Calculate singular value decomposition
I need to find the reduced singular value decomposition of this matrix.
$$begin{pmatrix}
-2 & -1 & 2 \
2 & 1 & -2 \
end{pmatrix}
$$
I formed
$$
A^TA=
begin{pmatrix}
8 & 4 & -8 \
4 & 2 & -4 \
-8 & -4 & 8 \
end{pmatrix}
$$
Found the eigenvalue 18 and eigenvector
$$begin{pmatrix} -1 \ -1/2 \ 1 end{pmatrix}$$
$$
u_1=begin{pmatrix} frac{3sqrt2}{4} \ frac{-3sqrt2}{4} end{pmatrix}
$$
So
$$
A=begin{pmatrix} frac{3sqrt2}{4} \ frac{-3sqrt2}{4} end{pmatrix}begin{pmatrix}3sqrt2end{pmatrix}begin{pmatrix} -1 & -1/2 & 1 end{pmatrix}
$$
But this is clearly not correct
linear-algebra matrix-decomposition
add a comment |
I need to find the reduced singular value decomposition of this matrix.
$$begin{pmatrix}
-2 & -1 & 2 \
2 & 1 & -2 \
end{pmatrix}
$$
I formed
$$
A^TA=
begin{pmatrix}
8 & 4 & -8 \
4 & 2 & -4 \
-8 & -4 & 8 \
end{pmatrix}
$$
Found the eigenvalue 18 and eigenvector
$$begin{pmatrix} -1 \ -1/2 \ 1 end{pmatrix}$$
$$
u_1=begin{pmatrix} frac{3sqrt2}{4} \ frac{-3sqrt2}{4} end{pmatrix}
$$
So
$$
A=begin{pmatrix} frac{3sqrt2}{4} \ frac{-3sqrt2}{4} end{pmatrix}begin{pmatrix}3sqrt2end{pmatrix}begin{pmatrix} -1 & -1/2 & 1 end{pmatrix}
$$
But this is clearly not correct
linear-algebra matrix-decomposition
Why stop at one eigenvalue/eigenvector?
– Michael Burr
Nov 27 '18 at 3:22
The other was zero. My book says to not include them.
– Brady Dean
Nov 27 '18 at 3:22
add a comment |
I need to find the reduced singular value decomposition of this matrix.
$$begin{pmatrix}
-2 & -1 & 2 \
2 & 1 & -2 \
end{pmatrix}
$$
I formed
$$
A^TA=
begin{pmatrix}
8 & 4 & -8 \
4 & 2 & -4 \
-8 & -4 & 8 \
end{pmatrix}
$$
Found the eigenvalue 18 and eigenvector
$$begin{pmatrix} -1 \ -1/2 \ 1 end{pmatrix}$$
$$
u_1=begin{pmatrix} frac{3sqrt2}{4} \ frac{-3sqrt2}{4} end{pmatrix}
$$
So
$$
A=begin{pmatrix} frac{3sqrt2}{4} \ frac{-3sqrt2}{4} end{pmatrix}begin{pmatrix}3sqrt2end{pmatrix}begin{pmatrix} -1 & -1/2 & 1 end{pmatrix}
$$
But this is clearly not correct
linear-algebra matrix-decomposition
I need to find the reduced singular value decomposition of this matrix.
$$begin{pmatrix}
-2 & -1 & 2 \
2 & 1 & -2 \
end{pmatrix}
$$
I formed
$$
A^TA=
begin{pmatrix}
8 & 4 & -8 \
4 & 2 & -4 \
-8 & -4 & 8 \
end{pmatrix}
$$
Found the eigenvalue 18 and eigenvector
$$begin{pmatrix} -1 \ -1/2 \ 1 end{pmatrix}$$
$$
u_1=begin{pmatrix} frac{3sqrt2}{4} \ frac{-3sqrt2}{4} end{pmatrix}
$$
So
$$
A=begin{pmatrix} frac{3sqrt2}{4} \ frac{-3sqrt2}{4} end{pmatrix}begin{pmatrix}3sqrt2end{pmatrix}begin{pmatrix} -1 & -1/2 & 1 end{pmatrix}
$$
But this is clearly not correct
linear-algebra matrix-decomposition
linear-algebra matrix-decomposition
edited Nov 27 '18 at 3:24
asked Nov 27 '18 at 3:18
Brady Dean
1353
1353
Why stop at one eigenvalue/eigenvector?
– Michael Burr
Nov 27 '18 at 3:22
The other was zero. My book says to not include them.
– Brady Dean
Nov 27 '18 at 3:22
add a comment |
Why stop at one eigenvalue/eigenvector?
– Michael Burr
Nov 27 '18 at 3:22
The other was zero. My book says to not include them.
– Brady Dean
Nov 27 '18 at 3:22
Why stop at one eigenvalue/eigenvector?
– Michael Burr
Nov 27 '18 at 3:22
Why stop at one eigenvalue/eigenvector?
– Michael Burr
Nov 27 '18 at 3:22
The other was zero. My book says to not include them.
– Brady Dean
Nov 27 '18 at 3:22
The other was zero. My book says to not include them.
– Brady Dean
Nov 27 '18 at 3:22
add a comment |
1 Answer
1
active
oldest
votes
Guide:
This is a rank $2$ matrix, your computation of $A^TA$ is wrong.
octave:1> A = [-2 -1 1; 2 1 -2]
A =
-2 -1 1
2 1 -2
octave:2> A'*A
ans =
8 4 -6
4 2 -3
-6 -3 5
Also, rather than dealing with $A^TA$, perhaps working with $AA^T$ is simpler.
Edit:
begin{align}
begin{bmatrix} -2 & -1 & 2 \2 & 1 & -2end{bmatrix} &= begin{bmatrix} 1 \ -1end{bmatrix}begin{bmatrix} -2 & -1 & 2 end{bmatrix} \
&=begin{bmatrix} frac{1}{sqrt2} \ -frac1{sqrt{2}}end{bmatrix}3sqrt{2}begin{bmatrix} -frac23 & -frac13 & frac23 end{bmatrix}
end{align}
Singular vectors are of unit length.
Sorry just realized I typed the wrong number in A. I updated the question
– Brady Dean
Nov 27 '18 at 3:25
updated the answer.
– Siong Thye Goh
Nov 27 '18 at 3:35
How did you get [-2/3 -1/3 2/3]?
– Brady Dean
Nov 27 '18 at 3:41
1
Just normalize the vector.
– Siong Thye Goh
Nov 27 '18 at 3:42
1
Gram-Schmidt, of which part of the procedure involve normalization.
– Siong Thye Goh
Nov 27 '18 at 3:47
|
show 1 more comment
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1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
Guide:
This is a rank $2$ matrix, your computation of $A^TA$ is wrong.
octave:1> A = [-2 -1 1; 2 1 -2]
A =
-2 -1 1
2 1 -2
octave:2> A'*A
ans =
8 4 -6
4 2 -3
-6 -3 5
Also, rather than dealing with $A^TA$, perhaps working with $AA^T$ is simpler.
Edit:
begin{align}
begin{bmatrix} -2 & -1 & 2 \2 & 1 & -2end{bmatrix} &= begin{bmatrix} 1 \ -1end{bmatrix}begin{bmatrix} -2 & -1 & 2 end{bmatrix} \
&=begin{bmatrix} frac{1}{sqrt2} \ -frac1{sqrt{2}}end{bmatrix}3sqrt{2}begin{bmatrix} -frac23 & -frac13 & frac23 end{bmatrix}
end{align}
Singular vectors are of unit length.
Sorry just realized I typed the wrong number in A. I updated the question
– Brady Dean
Nov 27 '18 at 3:25
updated the answer.
– Siong Thye Goh
Nov 27 '18 at 3:35
How did you get [-2/3 -1/3 2/3]?
– Brady Dean
Nov 27 '18 at 3:41
1
Just normalize the vector.
– Siong Thye Goh
Nov 27 '18 at 3:42
1
Gram-Schmidt, of which part of the procedure involve normalization.
– Siong Thye Goh
Nov 27 '18 at 3:47
|
show 1 more comment
Guide:
This is a rank $2$ matrix, your computation of $A^TA$ is wrong.
octave:1> A = [-2 -1 1; 2 1 -2]
A =
-2 -1 1
2 1 -2
octave:2> A'*A
ans =
8 4 -6
4 2 -3
-6 -3 5
Also, rather than dealing with $A^TA$, perhaps working with $AA^T$ is simpler.
Edit:
begin{align}
begin{bmatrix} -2 & -1 & 2 \2 & 1 & -2end{bmatrix} &= begin{bmatrix} 1 \ -1end{bmatrix}begin{bmatrix} -2 & -1 & 2 end{bmatrix} \
&=begin{bmatrix} frac{1}{sqrt2} \ -frac1{sqrt{2}}end{bmatrix}3sqrt{2}begin{bmatrix} -frac23 & -frac13 & frac23 end{bmatrix}
end{align}
Singular vectors are of unit length.
Sorry just realized I typed the wrong number in A. I updated the question
– Brady Dean
Nov 27 '18 at 3:25
updated the answer.
– Siong Thye Goh
Nov 27 '18 at 3:35
How did you get [-2/3 -1/3 2/3]?
– Brady Dean
Nov 27 '18 at 3:41
1
Just normalize the vector.
– Siong Thye Goh
Nov 27 '18 at 3:42
1
Gram-Schmidt, of which part of the procedure involve normalization.
– Siong Thye Goh
Nov 27 '18 at 3:47
|
show 1 more comment
Guide:
This is a rank $2$ matrix, your computation of $A^TA$ is wrong.
octave:1> A = [-2 -1 1; 2 1 -2]
A =
-2 -1 1
2 1 -2
octave:2> A'*A
ans =
8 4 -6
4 2 -3
-6 -3 5
Also, rather than dealing with $A^TA$, perhaps working with $AA^T$ is simpler.
Edit:
begin{align}
begin{bmatrix} -2 & -1 & 2 \2 & 1 & -2end{bmatrix} &= begin{bmatrix} 1 \ -1end{bmatrix}begin{bmatrix} -2 & -1 & 2 end{bmatrix} \
&=begin{bmatrix} frac{1}{sqrt2} \ -frac1{sqrt{2}}end{bmatrix}3sqrt{2}begin{bmatrix} -frac23 & -frac13 & frac23 end{bmatrix}
end{align}
Singular vectors are of unit length.
Guide:
This is a rank $2$ matrix, your computation of $A^TA$ is wrong.
octave:1> A = [-2 -1 1; 2 1 -2]
A =
-2 -1 1
2 1 -2
octave:2> A'*A
ans =
8 4 -6
4 2 -3
-6 -3 5
Also, rather than dealing with $A^TA$, perhaps working with $AA^T$ is simpler.
Edit:
begin{align}
begin{bmatrix} -2 & -1 & 2 \2 & 1 & -2end{bmatrix} &= begin{bmatrix} 1 \ -1end{bmatrix}begin{bmatrix} -2 & -1 & 2 end{bmatrix} \
&=begin{bmatrix} frac{1}{sqrt2} \ -frac1{sqrt{2}}end{bmatrix}3sqrt{2}begin{bmatrix} -frac23 & -frac13 & frac23 end{bmatrix}
end{align}
Singular vectors are of unit length.
edited Nov 27 '18 at 3:34
answered Nov 27 '18 at 3:21
Siong Thye Goh
99.5k1464117
99.5k1464117
Sorry just realized I typed the wrong number in A. I updated the question
– Brady Dean
Nov 27 '18 at 3:25
updated the answer.
– Siong Thye Goh
Nov 27 '18 at 3:35
How did you get [-2/3 -1/3 2/3]?
– Brady Dean
Nov 27 '18 at 3:41
1
Just normalize the vector.
– Siong Thye Goh
Nov 27 '18 at 3:42
1
Gram-Schmidt, of which part of the procedure involve normalization.
– Siong Thye Goh
Nov 27 '18 at 3:47
|
show 1 more comment
Sorry just realized I typed the wrong number in A. I updated the question
– Brady Dean
Nov 27 '18 at 3:25
updated the answer.
– Siong Thye Goh
Nov 27 '18 at 3:35
How did you get [-2/3 -1/3 2/3]?
– Brady Dean
Nov 27 '18 at 3:41
1
Just normalize the vector.
– Siong Thye Goh
Nov 27 '18 at 3:42
1
Gram-Schmidt, of which part of the procedure involve normalization.
– Siong Thye Goh
Nov 27 '18 at 3:47
Sorry just realized I typed the wrong number in A. I updated the question
– Brady Dean
Nov 27 '18 at 3:25
Sorry just realized I typed the wrong number in A. I updated the question
– Brady Dean
Nov 27 '18 at 3:25
updated the answer.
– Siong Thye Goh
Nov 27 '18 at 3:35
updated the answer.
– Siong Thye Goh
Nov 27 '18 at 3:35
How did you get [-2/3 -1/3 2/3]?
– Brady Dean
Nov 27 '18 at 3:41
How did you get [-2/3 -1/3 2/3]?
– Brady Dean
Nov 27 '18 at 3:41
1
1
Just normalize the vector.
– Siong Thye Goh
Nov 27 '18 at 3:42
Just normalize the vector.
– Siong Thye Goh
Nov 27 '18 at 3:42
1
1
Gram-Schmidt, of which part of the procedure involve normalization.
– Siong Thye Goh
Nov 27 '18 at 3:47
Gram-Schmidt, of which part of the procedure involve normalization.
– Siong Thye Goh
Nov 27 '18 at 3:47
|
show 1 more comment
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Why stop at one eigenvalue/eigenvector?
– Michael Burr
Nov 27 '18 at 3:22
The other was zero. My book says to not include them.
– Brady Dean
Nov 27 '18 at 3:22