Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-331/4/a/iv/solution

The singular value decomposition of is , where are unitary and , since is invertible. Its right singular vector and left singular vector are the corresponding unit columns of and , with
Equivalently and . The positive numbers are the singular values. Degenerate singular subspaces allow any orthonormal choice of paired vectors.

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