LINEAR-ALGEBRA ยท Interactive Practice | Unit 28 ยท Video 4
| Formula | Name | Description |
|---|---|---|
| SVD pairing | Matrix sends to scaled | |
| Right singular vectors | are eigenvectors of | |
| Singular values | Square roots of eigenvalues | |
| Left singular vectors | Automatically orthonormal in column space | |
| Full SVD | Diagonalizes across two spaces |
A perpendicular input pair usually lands non-perpendicular after โ except at two special angles.
input ยท unit circle (drag qโ)
output ยท multiply by A
๐ก The two input angles whose output stays perpendicular are the right singular vectors .
sends the unit circle to an ellipse whose semi-axes are the images of .
input ยท unit circle + vโ,vโ
output ยท ellipse + ฯโuโ,ฯโuโ
๐ก Drive the rows nearly parallel so : the ellipse flattens to a segment โ a rank-1, singular matrix.
acts in three moves: rotate by , stretch by , rotate by .
Question 1
For an matrix of rank , the SVD produces vectors and . Which statement correctly identifies the four fundamental subspaces?
โ Correct! The first 's sit in the row space, the first 's sit in the column space.
โ Not quite. Remember: 's live in (input side, row/null space) and 's live in (output side, column/left-null space). The first of each are the active directions.
Solution:
The first singular vectors give orthonormal bases for the spaces actually "uses":
This is why people call the SVD the "perfect" factorization: one decomposition gives orthonormal bases for all four fundamental subspaces simultaneously.
Question 2
Suppose is a matrix with having eigenvalues and . What are the singular values and of ?
โ Correct! โ singular values are square roots of the eigenvalues.
โ Not quite. A common error is to forget the square root. The eigenvalues of measure , not .
Solution:
Singular values are the square roots of the eigenvalues of :
So:
Why square roots? Take and compute the squared length: So , which equals since is a unit vector.
Question 3
True or False: Once you choose as eigenvectors of , the resulting are automatically orthogonal in the column space โ no separate Gram-Schmidt step is needed.
โ Correct! The eigenvector orthogonality of forces automatically.
โ Not quite. Try the computation . Since is an eigenvector of , this simplifies to , which is zero when .
Solution:
True. This is the entire reason the SVD works so cleanly. For :
The orthogonality of the 's as eigenvectors of automatically forces orthogonality of and in the column space. Dividing by just normalizes them to unit length:
So the SVD gives you "orthogonality that survives multiplication by " for free โ no Gram-Schmidt required.
Question 4
For the matrix , the right singular vector and . What is the corresponding left singular vector ?
โ Correct! , and dividing by gives .
โ Not quite. Carefully compute first, then divide by . Watch out for swapping coordinates or sign errors.
Solution:
Use .
Step 1. Compute :
Step 2. Divide by :
Check. . Unit vector as expected.
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