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Exercise 6

Avg difficulty 2.5

Consider the matrix B=[102−112]B=\begin{bmatrix} 1 & 0 \\ 2 & -1 \\ 1 & 2 \end{bmatrix} and notice that B=ATB=A^T where AA is the matrix in this exercise.

  1. Use your result from this exercise to find a singular value decomposition of B=UΣVTB=U\Sigma V^T.

  2. What is rank⁡(B)\rank(B)? Determine a basis for Col(B)\col(B) and Col(B)⊥\col(B)^\perp.

  3. Suppose that b=[−347]\bvec=\threevec{-3}47. Use the bases you found in the previous part of this exercise to write b=b^+b⊥\bvec=\bhat+\bvec^\perp, where b^\bhat is in Col(B)\col(B) and b⊥\bvec^\perp is in Col(B)⊥\col(B)^\perp.

  4. Find the least-squares approximate solution to the equation Bx=bB\xvec=\bvec.

Austin, Understanding Linear Algebra, §7.4 Singular Value Decompositions, Exercise 6

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Adapted from Understanding Linear Algebra © 2023 David Austin. Licensed under CC BY 4.0. Source: Understanding Linear Algebra. Imported at revision 3e6dced.