阿摩線上測驗
題組內容
Problem 3. Let 
denote the set of real m x n matrices
and the set of real n x 1 column vectors, respectively, and let 
denote the set
of real n x n symmetric positive semidefinite (PSD) matrices. This problem
includes two parts as follows:
(i) Let A 
with r singular values σ1, . ,
consisting of the associated r left singular vectors and 
,
consisting of the associated r right singular vectors.
with r singular values σ1, . , consisting of the associated r left singular vectors and ,
consisting of the associated r right singular vectors.
)) where 
denotes the transpose of
A;