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Exercise 1.8.21

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$A A^{T} A = (U Σ V^{T}) {(U Σ V^{T})}^{T} (U Σ V^{T}) = (U Σ V^{T}) (V Σ U^{T}) (U Σ V^{T}) = U Σ^{3} V^{T}$ , so the singular values are $σ_{1}^{3}, \dots, σ_{r}^{3}$ .

niuers

2020-03-20 00:00

Exercise 1.8.21

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