申論題

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 .