Linear-Algebra-Done-Right Β· Unit 21 Β· Video 3 Β· Interactive Practice

Diagonal Matrices, Adjoints and Pseudoinverses via SVD

IKey Formulas

FormulaNameWhat it gives
Tek=skfkΒ (k≀m),Tek=0Β (k>m)Te_k = s_k f_k \ (k \le m), \quad Te_k = 0 \ (k > m)SVD on extended orthonormal basesM(T)\mathcal{M}(T) is pΓ—np \times n and diagonal, with s1,…,sms_1, \dots, s_m from the top left
Tβˆ—w=βˆ‘k=1msk⟨w,fk⟩ekT^*w = \sum_{k=1}^{m} s_k \langle w, f_k\rangle e_kAdjointSwap the roles of the ee's and ff's
T†w=βˆ‘k=1m⟨w,fk⟩sk ekT^\dagger w = \sum_{k=1}^{m} \dfrac{\langle w, f_k\rangle}{s_k}\, e_kPseudoinverseSwap e↔fe \leftrightarrow f and replace sks_k by 1/sk1/s_k

Key Insight: T(x,y)=(3y,0)T(x, y) = (3y, 0) has a diagonal matrix with respect to no single basis, yet every linear map has one with respect to two suitable orthonormal bases β€” the ee's for the inputs and the ff's for the outputs.

IIVisualization 1 β€” Building the Diagonal Matrix

Column kk of M(T)\mathcal{M}(T) holds the ff-coordinates of TekTe_k, which is skfks_k f_k or 00.

IIIVisualization 2 β€” One Basis or Two

No single basis makes the matrix of T(x,y)=(3y,0)T(x, y) = (3y, 0) diagonal; two orthonormal bases can.

IVVisualization 3 β€” Adjoint and Pseudoinverse

T†wT^\dagger w is the vector in (null⁑T)βŠ₯(\operatorname{null} T)^\perp that TT sends to Prange⁑T wP_{\operatorname{range} T}\, w.

πŸ’‘ Challenge: find a nonzero ww with T†w=0T^\dagger w = 0, and name the subspace of WW it must lie in.

VQuiz Questions

Problem 1 Β· Shape of the Diagonal Matrix

Given: T∈L(F5,F3)T \in \mathcal{L}(\mathbf{F}^5, \mathbf{F}^3) has positive singular values 66 and 22. Extend the orthonormal lists of its singular value decomposition to orthonormal bases e1,…,e5e_1, \dots, e_5 of F5\mathbf{F}^5 and f1,f2,f3f_1, f_2, f_3 of F3\mathbf{F}^3. Which is M(T,(e1,…,e5),(f1,f2,f3))\mathcal{M}\big(T, (e_1, \dots, e_5), (f_1, f_2, f_3)\big)?

βœ… Correct! One column per eke_k (five), one row per fjf_j (three), with Te1=6f1Te_1 = 6f_1, Te2=2f2Te_2 = 2f_2 and Te3=Te4=Te5=0Te_3 = Te_4 = Te_5 = 0.
❌ Rows and columns are swapped. Column kk holds the coordinates of TekTe_k in the basis of WW, so there are dim⁑W=3\dim W = 3 rows and dim⁑V=5\dim V = 5 columns.
❌ Not quite. The matrix needs a column for every eke_k, including the added e3,e4,e5e_3, e_4, e_5 that TT sends to 00 β€” five columns, not three.
❌ Not quite. The reciprocals 1/sk1/s_k belong to the pseudoinverse; Tek=skfkTe_k = s_k f_k puts sks_k itself on the diagonal.
❌ Not quite. Column kk lists the coordinates of TekTe_k in f1,f2,f3f_1, f_2, f_3.
Show solution

The singular value decomposition gives Tv=6⟨v,e1⟩f1+2⟨v,e2⟩f2Tv = 6\langle v, e_1\rangle f_1 + 2\langle v, e_2\rangle f_2, so Te1=6f1Te_1 = 6f_1 and Te2=2f2Te_2 = 2f_2. The added vectors e3,e4,e5e_3, e_4, e_5 are orthogonal to e1,e2e_1, e_2, so every inner product in the formula vanishes and Te3=Te4=Te5=0Te_3 = Te_4 = Te_5 = 0.

Column kk of the matrix records the coordinates of TekTe_k with respect to f1,f2,f3f_1, f_2, f_3:

M(T)=(600000200000000),\mathcal{M}(T) = \begin{pmatrix} 6 & 0 & 0 & 0 & 0 \\ 0 & 2 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 \end{pmatrix},

a 3Γ—53 \times 5 diagonal matrix in the extended sense: every entry is 00 except possibly those in positions (k,k)(k, k) for k≀min⁑{3,5}k \le \min\{3, 5\}. The third row is zero because f3βˆ‰range⁑Tf_3 \notin \operatorname{range} T.

Problem 2 Β· Adjoint or Pseudoinverse?

Given: Tv=4⟨v,e1⟩f1+2⟨v,e2⟩f2Tv = 4\langle v, e_1\rangle f_1 + 2\langle v, e_2\rangle f_2, where e1,e2e_1, e_2 is orthonormal in VV and f1,f2f_1, f_2 is orthonormal in WW. Which formula gives T†wT^\dagger w for w∈Ww \in W?

βœ… Correct! The ee's and ff's trade places and each sks_k becomes 1/sk1/s_k.
❌ That is Tβˆ—wT^*w. Swapping e↔fe \leftrightarrow f alone gives the adjoint; the pseudoinverse also replaces each sks_k by 1/sk1/s_k.
❌ Not quite. ww lies in WW, where the orthonormal list is f1,f2f_1, f_2, and T†wT^\dagger w must land in VV, spanned here by e1,e2e_1, e_2 β€” so the inner products are with the ff's and the output uses the ee's.
❌ Not quite. Each sks_k is replaced by 1/sk1/s_k, not 1/sk21/s_k^2: applying TT must cancel the 1/sk1/s_k exactly, leaving ⟨w,fk⟩fk\langle w, f_k\rangle f_k.
❌ Not quite. Swap the ee's and ff's and replace each sks_k by 1/sk1/s_k.
Show solution

Here m=2m = 2 with s1=4s_1 = 4, s2=2s_2 = 2. The pseudoinverse formula T†w=βˆ‘k⟨w,fk⟩skekT^\dagger w = \sum_k \frac{\langle w, f_k\rangle}{s_k} e_k gives

T†w=⟨w,f1⟩4 e1+⟨w,f2⟩2 e2.T^\dagger w = \frac{\langle w, f_1\rangle}{4}\, e_1 + \frac{\langle w, f_2\rangle}{2}\, e_2.

Check: TT sends eke_k to skfks_k f_k, so T(T†w)=⟨w,f1⟩f1+⟨w,f2⟩f2=Prange⁑T wT(T^\dagger w) = \langle w, f_1\rangle f_1 + \langle w, f_2\rangle f_2 = P_{\operatorname{range} T}\, w, and T†wT^\dagger w is a combination of e1,e2e_1, e_2, which are orthogonal to null⁑T\operatorname{null} T.

Option (a) is the adjoint Tβˆ—wT^*w: it swaps the ee's and ff's but keeps sks_k.

Problem 3 Β· From the Map to the Pseudoinverse

Given: T∈L(R3,R2)T \in \mathcal{L}(\mathbf{R}^3, \mathbf{R}^2), T(x,y,z)=(3z,βˆ’2x)T(x, y, z) = (3z, -2x). Find a singular value decomposition of TT and then T†(6,4)T^\dagger(6, 4).

Which is a singular value decomposition of T?

What is T†(6, 4)?

βœ… Correct! T†(w1,w2)=w13(0,0,1)+βˆ’w22(1,0,0)=(βˆ’w22,0,w13)T^\dagger(w_1, w_2) = \frac{w_1}{3}(0, 0, 1) + \frac{-w_2}{2}(1, 0, 0) = \big(-\tfrac{w_2}{2}, 0, \tfrac{w_1}{3}\big), so T†(6,4)=(βˆ’2,0,2)T^\dagger(6, 4) = (-2, 0, 2).
❌ Close, but… this formula does equal TvTv, yet βˆ’2-2 cannot be a singular value: singular values are positive. Move the sign into the output vector, f2=(0,βˆ’1)f_2 = (0, -1).
❌ Check it against TT. Expand the formula at v=(x,y,z)v = (x, y, z); it must give exactly (3z,βˆ’2x)(3z, -2x), with positive coefficients.
❌ Check the sign. ⟨(6,4),f2⟩=⟨(6,4),(0,βˆ’1)⟩=βˆ’4\langle (6, 4), f_2\rangle = \langle (6, 4), (0, -1)\rangle = -4, not 44.
❌ That is Tβˆ—(6,4)T^*(6, 4). The pseudoinverse divides by each sks_k instead of multiplying.
❌ Not quite. Each ⟨w,fk⟩\langle w, f_k\rangle is divided by its own sks_k: ⟨w,f1⟩=6\langle w, f_1\rangle = 6 goes with s1=3s_1 = 3, and ⟨w,f2⟩=βˆ’4\langle w, f_2\rangle = -4 with s2=2s_2 = 2.
❌ Not quite. Use T†w=⟨w,f1⟩s1e1+⟨w,f2⟩s2e2T^\dagger w = \frac{\langle w, f_1\rangle}{s_1} e_1 + \frac{\langle w, f_2\rangle}{s_2} e_2.
Show solution

Step 1: SVD. Write T(x,y,z)=3z (1,0)+2x (0,βˆ’1)T(x, y, z) = 3z\,(1, 0) + 2x\,(0, -1). With e1=(0,0,1)e_1 = (0, 0, 1), f1=(1,0)f_1 = (1, 0), e2=(1,0,0)e_2 = (1, 0, 0), f2=(0,βˆ’1)f_2 = (0, -1) β€” orthonormal lists in R3\mathbf{R}^3 and R2\mathbf{R}^2 β€” this is

Tv=3⟨v,e1⟩f1+2⟨v,e2⟩f2,Tv = 3\langle v, e_1\rangle f_1 + 2\langle v, e_2\rangle f_2,

with positive coefficients s1=3s_1 = 3, s2=2s_2 = 2. (Check: Tβˆ—TT^*T has eigenvalues 9,4,09, 4, 0, whose square roots are 3,2,03, 2, 0.) Option (a) writes the same map with coefficient βˆ’2-2, which is not a singular value decomposition.

Step 2: pseudoinverse. With w=(6,4)w = (6, 4): ⟨w,f1⟩=6\langle w, f_1\rangle = 6 and ⟨w,f2⟩=βˆ’4\langle w, f_2\rangle = -4, so

T†(6,4)=63(0,0,1)+βˆ’42(1,0,0)=(βˆ’2,Β 0,Β 2).T^\dagger(6, 4) = \frac{6}{3}(0, 0, 1) + \frac{-4}{2}(1, 0, 0) = (-2,\ 0,\ 2).

Check: T(βˆ’2,0,2)=(6,4)T(-2, 0, 2) = (6, 4). Here range⁑T=R2\operatorname{range} T = \mathbf{R}^2, so Prange⁑T w=wP_{\operatorname{range} T}\, w = w, and (βˆ’2,0,2)(-2, 0, 2) is orthogonal to null⁑T=span⁑((0,1,0))\operatorname{null} T = \operatorname{span}\big((0, 1, 0)\big) βœ“.

Problem 4 Β· Equal Singular Values

Given: every positive singular value of T∈L(V,W)T \in \mathcal{L}(V, W) equals the same number ss. Which identity holds?

βœ… Correct! T†w=βˆ‘k⟨w,fk⟩sek=1s2βˆ‘ks⟨w,fk⟩ek=1s2Tβˆ—wT^\dagger w = \sum_k \frac{\langle w, f_k\rangle}{s} e_k = \frac{1}{s^2}\sum_k s\langle w, f_k\rangle e_k = \frac{1}{s^2} T^*w.
❌ Not quite. Going from Tβˆ—T^* to T†T^\dagger trades a factor ss for 1/s1/s, which divides by s2s^2; it does not multiply.
❌ Close, but… Tβˆ—T^* carries a factor ss and T†T^\dagger carries 1/s1/s, so the ratio is 1/s21/s^2, not 1/s1/s.
❌ Not quite. That holds only when s=1s = 1. For T(x,y)=(3y,0)T(x, y) = (3y, 0), Tβˆ—(w1,w2)=(0,3w1)T^*(w_1, w_2) = (0, 3w_1) but T†(w1,w2)=(0,w1/3)T^\dagger(w_1, w_2) = (0, w_1/3).
❌ Not quite. Compare the two formulas term by term.
Show solution

With s1=β‹―=sm=ss_1 = \cdots = s_m = s the two formulas are

Tβˆ—w=βˆ‘k=1ms⟨w,fk⟩ek,T†w=βˆ‘k=1m⟨w,fk⟩s ek.T^*w = \sum_{k=1}^{m} s\langle w, f_k\rangle e_k, \qquad T^\dagger w = \sum_{k=1}^{m} \frac{\langle w, f_k\rangle}{s}\, e_k.

Each term of T†wT^\dagger w is the matching term of Tβˆ—wT^*w divided by s2s^2, so T†=1s2Tβˆ—T^\dagger = \frac{1}{s^2} T^*.

Check with the video's operator (s=3s = 3): 19Tβˆ—(w1,w2)=19(0,3w1)=(0,w1/3)=T†(w1,w2)\frac{1}{9}T^*(w_1, w_2) = \frac{1}{9}(0, 3w_1) = (0, w_1/3) = T^\dagger(w_1, w_2) βœ“. In particular, if s=1s = 1 β€” for instance when TT is an isometry β€” then T†=Tβˆ—T^\dagger = T^*.

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