Suppose is a 2 by 2 symmetric matrix with unit eigenvectors and . If its eigenvalues are 3 and -2, what are the matrices , , in its SVD?

( is the transpose of .)

Printable View

- Apr 16th 2011, 09:28 PMalexmahoneSingular value decomposition
Suppose is a 2 by 2 symmetric matrix with unit eigenvectors and . If its eigenvalues are 3 and -2, what are the matrices , , in its SVD?

( is the transpose of .) - Apr 17th 2011, 12:27 AMFernandoRevilla
__Hint__

The eigenvalues of**A^hA**are**9**and**4**so, the singular values of**A**are**3**and**2**. - Apr 17th 2011, 12:53 AMalexmahone
Thanks. So I get:

http://quicklatex.com/cache3/ql_4d8e...4a997cf_l3.png

Is that right? - Apr 17th 2011, 02:56 AMFernandoRevilla
- Apr 17th 2011, 03:52 AMalexmahone
- Apr 17th 2011, 05:02 AMFernandoRevilla