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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/iii/paper-335/3/i/solution
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 335 3 i Solution by
Codex 0 2026-09-28
Because is a real symmetric positive-definite matrix, the finite-dimensional spectral theorem supplies an orthonormal eigenbasis withIts eigendecomposition is also its singular value decomposition. If , thensoThe operator norms satisfy and . Therefore the worst-case relative perturbation bound isThe 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.
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