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Let Abe anmatrix and va vector in Rm.Show that

m||v||||Av||1||v||

where 1andmare the largest and the smallest singular values of A, respectively. Compare this with Exercise 25.

Short Answer

Expert verified

Use the singular value decomposition of A

Step by step solution

01

To findthe largest and the smallest singular values of A

Given that, Amatrix and V is a vector Rm

Now we will show that for any orthogonal matrix role="math" localid="1660705370616" B,||Bv||=||V||

Bv2=Bv,Bv=(Bv)t(Bv)=vtBtBv=vtInv[SinceBisanorthogonalmatrix]=vtv=v,v=V2

Thus we have Bv=vfor any vector V

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

Av=UVtv=UVtv=Vtv[SinceUisanorthogonalmatrix]

Nowlet,1,2,L,maresingularvaluesofA,where1isthelargestandmis the smallest singular value.

Then we have

=1000200m000000

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

m000m00m000000VtvVtv1000200m000000Vtv

which implies

mVtvVtv1Vtv

02

To findthe largest and the smallest singular values of A,

Using this we get that

mVtvAv=Vtv1Vtv

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

mvAv1v

Since1,m0, therefore we have

mvAv1v

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