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The document provides a detailed explanation of Singular Value Decomposition (SVD) for rectangular matrices, including definitions, formulas, and steps for computation. It also outlines applications of SVD in mathematics and real-life scenarios, such as data compression and noise reduction. Additionally, the document includes examples of finding SVD for matrices of different ranks.

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15 views3 pages

Final

The document provides a detailed explanation of Singular Value Decomposition (SVD) for rectangular matrices, including definitions, formulas, and steps for computation. It also outlines applications of SVD in mathematics and real-life scenarios, such as data compression and noise reduction. Additionally, the document includes examples of finding SVD for matrices of different ranks.

Uploaded by

laconbonglongxien0906
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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III. Questions Question 1 (4.5 points).

Investigate in-detail the singular value


decomposition (SVD) of a rectangular matrix:
1.Definition/Formulas of singular values:
-Definition : Singular values of a matrix A are the square roots of the eigenvalues
of ATA ( if matrix A is matrix m x n )
-Formulas: the singular values can be computed as follows:
det(ATA−σ2I)=0.
This gives the eigenvalues of A A , which are σ2 where σ are the singular values
T

of A.

2. - At least one proposition related to singular values

The singular values of matrix A are the square roots of the non-negative
eigenvalues of ATA.

σi=√ λi

where λi are the eigenvalues of the matrix ATA.

3. Definition/Formulas of SVD

-Definition: This is a method to decompose a square matrix into other special


matrices.

-Formulas:

A=UΣVT

Where:

• A is the original matrix we want to analyze

• U is an m x m matrix, with columns contain eigenvectors of matrix AAT

•Σ is a diagonal matrix containing the singular values

•V is an n x n matrix, with the eigenvectors of ATA as its columns.

4. At least one theorem related to a SVD finding

5. Steps for finding a SVD

1. Compute ATAA^T AATA: Calculate the matrix ATA


2. Find Eigenvalues and Eigenvectors of ATA: These eigenvalues are the
square of the singular values, and the eigenvectors make up the matrix V.
3. Form matrix VVV: Use the eigenvectors of ATA to create V.
4. Compute AATA A^TAAT: Now calculate AAT.
5. Find Eigenvalues and Eigenvectors of AAT: The eigenvectors of AAT
make up matrix U.
6. Form diagonal matrix Σ: The singular values are the square roots of the
eigenvalues, and they go on the diagonal of Σ.
where:

 U and V are orthogonal matrices.


 Σ is a diagonal matrix with non-negative singular values.

6.Five applications of SVD

In math:

 Matrix Approximation: SVD helps to simplify a matrix by keeping only the


most important parts.
 Solving Equations: SVD helps to solve tough equations with unstable or bad
matrices.
 Eigenvalue Decomposition: SVD works with non-square matrices, just like
eigenvalue decomposition.
 Dimensionality Reduction: SVD is used to reduce the number of variables in
data, keeping the key information.

 Matrix Factorization: SVD breaks a matrix into smaller pieces to make


calculations easier.

In real life:

 Data Compression: SVD reduces the size of large datasets while keeping key
information.

 Image Compression: SVD simplifies images by using fewer values, saving


storage space.

 Noise Reduction: SVD removes unnecessary noise from data by eliminating


small values.

7. Take two examples of SVD finding (examples from Internet/books are not
allowed) :

o One with a matrix of size 2 rows x 3 columns and the rank of the matrix is
2
o One with a matrix of size 2 rows x 3 columns and the rank of the matrix is
1

Example 1: Rank 2 Matrix (2x3 Matrix)

1 2 3
Matrix: A = ( )
9 1 7

Step 1: Compute ATA

First, find the transpose of A:


( )
1 9
T
A = 2 1
3 7

After that, find ATA:

( )( )
1 9
T 1 2 3
A A= 2 1
9 1 7
3 7

( )
82 11 70
= 11 5 17
70 17 58

Step 2: Find Eigenvalues and Eigenvectors of ATA

Arcording to: det(ATA−λI)=0

( )
8 2−λ 11 70
T
A A = 11 5−λ 17
70 17 58−λ

1.1 Question 2

( )
1 2 2
Question 2 (1.5 points): Find a matrix P that diagonalizes A= 2 1 1
0 0 1

In the first step we have to find the Eigenvalues of matrix A:

( ) ( )
1 2 2 1 0 0
With matrix A= 2 1 1 and I= 0 1 0
0 0 1 0 0 1

( )
1−λ 2 2
So det(A−λI)= 2 1−λ 1
0 0 1−λ

= (1− λ)

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