Exercise 1.9.2

Answers

  • A = [300 0 0 0 000 ]
  • The eigenvalues of ATA are λ1 = 3,λ2 = 2. We have A = [03 2 0 ] = UΣV T = [10 0 1 ] [30 0 2 ] [01 1 0 ], so the rank-1 matrix approximation is: [1 0 ] [01 ] = [03 0 0 ]
  • The eigenvalues of ATA are λ1 = 3,λ2 = 1. We have A = [21 1 2 ] = UΣV T = 1 2 [ 1 1 1 1 ] [30 0 1 ] [1 1 1 1 ], so the rank-1 matrix approximation is: 1 2 [ 1 1 ] [11 ] = 1 2 [ 11 1 1 ]
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2020-03-20 00:00
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