Solution

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

For , the energy ratio is the Rayleigh quotient of the Hermitian positive-definite matrix :
Expanding in the orthonormal right singular vectors makes this a weighted average of . Hence
Any nonzero vector in the largest right-singular subspace is optimal if is repeated. Its amplified state is proportional to the paired left singular vector. For a non-normal matrix , this optimal initial direction need not be an eigenvector of , explaining transient growth from non-normal modes.

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