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Exercise 6.7.16

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Use the singular value decomposition $A = U Σ V^{∗}$ . Let $P = U Σ U^{∗}$ and $W = U V^{∗}$ . Then we have $A = PW$ and $P$ is positive semidefinite and $W$ is unitary.

jephianlin

2011-06-27 00:00

Exercise 6.7.16

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