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Math 6610 • Analysis of Numerical Methods I

Fall 2008 • Question 4

Singular Value Decomposition Let \(A\) be an \(m\times n\) matrix. You may assume that \(m\geq n\). Define what is meant by the singular value decomposition of \(A\) and show that every \(m\times n\) matrix has one.

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{Singular Value Decomposition} Let \(A\) be an \(m\times n\) matrix. You
may assume that \(m\geq n\). Define what is meant by the \textit{singular value
decomposition} of \(A\) and show that every \(m\times n\) matrix has one.