Math Problem Statement

what is the svd for A = 3 0 0 −2

Solution

The matrix A=(3002)A = \begin{pmatrix} 3 & 0 \\ 0 & -2 \end{pmatrix} is a simple 2x2 diagonal matrix, and finding its Singular Value Decomposition (SVD) is straightforward.

The SVD of a matrix AA is given by: A=UΣVTA = U \Sigma V^T where:

  • UU is an orthogonal matrix (left singular vectors),
  • Σ\Sigma is a diagonal matrix with non-negative singular values,
  • VTV^T is the transpose of an orthogonal matrix (right singular vectors).

Steps to find the SVD:

  1. Find the singular values: The singular values of AA are the square roots of the eigenvalues of ATAA^T A. Since AA is diagonal, the eigenvalues are the squares of the diagonal elements of AA: ATA=(9004)A^T A = \begin{pmatrix} 9 & 0 \\ 0 & 4 \end{pmatrix} So, the singular values are: σ1=3,σ2=2\sigma_1 = 3, \quad \sigma_2 = 2 Hence, Σ=(3002)\Sigma = \begin{pmatrix} 3 & 0 \\ 0 & 2 \end{pmatrix}.

  2. Find the right singular vectors (matrix VV): The columns of VV are the eigenvectors of ATAA^T A. Since ATAA^T A is diagonal, the eigenvectors are just the standard basis vectors: V=(1001)V = \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix} Thus, VT=V=(1001)V^T = V = \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix}.

  3. Find the left singular vectors (matrix UU): The columns of UU are the eigenvectors of AATA A^T. Since AAT=ATAA A^T = A^T A, the eigenvectors of both matrices are the same, and UU is also the identity matrix: U=(1001)U = \begin{pmatrix} 1 & 0 \\ 0 & -1 \end{pmatrix} (Note that the sign of UU can vary depending on the convention used, but this is one possible set of eigenvectors.)

Final SVD:

A=(1001)(3002)(1001)A = \begin{pmatrix} 1 & 0 \\ 0 & -1 \end{pmatrix} \begin{pmatrix} 3 & 0 \\ 0 & 2 \end{pmatrix} \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix} or simply: A=UΣVTA = U \Sigma V^T

Would you like more details or have any questions?

Here are 5 related questions to explore further:

  1. How do you compute the SVD for non-diagonal matrices?
  2. What is the geometric interpretation of singular values and vectors?
  3. How can SVD be applied to image compression?
  4. How does the SVD relate to the eigenvalue decomposition?
  5. What is the rank of a matrix and how is it related to SVD?

Tip: The singular values give important insights into the matrix, such as its condition number, which is essential in numerical stability analysis.

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Math Problem Analysis

Mathematical Concepts

Linear Algebra
Singular Value Decomposition (SVD)
Eigenvalues and Eigenvectors
Matrix Factorization

Formulas

A = U Σ V^T
A^T A = V Σ^2 V^T
AA^T = U Σ^2 U^T

Theorems

Singular Value Decomposition Theorem
Eigenvalue Theorem for Symmetric Matrices

Suitable Grade Level

Undergraduate Level (Linear Algebra)