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Exercise 7.D.18
Answers
Proof. (a) Use the same notation from the Singular Value Decomposition theorem (7.52). We have
for all , where the first line follows from the Pythagorean Theorem (6.13) and last because is a positive real value. Taking the square root of both sides shows that for all . The proof that is almost the same.
(b) Let be an eigenvector of corresponding to with . Then
Similarly, we have . □