Finding SVD of Matrix H: Summing H1 and H2's SVD Values?

In summary, finding the singular value decomposition (SVD) of a matrix H=H1+H2 is not equivalent to summing the SVD values of H1 and H2. This can be illustrated with a counterexample where H1 and H2 are nonsingular but H1+H2 is singular. In this case, although all the singular values of H1 and H2 are positive, at least one singular value of H1+H2 is zero.
  • #1
EngWiPy
1,368
61
Hi,

I need to find the singular value decomposition (SVD) of a matrix H=H1+H2. Is this equivalent to sum the SVD values of H1 and H2?

Thanks
 
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  • #2
No. For a counterexample, suppose H1 and H2 are both nonsingular but H1+H2 is singular.

All the singular values of H1 and H2 are positive, but at least one singular value of H1+H2 is zero.
 
  • #3
AlephZero said:
No. For a counterexample, suppose H1 and H2 are both nonsingular but H1+H2 is singular.

All the singular values of H1 and H2 are positive, but at least one singular value of H1+H2 is zero.

Ok. Thanks.
 

1. What is the purpose of finding SVD of Matrix H?

The Singular Value Decomposition (SVD) of a matrix H is a useful tool in linear algebra that allows us to break down a complex matrix into simpler components. It can help us understand the underlying structure and properties of the matrix, and can be used for various applications such as data compression, image processing, and solving linear equations.

2. What is the process for finding SVD of Matrix H?

The process for finding the SVD of Matrix H involves performing a series of mathematical operations on the matrix. This includes finding the eigenvalues and eigenvectors of H, constructing the diagonal matrix of singular values, and combining these components to form the final SVD of H. There are also various algorithms and software packages that can be used to find the SVD of a matrix.

3. How does summing H1 and H2's SVD values help in understanding the relationship between the two matrices?

Summing H1 and H2's SVD values allows us to compare the singular values of the two matrices and understand their relationship. The singular values represent the magnitude of the matrix's transformation, so by comparing them, we can see how the two matrices differ in terms of scaling and rotation. This can provide insights into how the matrices are related and how they may affect each other in a system.

4. What are some applications of finding SVD of Matrix H?

As mentioned earlier, finding the SVD of Matrix H can be used for various applications such as data compression, image processing, and solving linear equations. It can also be used in machine learning for feature extraction and dimensionality reduction. Additionally, the SVD can be used in statistics for principal component analysis and in signal processing for noise reduction and filtering.

5. Are there any limitations or challenges in finding SVD of Matrix H?

One limitation of finding the SVD of Matrix H is that it can be computationally expensive, particularly for large matrices. Additionally, the SVD may not exist for all matrices, and even when it does, it may not be unique. This can make the process more challenging and require specialized techniques. Furthermore, interpreting the results of the SVD can also be complex and may require a deep understanding of linear algebra.

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