阿摩線上測驗
題組內容
Problem 3. 
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:
(a) Let A 
with r singular values σ1,... ,
consisting of the associated r left singular vectors and 
. consisting of the associated r right singular vectors.
(ii) find the eignevalues and eigenvectors of 
.