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Exercise 6.3.1
Show that the number of non-zero singular values of a matrix coincides with its rank.
Answers
Proof. Suppose the dimension of is . It is known that Ker = Ker . Then Rank = dim Ker = n - dim Ker = Rank . The SVD of is , then . Then Rank = Rank = Rank = Rank = number of non-zero singular values, because is an orthogonal matrix (full rank). □