Hand computation of SVD
(Q46) Every matrix
has a singular value decomposition and to find it you usually have to use a machine. But if you like, this problem will show you how to find an SVD for
by hand. An SVD for
will have the form
.
a. Start with the vectors
and
. For any value of
these vectors are orthogonal. Find a value of
so that
and
are orthogonal. I.e., compute
and
, find their dot product, and then find a value of
that makes the dot product zero.
b. Once you've found
, you can get
and
by normalizing (making unit vectors out of)
and
.
c. You can get
and
by normalizing (making unit vectors out of)
and
.
d. You can get
by computing how much
stretched
. I.e. compute
, similarly for
.
e. Use the cross product to get a vector
to complete the orthonormal basis of
.
Copyright © 2007 Todd Will
Created by
Mathematica (April 15, 2007)