Exercise 1.8.23

Answers

The r orthonormal vectors u1 to ur have (m 1) + (m 2) + + (m r) = mr r(r+1) 2 parameters because it takes m 1 parameters to specify u1 direction with length 1, and m 2 directions to specify u2 direction which is perpendicular to u1, …, and m r parameters to specify ur direction which is orthogonal to all previous directions. It is also because there are r constraints that the length of each ui need to be 1, and (r 2) constraints that the inner product of ui and uj are zero. So in total we have mr r r(r1) 2 = mr r(r+1) 2 . And v1 to vr have (n 1) + (n 2) + + (n r) = nr r(r+1) 2 parameters , adding up with the r parameters in Σ, we have total r(m + n r) parameters.

We can also consider A = CR = (m × r)(r × n). The matrix R contains an r by r identity matrix, removing r2 parameters from rm + rn.

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2020-03-20 00:00
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