Question

For the 3×2 matrix A:

101

a) Determine the eigenvalues of ATA, and confirm that your eigenvalues are consistent with the trace and determinant of ATA.

b) Find an eigenvector for each eigenvalue of ATA.

c) Find an invertible matrix P and a diagonal matrix D such that P-1(ATA)P = D.

d) Find the singular value decomposition of the matrix A; that is, find matrices U, Σ, and V such that A = UΣVT.

e) What is the best rank 1 matrix that approximates A?

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