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25.Let \({\bf{T:}}{\mathbb{R}^{\bf{n}}} \to {\mathbb{R}^{\bf{m}}}\) be a linear transformation. Describe how to find a basis \(B\) for \({\mathbb{R}^n}\) and a basis \(C\) for \({\mathbb{R}^m}\) such that the matrix for \(T\) relative to \(B\) and \(C\) is an \(m \times n\) 鈥渄iagonal鈥 matrix.

Short Answer

Expert verified

As \({\left( {T\left( {{{\bf{v}}_j}} \right)} \right)_C} = {\sigma _j}{{\bf{u}}_j}\). So, the matrix for \(T\) relative to \(B\) and \(C\) is an \(m \times n\) 鈥渄iagonal鈥 matrix.

Step by step solution

01

Write the matrix 

Consider the SVD for the standard matrix \(A\) of \(T\), that is \(A = U\sum {V^T}\). Let \(T:{\mathbb{R}^n} \to {\mathbb{R}^m}\) be a linear transformation.

And \(C = \left\{ {{{\bf{u}}_1},...,{{\bf{u}}_m}} \right\}\) be bases for \({\mathbb{R}^n}\) and \({\mathbb{R}^m}\).

Since the columns of V are orthogonal, \({V^T}{{\bf{v}}_j} = {{\bf{e}}_j}\).

02

Step 2: Compute the diagonal matrix

Find the matrix of \(T\) related to \(B\) and \(C\), find \(T\left( {{{\bf{v}}_j}} \right)\).

\(\begin{array}{c}T\left( {{{\bf{v}}_j}} \right) = A{{\bf{v}}_j}\\ = U\sum {V^T}{{\bf{v}}_j}\\ = U\sum {{\bf{e}}_j}\\ = {\sigma _j}U{{\bf{e}}_j}\\ = {\sigma _j}{{\bf{u}}_j}\end{array}\)

Which implies that, \({\left( {T\left( {{{\bf{v}}_j}} \right)} \right)_C} = {\sigma _j}{{\bf{u}}_j}\).

Thus, such that the matrix for \(T\) relative to \(B\) and \(C\) is an \(m \times n\) 鈥渄iagonal鈥 matrix.

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Most popular questions from this chapter

Orthogonally diagonalize the matrices in Exercises 13鈥22, giving an orthogonal matrix \(P\) and a diagonal matrix \(D\). To save you time, the eigenvalues in Exercises 17鈥22 are: (17) \( - {\bf{4}}\), 4, 7; (18) \( - {\bf{3}}\), \( - {\bf{6}}\), 9; (19) \( - {\bf{2}}\), 7; (20) \( - {\bf{3}}\), 15; (21) 1, 5, 9; (22) 3, 5.

15. \(\left( {\begin{aligned}{{}}{\,3}&4\\4&9\end{aligned}} \right)\)

Orthogonally diagonalize the matrices in Exercises 13鈥22, giving an orthogonal matrix\(P\)and a diagonal matrix\(D\). To save you time, the eigenvalues in Exercises 17鈥22 are: (17)\( - {\bf{4}}\), 4, 7; (18)\( - {\bf{3}}\),\( - {\bf{6}}\), 9; (19)\( - {\bf{2}}\), 7; (20)\( - {\bf{3}}\), 15; (21) 1, 5, 9; (22) 3, 5.

22. \(\left( {\begin{aligned}{{}}4&0&1&0\\0&4&0&1\\1&0&4&0\\0&1&0&4\end{aligned}} \right)\)

10.Determine which of the matrices in Exercises 7鈥12 are orthogonal. If orthogonal, find the inverse.

10. \(\left( {\begin{aligned}{{}}{1/3}&{\,\,2/3}&{\,\,2/3}\\{2/3}&{\,\,1/3}&{ - 2/3}\\{2/3}&{ - 2/3}&{\,\,1/3}\end{aligned}} \right)\)

(M) Compute an SVD of each matrix in Exercises 26 and 27. Report the final matrix entries accurate to two decimal places. Use the method of Examples 3 and 4.

26. \(A{\bf{ = }}\left( {\begin{array}{*{20}{c}}{ - {\bf{18}}}&{{\bf{13}}}&{ - {\bf{4}}}&{\bf{4}}\\{\bf{2}}&{{\bf{19}}}&{ - {\bf{4}}}&{{\bf{12}}}\\{ - {\bf{14}}}&{{\bf{11}}}&{ - {\bf{12}}}&{\bf{8}}\\{ - {\bf{2}}}&{{\bf{21}}}&{\bf{4}}&{\bf{8}}\end{array}} \right)\)

Question: 12. Exercises 12鈥14 concern an \(m \times n\) matrix \(A\) with a reduced singular value decomposition, \(A = {U_r}D{V_r}^T\), and the pseudoinverse \({A^ + } = {U_r}{D^{ - 1}}{V_r}^T\).

Verify the properties of\({A^ + }\):

a. For each\({\rm{y}}\)in\({\mathbb{R}^m}\),\(A{A^ + }{\rm{y}}\)is the orthogonal projection of\({\rm{y}}\)onto\({\rm{Col}}\,A\).

b. For each\({\rm{x}}\)in\({\mathbb{R}^n}\),\({A^ + }A{\rm{x}}\)is the orthogonal projection of\({\rm{x}}\)onto\({\rm{Row}}\,A\).

c. \(A{A^ + }A = A\)and \({A^ + }A{A^ + } = {A^ + }\).

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