Singular Value Decomposition

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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**Problem 4:** Consider a linear operator \( A: X \rightarrow Y \) defined by the matrix

\[
A = \begin{bmatrix} 0.48 & 0.64 \\ -0.40 & 0.30 \\ 0.36 & 0.48 \end{bmatrix}
\]

The Singular Value Decomposition of \( A \) is \( A = USV^T \) where

\[
U = \begin{bmatrix} 0.8 & 0 & 0.6 \\ 0 & 1 & 0 \\ 0.6 & 0 & -0.8 \end{bmatrix}, \quad
S = \begin{bmatrix} 1 & 0 \\ 0 & 0.5 \\ 0 & 0 \end{bmatrix}, \quad
V = \begin{bmatrix} 0.6 & -0.8 \\ 0.8 & 0.6 \end{bmatrix}
\]

**2a:** Determine the pseudo-inverse operator associated with the least squares solution.

**2b:** If \( b = \begin{bmatrix} 1.12 \\ -0.1 \\ 0.84 \end{bmatrix} \), determine the least squares solution to \( Ax = b \).
Transcribed Image Text:**Problem 4:** Consider a linear operator \( A: X \rightarrow Y \) defined by the matrix \[ A = \begin{bmatrix} 0.48 & 0.64 \\ -0.40 & 0.30 \\ 0.36 & 0.48 \end{bmatrix} \] The Singular Value Decomposition of \( A \) is \( A = USV^T \) where \[ U = \begin{bmatrix} 0.8 & 0 & 0.6 \\ 0 & 1 & 0 \\ 0.6 & 0 & -0.8 \end{bmatrix}, \quad S = \begin{bmatrix} 1 & 0 \\ 0 & 0.5 \\ 0 & 0 \end{bmatrix}, \quad V = \begin{bmatrix} 0.6 & -0.8 \\ 0.8 & 0.6 \end{bmatrix} \] **2a:** Determine the pseudo-inverse operator associated with the least squares solution. **2b:** If \( b = \begin{bmatrix} 1.12 \\ -0.1 \\ 0.84 \end{bmatrix} \), determine the least squares solution to \( Ax = b \).
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