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Let A be a22 matrix and ua unit vector in2. Show that2Au1,

where1,2 are the singular values of A. Illustrate this inequality with a sketch, and justify it algebraically.

Short Answer

Expert verified

Use the singular value decomposition of A

Step by step solution

01

To find this inequality with a sketch, and justify it algebraically.

Given that,Ais22matrixanduisaunitvectorR2.

Now we will show that for any orthogonal matrixB,||Bu||=||u||.

||Bu||2=(Bu)t=utBtBu=utInu[SinceBisanorthogonalmatrix]=utu=u,u=||u||2

Thus,wehave||Bu||=||u||foranyvectoru.

Nest, consider the singular value decomposition of AasA=UVt, where U, V are orthogonal matrix. Then we have

||Au||=UVtu=UVtu=Vtu[SinceUisanorthogonalmatrix]

Now let, 1,2are singular values of A, where1is the largest and 2is the smallest singular value. Then we have

=1002

Since 1is the largest and 2is the smallest singular value, hence we have

2002VtuVtu1001Vtu

which implies

2VtuVtu1Vtu

Using this we get that

2VtuAu=Vtu1Vtu

Now since V is an orthogonal matrix, therefore Vtis also orthogonal. Hence we have

2uAu1u

which implies that

2Au1

since uis a unit vector. As 1,20,therefore we have

2Au1

02

Step 2: To find this inequality with a sketch, and justify it algebraically

Now by using Theorem 8.3 .2 we get that, the image of the unit circle under A is an ellipse whose semi-major and semi-minor axes have lengths and respectively. Also, asuis a unit vector therefore, ulies on the unit circle. Hence, the vector lies on the ellipse whose semi-major and semi-minor axes have lengths respectively. Therefore, clearly Auis greater than or equal to 2and less than or equal to 1.

The following image will justify this geometrically;

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