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.
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.
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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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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