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macaholic
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Homework Statement
a) Explain how any square matrix A can be written as
[itex] A = QS [/itex]
where Q is orthogonal and S is symmetric positive semidefinite.
b) Is it possible to write
[itex] A = S_1 Q_1 [/itex]
Where Q1 is orthogonal and S1 is symmetric positive definite?
Homework Equations
[itex] A = U \Sigma V^T [/itex]
The Attempt at a Solution
For a) I've gotten to the point where I've written:
[itex] A = U V^T V \Sigma V^T [/itex]
Which is just a rearrangement of the single value decomposition. From this I believe there is some logic as to why U V^T is orthogonal, and VΣV^T is symmetric positive definite, but I can't seem to figure out the reasoning. Any pointers?
For b) I've surmised this is possible given that it is simply the "left polar decomposition" (http://en.wikipedia.org/wiki/Polar_decomposition) But again, I can't think about how to show this mathematically.