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If Aand Bare 2×2matrices, then the singular values of matrices ABandBAmust be the same.

Short Answer

Expert verified

The given statement is FALSE.

Step by step solution

01

Step 1: Definition of a singular value

The diagonal entries of the matrix are singular values, which are arranged in ascending order.

02

Step 2: To Find TRUE or FALSE

Let

A=0100andB=1000

Find the value of AB.

AB=01001000AB=0000

Find the value of BA.

BA=10000100BA=0100

Both the singular values of ABare 0.

BATBA=00100100=0001

The eigenvalues of BATBAare 1 and 0. Therefore, the singular values of BAare 1 and 0.

Thus, the given statement is FALSE.

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Most popular questions from this chapter

Let λ be a real eigenvalue of an n x n matrix A. Show that

σn⩽|λ|⩽σ1,

whereσ1andσnare the largest and the smallest singular values of A, respectively.

A Cholesky factorization of a symmetric matrix A is a factorization of the formA=LLTwhere L is lower triangular with positive diagonal entries.

Show that for a symmetricn×nmatrix A, the following are equivalent:

(i) A is positive definite.

(ii) All principal submatricesrole="math" localid="1659673584599" A(m)of A are positive definite. See

Theorem 8.2.5.

(iii)det(Am)>0form=1,....,n

(iv) A has a Cholesky factorization A=LLT

Hint: Show that (i) implies (ii), (ii) implies (iii), (iii) implies (iv), and (iv) implies (i). The hardest step is the implication from (iii) to (iv): Arguing by induction on n, you may assume that A(n-1)) has a Cholesky factorization A(n-1)=BBT. Now show that there exist a vector x→inRn-1and a scalar t such that

A=[An-1v→v→Tk]=[B0x→T1][BTx→0t]

Explain why the scalar t is positive. Therefore, we have the Cholesky factorization

A=[B0x→Tt][BTx→0t]

This reasoning also shows that the Cholesky factorization of A is unique. Alternatively, you can use the LDLT factorization of A to show that (iii) implies (iv).See Exercise 5.3.63.

To show that (i) implies (ii), consider a nonzero vector, and define

role="math" localid="1659674275565" y→=[x→0M0]

In Rn(fill in n − m zeros). Then

role="math" localid="1659674437541" x→A(m)x→=y→TAy→>0

True or false? If Ais a symmetric matrix, thenrank(A)=rank(A2)

If Ais an indefiniten×n matrix, andR is a realn×mrankn what can you say about the definiteness of the matrixRTAR?

Consider an SVD

A=U∑VT

of ann×mmatrixA . Show that the columns of U form an orthonormal eigenbasis forAAT . What are the associated eigenvalues? What does your answer tell you about the relationship between the eigenvalues ofATAandAAT ? Compare this with Exercise 7.4.57.

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