Exercise 5.6.2

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If A has all positive entries, then ATA and AAT have all positive entries. let A = UΣV T, we have ATA = V Σ2V T = V Σ2V 1 and AAT = UΣ2UT = UΣ2U1. So V and U have the eigenvectors of ATA and AAT respectively. By Perron’s theorem, we have v1 > 0 and u1 > 0. Also by definition of SVD, the singular values of A are positive. So we see that the rank 1 matrix σ1u1v1T is also positive.

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2020-03-20 00:00
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