Exercise 3.5.7

Answers

If A is positive semidefinite, then we can write A = QT, trace of A equals to the sum of its eigenvalues. We have ATA = QΛ2QT, so the singular values of A equal to its eigenvalues (because A is positive semidefinite, all its eigenvalues are larger than or equal to 0). AN equals to the sum of its singular values, which is also sum of its eigenvalues, which is the trace of A.

If A = UV , then we have

trace(UV ) = i jUijV ji i| jUijV ji| i k| jUijV jk| = UV F UFV F

Where the last inequality comes from equation (13) in I.11 on page 92.

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2020-03-20 00:00
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