Questions:
Matrices
1. Show that for a real symmetric matrix A=AT, its singular values are exactly the absolute values of its eigenvalues, i.e. for every eigenvalue λ, there is a singular value σ = |λ|
2. Find the singular decomposition of. A = [ 3 5]
[ 4 0]
3. Verify the special theorem for the Hermitian matrix
A = [ 3 2i]
[-2i 6]
i.e. find scales λ1 and λ2 and orthonormal vectors u1 and u2 such that
A = λ1u1u1* + λ2u2u2*