Let A E Mnxn(R), show that it is possible to express A as the product, A = PQ where P,Q € Mnxn(R), and P is positive semi-definite and Q is orthogonal. Hint: start with an SVD of A.

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Let A e Mnxn(R), show that it is possible to express A as the product,
A = PQ where P,Q € Mnxn(R), and P is positive semi-definite and Q is
orthogonal.
Hint: start with an SVD of A.
Transcribed Image Text:Let A e Mnxn(R), show that it is possible to express A as the product, A = PQ where P,Q € Mnxn(R), and P is positive semi-definite and Q is orthogonal. Hint: start with an SVD of A.
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