Use the SVD to show that any square matrix A can be written as A = unitary and P is Hermitian. UP where U is

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter9: Systems Of Equations And Inequalities
Section9.8: Determinants
Problem 33E
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Use the SVD to show that any square matrix A can be written as A = UP where U is
unitary and P is Hermitian.
Transcribed Image Text:Use the SVD to show that any square matrix A can be written as A = UP where U is unitary and P is Hermitian.
Expert Solution
Step 1

By SVD, we know that matrix A can be written as

A=SDVTWhere S and V are orthogonal matrices andD is a diagonal matrix whose entries are the singular values of A.

The singular values of A are the square roots of the eigenvalues of the matrix AHA, where AH is the conjugate transpose of A.

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