Description
Exercises on singular value decomposition
Problem 29.1: (Based on 6.7 #4. Introduction to Linear Algebra: Strang) Verify that if we compute the singular value decomposition A = UΣVT of the
1 1 Fibonacci matrix A = , 1 0
1+
√5 0 Σ = 2
√5−1 . 0 2
Problem 29.2: (6.7 #11.) Suppose A has orthogonal columns w1, w2, …, wn
of lengths σ1, σ2, …, σn. Calculate ATA. What are U, Σ, and V in the SVD?
1
18.06SC Linear Algebra
