SVD of a reduced rank matrix still has non-zero U and V`?

  • Context: Graduate 
  • Thread starter Thread starter Adel Makram
  • Start date Start date
  • Tags Tags
    Matrix rank Svd
Click For Summary
SUMMARY

The discussion centers on the singular value decomposition (SVD) of a reduced rank matrix, specifically addressing the persistence of non-zero columns in U and non-zero rows in V' after dimensionality reduction. The participants clarify that while reducing the matrix A to Ar by retaining only one singular value, the remaining columns of U and rows of V' can still be non-zero due to the nature of linear combinations in SVD. This indicates that arbitrary choices of orthonormal vectors in U and V' are permissible, leading to multiple valid decompositions even when only one singular value is non-zero.

PREREQUISITES
  • Understanding of singular value decomposition (SVD)
  • Familiarity with matrix rank and dimensionality reduction
  • Knowledge of linear combinations and vector spaces
  • Basic concepts of orthonormal vectors
NEXT STEPS
  • Study the properties of singular value decomposition in detail
  • Explore the implications of dimensionality reduction on matrix representations
  • Learn about the construction and significance of orthonormal bases in linear algebra
  • Investigate the uniqueness and non-uniqueness of SVD in various applications
USEFUL FOR

Mathematicians, data scientists, and machine learning practitioners interested in matrix factorization techniques and their applications in data analysis and dimensionality reduction.

Adel Makram
Messages
632
Reaction score
15
In a given matrix A, the singular value decomposition (SVD), yields A=USV`. Now let's make dimension reduction of the matrix by keeping only one column vector from U, one singular value from S and one row vector from V`. Then do another SVD of the resulted rank reduced matrix Ar.

Now, if Ar is the result of multiplication of Ur , Sr and V`r, then why the result, shown in the right picture in the attached doc, still has non-vanishing columns of Ur and non-vanishing rows of V`r? in other words, where do Ur1, Ur2, V`r1 and V`r2 come from as long as other values of S, namely S2 and S3 are zero?
 

Attachments

Physics news on Phys.org
Adel Makram said:
the singular value decomposition (SVD),
It's better to say "a singular value decomposition" since singular value decompositions are not unique.

In the right hand side of your page, you could set columns 2 and 3 of U equal to zeroes and rows 2 and 3 of V ' equal to zeroes and you'd still have a singular value decomposition.
one singular value from S

It isn't clear what you mean by "keeping" only one of the singular values.

One way to visualize the singular value decomposition of M = USV' is to say that the entries of M are a table of data of some sort and the the singular value decomposition of M expresses it as a linear combination of "simple" data tables where the singular values are the coefficients in the linear combination. The simple data table are imagined to have a list of "row headings" on their left margin and a list of "column headings" across the top and each entry in the simple table is the product of the corresponding row heading and column heading for that entry. A given simple table has as the jth column of U as its row headings and the jth row of V' as its column headings.

According to that way of looking at things, the way to "keep only one" a singular value would be to keep only the corresponding term in the linear combination. This amounts to setting the other singular values equal to zero.

A linear combination where zeroes are allowed let's us write vector equations like (1,2,-4) = (1)(1,2,-4) = (1)(1,2,-4) + (0)(5,6,7) + (0)(9,3,14) where arbitrary vectors can appear as long as their coefficients are zero. A similar statement applies to linear combinations of simple data tables. This implies that some columns of U and some rows of V' can be chosen arbitrarily.
 
Stephen Tashi said:
A similar statement applies to linear combinations of simple data tables. This implies that some columns of U and some rows of V' can be chosen arbitrarily.
So I have two concerns here:
1) does that mean we can construct infinite number of matrices U and V' by arbitrarily choosing orthonormal columns vectors of U and row vectors of V'?
2) back to my question, U And V' are constructed from AA'=USSU' and A'A=VSSV', but if this is applied for the reduced form of A, where we only have one non-zero singular value, then where do other U and V' vectors apart from the first ones arise as long as A has only rank1 so do AA' and A'A?
 
Last edited:

Similar threads

  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 9 ·
Replies
9
Views
5K
  • · Replies 10 ·
Replies
10
Views
4K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
Replies
4
Views
2K
  • · Replies 5 ·
Replies
5
Views
6K
Replies
1
Views
8K
  • · Replies 2 ·
Replies
2
Views
3K