Question: A is an m x n matrix with a singular value decomposition A = UV T , where U is an m x m orthogonal
A is an m x n matrix with a singular value decomposition A = UΣVT, where U is an m x m orthogonal matrix, Σ is an m x n "diagonal" matrix with r positive entries and no negative entries, and V is an n x n orthogonal matrix. Justify each answer.
Show that the columns of V are eigenvectors of ATA, the columns of U are eigenvectors of AAT, and the diagonal entries of Σ are the singular values of A. Use the SVD to compute ATA and AAT.
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To show that the columns of V are eigenvectors of ATA we can compute ATA using the singular value de... View full answer
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