Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/iii/paper-335/3/i/solution

Because is a real symmetric positive-definite matrix, the finite-dimensional spectral theorem supplies an orthonormal eigenbasis with
Its eigendecomposition is also its singular value decomposition. If , then
so
The operator norms satisfy and . Therefore the worst-case relative perturbation bound is
The ratio is the spectral condition number of a positive-definite matrix. A large ratio means that data noise aligned with an eigenvector for the smallest eigenvalue is strongly amplified, so the inverse problem is ill conditioned.

New to topics? Read the docs here!