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8/11/2019 SVD_ans_you.pdf
1/7
F R C Fn
, Mnm(F) F n
m
Fn v =
|v
|
.
m n
A Mnm(F) A = U P U Mnm(F) P Mmm(F)
F= R n= m
T : Rn Rn
AA A U P
A
P=
AA
8/11/2019 SVD_ans_you.pdf
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AA AA Mmm(F)
vFm
0 Av2 =Av,Av=v, AAv= vAAv .
A
A
A
A F AA = W DW W D
AA
D=
21
2m
,
0 1, . . . , mR A
AA= W
1
m
W .
AA
2= AA
AA
AA
vFm
Av2 =Av,Av=v, AAv= v, AA AAv= AAv, AAv= AAv2 ,
Av=
AAv . A
AA
ker A= ker
AA .
m= dim ker A + A= dim ker
AA +
AA
AA= A .
8/11/2019 SVD_ans_you.pdf
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AA
1, . . . , m F
m
AA
AA
AA i = ii i= 1, . . . , m
1 . . . > 0 m = A
+1, . . . , m
ker A = ker A
A
A
A= U P P = AA U Mnm(F)
1
1A1, . . . ,
1
A 1 i, j
1
iAi ,
1
jAj
=
1
ijAi, Aj= 1
iji, AAj= 1
ij
i,
2jj
=
j
ii, j= i,j
1, . . . m
+1, . . . , m ker A
1
1A1, . . . ,
1
A A
m n < m +1, . . . , m
1
1A1, . . . ,
1
A, +1, . . . , m F
n
m n.
U=
| | | |1
1A1 1 A +1 m| | | |
1 2
m
Mnm(F) .
U
U
1 2
m
|i
|
=
0
0
1
0
0
i ,
8/11/2019 SVD_ans_you.pdf
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U i=
1
iAi 1 i
i < i m
U P i =
iU i 1 i
0 U i < i m=
Ai 1 i
0 i < i m=Ai
Ai = 0 i = + 1, . . . , m
ker A A= U P 1, . . . , m
A ker A= ker
AA
AA U
U=A
P1
A Mnm(F) m n A Mmn(F) U Mmn(F) A = U AA A= AA U AA
U
n = m
A
U, U Mnn(F)
A= U
AA=
AA U .
U=U
A AA =AA
A Mnm(F)
A= V D W ,
V Mnp(F) W Mmp(F) p= min {m, n}
D Mpp(F)
8/11/2019 SVD_ans_you.pdf
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A Mnm(F) A= V D W V Mnn(F)
W Mmm(F) D Mnm(F)
D Mnm(F) (D11, . . . , Dnn)
V =
| |v1 vp| |
; W =
| |w1 wp| |
; D=
d1 0
0 dp
.
W
W =V
V = Ip
1 i p
AA wi= W DVV DW wi= W D
2W wi= W D2
w1
wp
|wi
|
=d2i wi
AA vi= V DWW DV vi= V D
2V vi= V D2
v1
vp
|vi
|
=d2i vi .
wi W AA
d2i m n p = m
W = | |1 m
| |
; D= 1 0
0 m
.
8/11/2019 SVD_ans_you.pdf
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m n p = m A Mnm(F)
A = U AA= U W
1
m
W =
=
| | | |1
1A1 1 A +1 m| | | |
W W
1
m
W =
=
| | | |
1
1A1 1 A +1 m| | | |
V
1
m
D
1
m
W
;
D =
1
m
V =
| | | |1
1A1 1 A +1 m| | | |
W =
| |1 m| |
A
vi V
AA 2i 1 i
AAvi= AA
1
iAi=
1
iA (AAi) =
1
iA
2i i
= 2i
1
iAi
.
8/11/2019 SVD_ans_you.pdf
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+ 1 i m +1, . . . , m( A) ( A) ker AA v( A) uFn
0 =AAu, v=u,AAv
AAv= 0 + 1 i m
i= 0 v
i=
iker AA
AAvi = 0 = 0 i= 2i i .
vi V AA
2i