular eigenvalue decomposition of the form UEQ" (i.e., V = Q).
(ii) How is E related to D?
(iii) How is U related to Q?
c) Show that S = QDQT is a singular value decomposition if and only if S is positive semi-definite.
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