SVD of [2222]\left[\begin{array}{c}2 \sqrt{2}\\2 \sqrt{2}\end{array}\right]

The calculator will find the singular value decomposition of the 22x11 matrix [2222]\left[\begin{array}{c}2 \sqrt{2}\\2 \sqrt{2}\end{array}\right], with steps shown.

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Find the SVD of [2222]\left[\begin{array}{c}2 \sqrt{2}\\2 \sqrt{2}\end{array}\right].

Solution

Find the transpose of the matrix: [2222]T=[2222]\left[\begin{array}{c}2 \sqrt{2}\\2 \sqrt{2}\end{array}\right]^{T} = \left[\begin{array}{cc}2 \sqrt{2} & 2 \sqrt{2}\end{array}\right] (for steps, see matrix transpose calculator).

Multiply the matrix with its transpose: W=[2222][2222]=[8888]W = \left[\begin{array}{c}2 \sqrt{2}\\2 \sqrt{2}\end{array}\right]\cdot \left[\begin{array}{cc}2 \sqrt{2} & 2 \sqrt{2}\end{array}\right] = \left[\begin{array}{cc}8 & 8\\8 & 8\end{array}\right] (for steps, see matrix multiplication calculator).

Now, find the eigenvalues and eigenvectors of WW (for steps, see eigenvalues and eigenvectors calculator).

Eigenvalue: 1616, eigenvector: [11]\left[\begin{array}{c}1\\1\end{array}\right].

Eigenvalue: 00, eigenvector: [11]\left[\begin{array}{c}-1\\1\end{array}\right].

Find the square roots of the nonzero eigenvalues (σi\sigma_{i}):

σ1=4\sigma_{1} = 4

The Σ\Sigma matrix is a zero matrix with σi\sigma_{i} on its diagonal: Σ=[40]\Sigma = \left[\begin{array}{c}4\\0\end{array}\right].

The columns of the matrix UU are the normalized (unit) vectors: U=[22222222]U = \left[\begin{array}{cc}\frac{\sqrt{2}}{2} & - \frac{\sqrt{2}}{2}\\\frac{\sqrt{2}}{2} & \frac{\sqrt{2}}{2}\end{array}\right] (for steps in finding a unit vector, see unit vector calculator).

Now, vi=1σi[2222]Tuiv_{i} = \frac{1}{\sigma_{i}}\cdot \left[\begin{array}{c}2 \sqrt{2}\\2 \sqrt{2}\end{array}\right]^{T}\cdot u_{i}:

v1=1σ1[2222]Tu1=14[2222][2222]=[1]v_{1} = \frac{1}{\sigma_{1}}\cdot \left[\begin{array}{c}2 \sqrt{2}\\2 \sqrt{2}\end{array}\right]^{T}\cdot u_{1} = \frac{1}{4}\cdot \left[\begin{array}{cc}2 \sqrt{2} & 2 \sqrt{2}\end{array}\right]\cdot \left[\begin{array}{c}\frac{\sqrt{2}}{2}\\\frac{\sqrt{2}}{2}\end{array}\right] = \left[\begin{array}{c}1\end{array}\right] (for steps, see matrix scalar multiplication calculator and matrix multiplication calculator).

Therefore, V=[1]V = \left[\begin{array}{c}1\end{array}\right].

The matrices UU, Σ\Sigma, and VV are such that the initial matrix [2222]=UΣVT\left[\begin{array}{c}2 \sqrt{2}\\2 \sqrt{2}\end{array}\right] = U \Sigma V^T.

Answer

U=[22222222][0.7071067811865480.7071067811865480.7071067811865480.707106781186548]U = \left[\begin{array}{cc}\frac{\sqrt{2}}{2} & - \frac{\sqrt{2}}{2}\\\frac{\sqrt{2}}{2} & \frac{\sqrt{2}}{2}\end{array}\right]\approx \left[\begin{array}{cc}0.707106781186548 & -0.707106781186548\\0.707106781186548 & 0.707106781186548\end{array}\right]A

Σ=[40]\Sigma = \left[\begin{array}{c}4\\0\end{array}\right]A

V=[1]V = \left[\begin{array}{c}1\end{array}\right]A