Questions:
Proof in numerical linear algebra explained in this solution
1. Suppose that C∈Cnxn is invertible and the set S={w1,...,wk} C Cn is linearlyindependent.
Prove that CS:={Cw1,.. ., Cwk}⊂Cn is linearly independent.
(a) Prove that N(A) = span {Vr+1,...,vn}, where V1;...,vn are the orderedcolumns of V.
(b) Prove that the non-zero singular values of A are equal to the square roots ofthe non-zero eigenvalues of AHA or AAH. These last two matrices trave thesame non-zero eigenvalues.
(c) If A∈CnxnHER, prove that the sirrgular values are the absoiute values of theeigenvalues of A.
2.Let A∈Cnxn Prove that A is HPD if and only if A = BHB, where B∈Cnxn is invertible. (Hint for one of the directions, you rlray assume the appropriatefactorization is valid.)
3. LeLµr,s∈C, where n≥r>s≥1, and define L(r,s) = [l(r,s)i,j]∈Cnxn via
(a) Prove that L(r1,s)L(r2,s) = L(r2,s)L(r1,s) for any n≥r1>r2>s≥1
(b) Prove or clisprove (using a counter example) that L(r1,s1)L(r2,s2) = L(r1,s1)L(r2,s2) for arbitrary indices that satisfy n≥rα>sα≥1,α = 1,2.
(c) Define L(s): =L(n,s)...L(s+1,s), for each 1≤s
(d) Write out the matrix L : = (L(1))-1 ... (L(n-1))-1