Exercise 6.3.1

Show that the number of non-zero singular values of a matrix A coincides with its rank.

Answers

Proof. Suppose the dimension of A is m × n. It is known that Ker A = Ker (AA). Then Rank A = n dim Ker A = n - dim Ker (AA) = Rank (AA). The SVD of A is A = WΣV , then AA = V ΣWWΣV = V Σ2V . Then Rank A = Rank (AA) = Rank (V Σ2V ) = Rank Σ2 = number of non-zero singular values, because V is an orthogonal matrix (full rank). □

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2018-11-29 00:00
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