Problem 3 : Let
(2) Find the singular value decomposition of A. In other words, factorize A = , where U ∈ M₂(R) and V ∈ M₃(R) are orthogonal matrices and Σ ∈ (R) is of the form
Σ = , λ₁ ≥ λ₂ ≥ 0