Chapter 7: Problem 16
Let \(A\) be a \(5 \times 4\) matrix with singular values \(\sigma_{1}=\) \(5, \sigma_{2}=3,\) and \(\sigma_{3}=\sigma_{4}=1 .\) Determine the values of \(\|A\|_{2}\) and \(\|A\|_{F}\)
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Chapter 7: Problem 16
Let \(A\) be a \(5 \times 4\) matrix with singular values \(\sigma_{1}=\) \(5, \sigma_{2}=3,\) and \(\sigma_{3}=\sigma_{4}=1 .\) Determine the values of \(\|A\|_{2}\) and \(\|A\|_{F}\)
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If \(\mathbf{x} \in \mathbb{R}^{m},\) we can think of \(\mathbf{x}\) as an \(m \times 1\) matrix. If \(\mathbf{x} \neq \mathbf{0},\) we can then define a \(1 \times m\) matrix \(X\) by \\[ X=\frac{1}{\|\mathbf{x}\|_{2}^{2}} \mathbf{x}^{T} \\] Show that \(X\) and \(\mathbf{x}\) satisfy the four Penrose conditions and, consequently, that \\[ \mathbf{x}^{+}=X=\frac{1}{\|\mathbf{x}\|_{2}^{2}} \mathbf{x}^{T} \\]
Use four-digit decimal floating-point arithmetic to do each of the following, and calculate the absolute and relative errors in your answers: (a) \(10,420+0.0018\) (b) \(10,424-10,416\) (c) \(0.12347-0.12342\) (d) (3626.6)\(\cdot(22.656)\)
Let \\[ A=\left(\begin{array}{rr} 1 & 2 \\ -1 & -2 \end{array}\right) \quad \text { and } \quad \mathbf{b}=\left(\begin{array}{r} 6 \\ -4 \end{array}\right) \\] (a) Compute the singular value decomposition of \(A\) and use it to determine \(A^{+}\) (b) Use \(A^{+}\) to find a least squares solution to the system \(A \mathbf{x}=\mathbf{b}\) (c) Find all solutions to the least squares problem \(A \mathbf{x}=\mathbf{b}\)
Let \\[ A=\left(\begin{array}{rrr} 0 & 3 & 1 \\ 1 & 2 & -2 \\ 2 & 5 & 4 \end{array}\right) \quad \text { and } \quad \mathbf{b}=\left(\begin{array}{r} 1 \\ 7 \\ -1 \end{array}\right) \\] (a) Reorder the rows of \((A | \mathbf{b})\) in the order (2,3,1) and then solve the reordered system. (b) Factor \(A\) into a product \(P^{T} L U\), where \(P\) is the permutation matrix corresponding to the reordering in part (a).
Show that \(\|A\|_{F}=\left\|A^{T}\right\|_{F}\)
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