True or False? 1. If σ is a singular value of a matrix A, then σ is an eigenvalue of ATA Answer: 2. Every matrix has the same singular values as its transpose Answer: 3. A matrix has a pseudo-inverse...
True or False? If A is an m × n matrix and Σ VT is a singular value decomposition of A, then νΣtUTb is the unique vector u in R" that minimizes Au - b Answer: If A is an m × n matrix and Σ VT is a singular value decomposition of A, then νΣtUTb is the unique vector u in R" that minimizes Au - b Answer:
True or False? If A is an m × n matrix and SVT is a singular value decomposition of A, then a vector u in Rn that minimizes || Au-bl is VyUlb where ΣΤ 1s the same as matrix Σ with singular values ok replaced with 1/0k. Answer: _ If A is an m × n matrix and SVT is a singular value decomposition of A, then a vector u in Rn that minimizes || Au-bl is VyUlb where ΣΤ...
2. (5 pts) Assume A E Rm** with m > n has (full) rank n. Show that At = (ATA)TAT, What is the pseudo-inverse of a vector u R" regarded as an m x 1 matrix? 3. (5 pts) Let B AT where A is the matrix in Problem 1. Use Matlab to find the singular value decomposition and the Moore-Penrose pseudo-inverse of B. Then solve minimum-norm least squares problem minl-ll : FE R minimizes IBr-ey where c- [1,2. Compare...
A = 1. Perform singular value decomposition. 2. Find the pseudo inverse of A. 3. Obtain a set of vector x that minimizes 1 1 1 1 0 0 | Ax (1,2,3)7 1 1 1 1 0 0 | Ax (1,2,3)7
υΣνΤ. Answer the following questions: Suppose a matrix A E Rmxn has an SVD A (i) Show that the rank of the miatrix A E Rmxn is equal to the number of its nonzero singular values. (ii) Show that miultiplication by an orthogonal matrix on the left and multiplication by an orthogonal matrix on the right, i.e., UA and BU, where A E Rmxn and B ERnm are general matrices, and U Rxm is an orthogonal matrix, preserve the Frobenius...