SVD_ans_you.pdf

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    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

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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 .

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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 ,

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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)

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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

    .

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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

    .

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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