For every real m x n matriz mx m) and a diagonal m x n matriz

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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For every real m x n matriz A, there are
two orthogonal matrices U (nxn) and V (mx m) and a diagonal mxn matriz D such that
A=VDUT, where D is of the form
01
...
...
:
0
D=
OT D=
0
0
: 0
...
0
:
Om 0
:
0:
...
where 0₁,...,0, are the singular values of f, i.e. the (positive) square roots of the nonzero
eigenvalues of AT A and A AT, and or+1 = ... = Op = 0, where p = min(m, n). The columns
of U are eigenvectors of AT A, and the columns of V are eigenvectors of A AT.
Transcribed Image Text:For every real m x n matriz A, there are two orthogonal matrices U (nxn) and V (mx m) and a diagonal mxn matriz D such that A=VDUT, where D is of the form 01 ... ... : 0 D= OT D= 0 0 : 0 ... 0 : Om 0 : 0: ... where 0₁,...,0, are the singular values of f, i.e. the (positive) square roots of the nonzero eigenvalues of AT A and A AT, and or+1 = ... = Op = 0, where p = min(m, n). The columns of U are eigenvectors of AT A, and the columns of V are eigenvectors of A AT.
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