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

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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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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