Homework 6
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Homework 6
Due date: 30 March 2023
1. Consider the n by n positive definite (symmetric) matrix M and its representation M = RRT where R is an orthogonal matrix and is a diagonal matrix. Prove that:
(a) M −1 = R−1RT (b) M −1/2 = R−1/2RT (c) M1/2 = R1/2RT (5)
2. If u is the n by 1 column vector u = [u1 u2 . . . un ]T , show that
i=n
u+ = [u1 u2 . . . un ] / ui(2)
i=1
That is, show that u+ satisfies the 4 Moore-Penrose conditions.
3. Use the function ‘svd’ in Matlab to obtain the Singular Value Decomposition (SVD) of the matrix
「1 2 3 4 5]
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(a) Identify the matrices U, V, x from the SVD that you get, and also the matrices U1 , V1 , that correspond to the “skinny’ form of the SVD that we talked about in class.
(b) Use the skinny form to get the Moore-Penrose (MP) inverse, A+ , of the matrix A.
(c) Check, using Matlab that the A+ you got in (b) satisfies the 4 MP conditions.
(5)
2023-03-28