Linear Algebra and Geometry 3

Inner product spaces, quadratic forms, and more advanced problem solving

Pseudoinverse, Problem 3

Hania Uscka-Wehlou, Ph.D. (2009, Uppsala University: Mathematics)

University teacher in mathematics, Sweden
Problem
2 3:3 Compute the pseudoinverse for the matrix
1 1
A = 40 15 from V192, using two methods.
1 0
Theorem: Singular Value Decomposition Let A 2 Rm⇥n
be a matrix with rank r. Then A can be written in the form
A = U ⌃V T
where:
• ⌃ is the rectangular diagonal m ⇥ n matrix with r non-
zero diagonal entries (the singular values of A) arranged in
(weakly) decreasing order:

1 > 2 > ... > r >0

• U (m ⇥ m) and V (n ⇥ n) are orthogonal matrices.

Such a decomposition is called Singular Value Decomposi-
tion of matrix A. Matrix ⌃ is uniquely determined by A, but
U and V are not unique.

The columns of V form an ON basis of Rn consisting of eigen-

vectors of AT A. These columns are called the right singular
vectors of A.
Problem
2 3:3 Compute the pseudoinverse for the matrix
1 1
A = 40 15 from V192, using two methods.
1 0
† T −1 T
Theorem: Singular A Value
= (ADecomposition
A) A Let A 2 Rm⇥n
be a matrix with rank r. Then A can be written in the form
† †T T
A A== VΣ
U ⌃V U
where:
Note: the nullspace of A T must be mapped onto the zero vector in ℝ2
• ⌃ is the rectangular diagonal m ⇥ n matrix with r non-
zero diagonal entries (the singular values of A) arranged in
(weakly) decreasing order:

1 > 2 > ... > r >0

• U (m ⇥ m) and V (n ⇥ n) are orthogonal matrices.

Such a decomposition is called Singular Value Decomposi-
tion of matrix A. Matrix ⌃ is uniquely determined by A, but
U and V are not unique.

The columns of V form an ON basis of Rn consisting of eigen-

vectors of AT A. These columns are called the right singular
vectors of A.