[ANSWER] MAT350 7.9 MATLAB: Singular Value Decomposition

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MAT350 7.9 MATLAB: Singular Value Decomposition

In this activity you will find the singular value decomposition of a matrix.

Consider the matrix A.

A = [1 -2; 0 1; 1 0]

The command svd() returns three matrices, namely the mxm orthogonal matrix U, the mxn diagonal matrix S, and the nxn orthogonal matrix V, the singular value decomposition of A which satisfies A=USV’.

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MAT350 7.9 MATLAB: Singular Value Decomposition

In this activity you will find the singular value decomposition of a matrix.

Consider the matrix A.

A = [1 -2; 0 1; 1 0]

The command svd() returns three matrices, namely the mxm orthogonal matrix U, the mxn diagonal matrix S, and the nxn orthogonal matrix V, the singular value decomposition of A which satisfies A=USV’.

[U, S, V] = svd(A)

Verify that the appropriate product of the matrices found using the svd() command results in the matrix A.

checkA = U*S*V.’

Use the following matrix for this activity.

-6 8 6 9

B =

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[ 3 2 4 -8 ]

5 -4 -7 -3

Enter the matrix B.

B = [ -6 8 6 9; 3 2 4 -8; 5 -4 -7 -3]

Use the command svd() to find three matrices, namely the mxm orthogonal matrix U, the mxn

diagonal matrix S, and the nxn orthogonal matrix V, of the singular value decomposition of B.

[ U, S, V] = svd(B);

Verify that the appropriate product of the matrices found using the svd() command results in the matrix B.  Store this product in checkB.

checkB = U * S * V.’;

Related; MAT350 7.7 MATLAB: QR Factorization.

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