Stuck on singular value decomposition problem

Click For Summary
SUMMARY

The discussion centers on solving a singular value decomposition (SVD) problem for the matrix A^T = [7 0 5; 1 0 5]. The user successfully computes A^T*A, finds eigenvalues (lambda1 = 90, lambda2 = 10), and derives the singular values (sigma_1 = sqrt(90), sigma_2 = sqrt(10)). The challenge arises in determining the third column of matrix U using the Gram-Schmidt process, requiring orthogonality to both previously calculated vectors u_1 and u_2.

PREREQUISITES
  • Understanding of singular value decomposition (SVD)
  • Familiarity with eigenvalues and eigenvectors
  • Knowledge of the Gram-Schmidt orthogonalization process
  • Basic linear algebra concepts, including matrix multiplication
NEXT STEPS
  • Study the Gram-Schmidt process for generating orthogonal vectors
  • Learn how to compute singular value decomposition using Python's NumPy library
  • Explore the properties of unitary matrices in the context of SVD
  • Review examples of SVD applications in data compression and dimensionality reduction
USEFUL FOR

Students and professionals in mathematics, data science, and machine learning who are working with linear algebra concepts, particularly those focused on singular value decomposition and its applications.

SpiffyEh
Messages
191
Reaction score
0

Homework Statement



Find a singular value decomposition of A.
A^T=
[7 0 5
1 0 5]

Homework Equations



A = U\SigmaV^T

The Attempt at a Solution


I started by doing A^T*A =
[ 74 32
32 26]

Then i went and found the two eigen values lambda1= 90 and lambda2= 10 and the eigenvectors v1 = [2 1]^T and v2 = [-1 2]^T
So, I have V and V^T

From this the singular values are sigma_1 = sqrt(90) and sigma_2 = sqrt(10)
So, \Sigma in this decomposition would be
[ sqrt(90) 0
0 sqrt(10)
0 0]

Now to figure out U.
u_1 = 1/sigma_1 AV1 which is
= [ 15/sqrt(90) 0 15/sqrt(90)]^T
and I did the same thing for u_2 to get
[-5/sqrt(10) 0 5/sqrt(10)]

Now, this is where I get stuck. I know I need U to be 3x3 for the matrix multiplication to work out. My book says to find an orthogonal vector and use the gramschmidt method to get u_3. Do I need it to be orthogonal to u_1 or u_2? or both? Also I can't figure out the gramschmidt. If someone could please clarify this for me that would really help. I'm so close (if what I already did is correct) but I can't figure it out.
 
Physics news on Phys.org
Last edited by a moderator:
thank you, i'll try that
 

Similar threads

  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 3 ·
Replies
3
Views
2K
Replies
9
Views
3K
  • · Replies 2 ·
Replies
2
Views
1K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 13 ·
Replies
13
Views
4K
  • · Replies 6 ·
Replies
6
Views
2K
Replies
2
Views
6K
  • · Replies 78 ·
3
Replies
78
Views
7K
  • · Replies 16 ·
Replies
16
Views
2K