Question: Help with proofs. Will require knowledge of SVD. Please show all work for all parts (a) Let A be a N x N symmetric matrix.

Help with proofs. Will require knowledge of SVD. Please show all work for all parts

Help with proofs. Will require knowledge of SVD. Please show all work

(a) Let A be a N x N symmetric matrix. Show that N trace(A) = > >n; n=1 where the {n} are the eigenvalues of A. (b) Recall the definition of the Frobenius norm of an M X N matrix: M IAF = m=In=1 Show that R IAllF = trace(AT A) = _ where R is the rank of A and the for } are the singular values of A. (c) The operator norm (sometimes called the spectral norm) of an M X N matrix is max | Ax | |2. TERN, | | |2=1 (This matrix norm is so important, it doesn't even require a designation in its notation if somebody says "matrix norm" and doesn't elaborate, this is what they mean.) Show that 1|All = 01, where on is the largest singular value of A. For which a does | Ax|2 = All . | |2 ? (d) Prove that ||A|

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