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Introduction
Fundamental
Equations
Matrix
Action
Orthonormal
Bases
Perpframes,
Aligners and
Hangers
Matrix Subspaces
Stretchers
Coordinates
Projections
SVD
Matrix
Subspaces
Linear
Systems,
PseudoInverse
Subspaces
Bonus
Facts
Exercises
Fundamental equations
2x2 Example
Here is an SVD of a 2 x 2 matrix :
where the two perpframes are shown below.
Condition
Number
Matrix Norm,
Rank One
Data
Compression
Noise
Filtering
Todd Will
UW-La Crosse
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and
to
More generally A,
stretches vectors parallel to
them in the direction of ,
by a factor of
and
to the y-axis.)
.)
.)
Theorem:
If you build a 2x2 matrix A=(hanger)(stretcher)(aligner) using
a 2D perpframe
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a 2D perpframe
numbers
Then
and
for your
and
the
the
the
the
direction
direction
direction
direction
of
of
of
of
by a factor of
,
by a factor of
.
3 x 3 matrices.
The following plot shows the perpframe
perpframe
in red.
See what the matrix
surface lined up on
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is
.
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Proofs:
The Column space of A, Col[A], is the span of the columns of
A.
(The column way to multiply A v.)
(Since the a's are a basis.)
(Linearity)
(Fundamental
Equations)
.
This shows shows that Col[A] = span
Since
are perpendicular unit vectors they are an
orthonormal basis for Col[A].
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Then
.
Now,
and so
.
, so
Here's a look at
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written as (hanger)(stretcher)(aligner),
i.e., you have an SVD of
Comments
The proofs above easily generalize to show that
the columns of the hanger matrix corresponding to
non-zero singular values are an orthonormal basis for
Col[A].
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Bonus Facts.
Denitions:
The rank of A is usually dened as the dimension of the
column space.
Since the columns of the hanger matrix corresponding to
non-zero singular values form a basis for the column space,
you know that the rank of A is equal to the number of non-zero
singular values.
Similarly, since the nullity of A is the dimension of the null
space, the number of zero singular values equals the nullity of
A.
Theorem: rank[A]+nullity[A]
Proof:
rank[A]+nullity[A]
=(number of non-zero singular values)+(number of zero
singular values)
=(total number of singular values)
=n.
Theorem:
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Proof:
Rank[A]
=(number on non-zero singular values of A)
Exercises
1. Go with the 3x4 matrix
A:
2. Let
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3. Let
b.
If you check your answer by using
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