The calculator will find the singular value decomposition of the
2 2 2 x
1 1 1 matrix
[ 2 2 2 2 ] \left[\begin{array}{c}2 \sqrt{2}\\2 \sqrt{2}\end{array}\right] [ 2 2 2 2 ] , with steps shown.
Related calculator:
Pseudoinverse Calculator
Solution Find the transpose of the matrix: [ 2 2 2 2 ] T = [ 2 2 2 2 ] \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] [ 2 2 2 2 ] T = [ 2 2 2 2 ] (for steps, see matrix transpose calculator ).
Multiply the matrix with its transpose: W = [ 2 2 2 2 ] ⋅ [ 2 2 2 2 ] = [ 8 8 8 8 ] 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] W = [ 2 2 2 2 ] ⋅ [ 2 2 2 2 ] = [ 8 8 8 8 ] (for steps, see matrix multiplication calculator ).
Now, find the eigenvalues and eigenvectors of W W W (for steps, see eigenvalues and eigenvectors calculator ).
Eigenvalue: 16 16 16 , eigenvector: [ 1 1 ] \left[\begin{array}{c}1\\1\end{array}\right] [ 1 1 ] .
Eigenvalue: 0 0 0 , eigenvector: [ − 1 1 ] \left[\begin{array}{c}-1\\1\end{array}\right] [ − 1 1 ] .
Find the square roots of the nonzero eigenvalues (σ i \sigma_{i} σ i ):
σ 1 = 4 \sigma_{1} = 4 σ 1 = 4
The Σ \Sigma Σ matrix is a zero matrix with σ i \sigma_{i} σ i on its diagonal: Σ = [ 4 0 ] \Sigma = \left[\begin{array}{c}4\\0\end{array}\right] Σ = [ 4 0 ] .
The columns of the matrix U U U are the normalized (unit) vectors: U = [ 2 2 − 2 2 2 2 2 2 ] U = \left[\begin{array}{cc}\frac{\sqrt{2}}{2} & - \frac{\sqrt{2}}{2}\\\frac{\sqrt{2}}{2} & \frac{\sqrt{2}}{2}\end{array}\right] U = [ 2 2 2 2 − 2 2 2 2 ] (for steps in finding a unit vector, see unit vector calculator ).
Now, v i = 1 σ i ⋅ [ 2 2 2 2 ] T ⋅ u i v_{i} = \frac{1}{\sigma_{i}}\cdot \left[\begin{array}{c}2 \sqrt{2}\\2 \sqrt{2}\end{array}\right]^{T}\cdot u_{i} v i = σ i 1 ⋅ [ 2 2 2 2 ] T ⋅ u i :
v 1 = 1 σ 1 ⋅ [ 2 2 2 2 ] T ⋅ u 1 = 1 4 ⋅ [ 2 2 2 2 ] ⋅ [ 2 2 2 2 ] = [ 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] v 1 = σ 1 1 ⋅ [ 2 2 2 2 ] T ⋅ u 1 = 4 1 ⋅ [ 2 2 2 2 ] ⋅ [ 2 2 2 2 ] = [ 1 ] (for steps, see matrix scalar multiplication calculator and matrix multiplication calculator ).
Therefore, V = [ 1 ] V = \left[\begin{array}{c}1\end{array}\right] V = [ 1 ] .
The matrices U U U , Σ \Sigma Σ , and V V V are such that the initial matrix [ 2 2 2 2 ] = U Σ V T \left[\begin{array}{c}2 \sqrt{2}\\2 \sqrt{2}\end{array}\right] = U \Sigma V^T [ 2 2 2 2 ] = U Σ V T .
Answer U = [ 2 2 − 2 2 2 2 2 2 ] ≈ [ 0.707106781186548 − 0.707106781186548 0.707106781186548 0.707106781186548 ] 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] U = [ 2 2 2 2 − 2 2 2 2 ] ≈ [ 0.707106781186548 0.707106781186548 − 0.707106781186548 0.707106781186548 ] A
Σ = [ 4 0 ] \Sigma = \left[\begin{array}{c}4\\0\end{array}\right] Σ = [ 4 0 ] A
V = [ 1 ] V = \left[\begin{array}{c}1\end{array}\right] V = [ 1 ] A