ECE 205A Homework 4
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ECE 205A
Homework 4
Problem 1
If ZT Z = 0, show that Z = 0.
Problem 2
Let AAT = UΛ1 UT and AT A = VΛ2 VT be the eigenvalue decomposition of AAT and AT A where U ∈ Rmxm and V ∈ Rnxn are orthonormal matrices.
┌ λ 1
' ' '
'
' ' ' '
'
┌ λ 1
' ' '
'
' ' ' '
'
where λ 1 > λ2 > λ3 > . . . > λr > 0.
2
. . .
λr
0
0
2
. . .
λr
0
0
┐
'
'
'
'
' ,
'
'
'
'
. . .'
┐
'
'
'
'
' ,
'
'
'
'
. . .'
Find the SVD decomposition of A (both SVD and compact SVD).
Problem 3
Determine the SVD of
┐
and
┐ .
Problem 4
A = U ΣVT is a SVD decomposition. Find the polar factorization of A where A = PQ, where P = PT and Q is orthonormal.
Problem 5
Suppose A = UΣVT ∈ Rmxn is a SVD decomposition. Consider AZ = B for B ∈ Rmxp . For what conditions does AZ = B have a
(1) solution,
(2) unique solution,
(3) at most one solution?
If there exists a solution, use U , Σ, V to represent it.
Problem 6
Consider the hyperplane R = vx ∈ R3 : 3x1 - x2 + 2x3 = 0}
(a) Find the matrix of orthogonal projection on R .
(b) Find the orthogonal projection of y = '(┌)'(┐) on R .
Problem 7
Let A ∈ Rmxn have linearly independent columns. Show that P = A(AT A)-1 AT is the orthogonal projection to e(A).
2022-10-31