Chapter 7: Q7.4-18E (page 395)
In Exercises 17鈥24, \(A\) is an \(m \times n\) matrix with a singular value decomposition \(A = U\Sigma {V^T}\) ,
\(\)
where \(U\) is an \(m \times m\) orthogonal matrix, \({\bf{\Sigma }}\) is an \(m \times n\) 鈥渄iagonal鈥 matrix with \(r\) positive entries and no negative entries, and \(V\) is an \(n \times n\) orthogonal matrix. Justify each answer.
18. Suppose \(A\) is square and invertible. Find a singular value decomposition of \({A^{ - 1}}\)
Short Answer
The required singular decomposition of \({A^{ - 1}}\) is \(V\mathop \Sigma \limits^{ - 1} {U^T}\).