Generalized singular vector 2026-10-06
Let be a bounded linear operator from a real Banach space to a real Hilbert space, and let be a proper lower-semicontinuous convex absolutely one-homogeneous functional on . The normalization and source relation imply by the Euler identity for a convex one-homogeneous functional. For the norm penalty on a Hilbert space, its nonzero-point subgradient is . Hence : is a right singular vector with singular value , and is the corresponding left singular vector. Thus the definition recovers the ordinary operator singular-vector relation using the one-homogeneous norm penalty. Uniqueness of the vector from its data requires extra hypotheses on and .
Left singular vector Created 2026-10-05 Updated 2026-10-14
A left singular vector is a unit vector in the output space satisfying . For positive singular values, the pairing also satisfies . Thus and describe the output axes of the preceding ellipse, while the right singular vectors describe its input directions. At zero singular values, division by is impossible: complete the orthonormal bases independently in the null spaces of and . Repeated singular values allow different matched orthonormal bases within the corresponding eigenspaces. The same positive pairing extends to a compact operator through its singular value system.
Even distinct singular values do not fix arrow signs: replacing both and by their negatives preserves and the outer product . Reversing only one arrow would change that term's sign. The paired directions, rather than independently chosen arrow orientations, encode the matrix.
Low-rank approximation 2026-10-14
A low-rank approximation replaces an matrix by a matrix of matrix rank at most a chosen integer , with , while making an explicitly chosen error norm small. The point is to describe many entries using a few shared patterns: an image compression may retain broad brightness patterns while discarding finer ones. The approximation is useful when the saved storage or computation justifies the lost detail. A small matrix rank alone says nothing about the error.
The compact representation is a sum of outer products, equivalently a product of two thin matrices:Here are the columns of , and the star denotes the conjugate transpose; over the real numbers use the transpose. The rank bound for a matrix product gives . Conversely, choose a basis of the column space of as the columns of , and put the coordinates of each column of into ; pad with zero columns if the matrix rank is smaller than . Each nonzero outer product is a rank-one matrix: it repeats a single column pattern at different strengths across the columns.
Keeping the two factors stores scalars instead of . This saves space only when . The usual singular value decomposition representation stores scalars because it keeps the singular values separately; absorbing them into one factor removes that extra array. These are representation sizes at equal scalar precision, before file overhead. See Uschmajew and Vandereycken, §9.2: thin factors and their storage, and Illinois CS 357, Low-rank approximation: storing singular vectors and values.
The factors also give without forming the full matrix . Direct evaluation uses scalar multiplications, compared with for a dense matrix applied to a vector. For , the two factors contain scalars rather than , and the same counts describe these multiplication costs. Constructing the factors is a separate cost. Moreover, a low-rank approximation need not be a sparse matrix: the constant matrix whose entries are all has matrix rank despite having no zero entries.
For the standard unweighted problem, write a singular value decomposition with and singular values . Retain the first paired left singular vectors and right singular vectors:The Eckart-Young-Mirsky theorem says that this same minimizes both of the following error norms over all matrices with matrix rank at most :where and an empty sum is zero. Here the Frobenius norm is , whereas the operator norm is specifically induced by the Euclidean norm, . The first aggregates errors in all entries; the second bounds the worst output error for a unit vector input. These formulas apply to real and complex matrices. [ref]
https://math.uchicago.edu/~may/REU2016/REUPapers/Mazeika.pdf. Mazeika, §§4.1 and 4.3: norms and optimal singular-value truncation
For , a relative Frobenius norm tolerance is met precisely when the discarded squared singular values sum to at most . Thus one can choose the smallest suitable before reconstructing the matrix. Many individually small discarded singular values can still have a large combined error. An operator norm tolerance instead tests only the largest discarded singular value, . The two questions can therefore select different ranks.
The following stipulated matrix makes the tradeoff visible. Define four real vectors of length :The vectors are orthonormal, so this is already a singular value decomposition written as outer products, with positive singular values . All entries lie between and and can be displayed as brightnesses. The first component is uniform brightness, the second distinguishes broad blocks, and the last two supply finer alternating patterns. This is a designed arithmetic example, not measured image data.
Here has every entry equal to , while has entries within the two diagonal blocks and in the other two blocks. For instance, becomes : its error is . The full residual is , whose Frobenius norm is and whose operator norm is . Since , the relative Frobenius norm error is . Two thin factors use scalars, or if the normalized left singular vectors, right singular vectors, and singular values are stored separately, instead of dense entries.
Retaining three components reduces the Frobenius norm error to while using scalars in two factors. Retaining all four reconstructs exactly but uses scalars, giving no saving in this generic representation; keeping the singular values separately uses . Our particular sign patterns could be encoded more economically, but that would exploit an additional structure beyond the general low-rank approximation. The striking feature is that numerical error and storage can both be read from the decomposition, rather than judged only by how smooth the picture looks.
The constraint is deliberately matrix rank at most . The truncation has . If , the best approximation is itself, with zero error. Requiring matrix rank exactly can destroy attainment: for and , the matrices have matrix rank for , and both error norms equal . Their error has infimum zero, but no rank-two matrix attains it. If , the displayed does have matrix rank exactly and attains the same minimum under either constraint.
Optimality also does not always mean uniqueness. For , the best Frobenius norm approximation is unique when . [ref]
https://link.springer.com/chapter/10.1007/978-3-030-31351-7_9. Uschmajew and Vandereycken, Theorem 9.1: uniqueness across a singular-value gap
A positive tie across the cutoff permits different choices: for and , both and have Frobenius norm error and operator norm error . More generally, is optimal for every real unit vector in the first two coordinate directions. Rotating which tied direction is kept changes the approximation. Repeated singular values entirely inside the retained group do not change its sum of outer products. At the only feasible matrix is zero; at the unique zero-error approximation is , even if some singular values are tied at zero.A strict gap does not guarantee uniqueness for the operator norm. For and , every with has matrix rank and error , which is optimal. Only minimizes the Frobenius norm, since . An unchanged worst direction can hide extra error in another direction under the operator norm.
Finally, these guarantees concern the stated norms and the sole matrix rank constraint. They do not establish that a discarded pattern is noise or irrelevant to a particular task: the finer patterns in our constructed example were put there intentionally. Adding entrywise weights or restrictions on the factors changes the problem, so the Eckart-Young-Mirsky theorem above does not automatically solve it. For historical context, the original 1936 matrix problem is documented in the existing Eckart-Young-Mirsky theorem section.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 70 4 c i Solution Created 2026-10-03 Updated 2026-10-14
Using the singular value system with and , the formal minimum-norm inverse isIt defines an element of the unknown Hilbert space only if , the Picard criterion. A null-space component is undetermined by the data.
Adding an error along a single left singular vector changes precisely one coefficient:Although this perturbation has data norm , its amplification factor is . If , these factors are unbounded. More explicitly choose , tending to zero, while the minimum-norm inverse is , of norm one. Thus the inverse is discontinuous at zero. It may also fail to exist for data outside its nonclosed range, so merely minimizing a residual does not guarantee that the formal inverse exists. This is ill-posedness by unbounded small-singular-value amplification, not a claim that every finite-dimensional or bounded forward map has an unstable inverse.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 111 2 i Solution Created 2026-10-03 Updated 2026-10-06
Use uniform expectations on the two nonempty parts, and equip their function spaces with the inner product . Let andSince the bipartite graph is a biregular graph, both row and column averages of vanish. The normalized adjacency operator of a bipartite graph therefore splits into the map between constant functions, of singular value , and between their orthogonal complements.
There is no singular value larger than . Indeed, for , the Cauchy-Schwarz inequality givesAveraging in uses the constant column degree and gives . For every operator is zero. Thus the second singular value isIf one part has a single vertex, missing singular values are interpreted as zero; the biregular graph then has .
The discrepancy in (i) is exactly . Its supremum over is the cut norm . To pass from this bound to arbitrary bounded real-valued functions, use the positive and negative parts and the identity for . Applying this separately to both factors givesHere is a bound on , unrelated to any cardinality.
If , take real unit left singular vector and right singular vector with and . The Cauchy-Schwarz inequality and imply . HenceThis proves (i)(iii), with a constant independent of both part sizes. The case satisfies the same conclusion immediately.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 111 4 i Solution Created 2026-10-03 Updated 2026-10-06
Use , the necessary parameter range for the bounds involving . The construction comes from the singular value decomposition of matrix Fourier blocks. For each inequivalent unitary irreducible representation of dimension , consider the Hilbert space with the Hilbert-Schmidt inner product and the operatorIts operator norm is at most one, since is a unitary matrix and . Thus all its singular values lie in .
Two identities control their weighted moments:Here the expectation in is uniform on the solutions of the constraint, and the trace on used to compute each moment is the ordinary operator trace. We justify the identities explicitly to fix their normalizations and the noncommutative order.
The adjoint operator is , soFor rectangular matrices, the operator has trace , as is seen on the matrix-unit basis. Squaring the previous operator therefore givesThe required representation theory consists of unitarization of a finite-group representation, the Schur orthogonality relations, and the regular representation decomposition. The last gives the character expansion of the identity deltaSumming the two operator traces with weights selects in the first, and in the second. Multiplication by converts each independent-variable expectation to its conditional expectation. This proves . In particular is real and nonnegative, despite the apparently complex summands in its original formula. Since , the nonvacuous hypothesis has .
Select every singular value satisfying . Index the selected pairs by , set , , and choose unit right singular vectors and unit left singular vectors with . DefineBoth are matrices, proving (i). Repeated group representations in this list are literally the same chosen representative, rather than different equivalent realizations.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 111 4 iv Solution Created 2026-10-03 Updated 2026-10-06
Within each fixed unitary irreducible representation, choose the selected right singular vectors to be orthonormal. Their corresponding left singular vectors are also orthonormal, even when a singular value is repeated: choose an orthonormal basis in each eigenspace of and put . Therefore, when ,This is (iv), with the unnormalized Hilbert-Schmidt inner product and the Kronecker delta. No orthogonality of differently shaped matrices is being asserted.
For the unheaded continuation, partition into blocks . ThenThe Schur averaging of rectangular matrices formula isfor any matrix . The average is an intertwiner; the Schur lemma makes it zero for inequivalent irreducible representations, and a scalar multiple of the identity for the same representative. The trace determines that scalar in the latter case.
Apply this with . The Hilbert-Schmidt inner product normalization just proved givesExpanding the squared Euclidean norm now yieldsThus the final identity follows from averaging, although itself need not be the identity. The whole construction is the spectral inverse theorem for the matrix-valued U2 quantity.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 331 4 a iv Solution Created 2026-10-03 Updated 2026-10-05
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 , withEquivalently and . The positive numbers are the singular values. Degenerate singular subspaces allow any orthonormal choice of paired vectors.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 331 4 a v Solution Created 2026-10-03 Updated 2026-10-05
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 . HenceAny 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.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 335 3 iv Solution Created 2026-10-03 Updated 2026-10-14
On each left singular vector , use and . The finite geometric series givesThus with , the dimensionless Landweber spectral filter isThe full inverse-coefficient convention instead uses . With general step , replace inside the power by .
In the normalized problem, , so the inverse coefficient is at most . This verifies directly why finite iteration is stable and why admitting progressively smaller singular values eventually amplifies noise.
Landweber filters and progressive noise amplification
. More iterations admit smaller singular-value components. The damping factor tends toward one, while the coefficient applied to measured data approaches the unstable reciprocal singular value. Details.Using the signs chosen above, explicit multiplication givesThus the nonzero cases obey . This relates the right singular vectors and left singular vectors in a singular value decomposition. For example, if and , then with .
Past exam of the numerical linear algebra course of the University of Oxford 2025 2 a ii Solution 2026-10-25
Choose the first left singular vectors:Their orthonormality gives . The orthogonal projection fixes for and annihilates for . Applying it to the singular value decomposition therefore gives
If one retains the Euler approximation , its exact norm matrix isThe additional term can mix the instantaneous symmetric-part eigenvectors, so they no longer generally diagonalize finite-time error amplification. However, when is material, a reliable physical propagator must itself be calculated beyond first-order Euler: a large Euler-step amplification can be a numerical artifact. For constant , the exact map is ; for a changing reference trajectory it solves , .
Use its singular value decomposition, . The initial orthonormal right singular vectors diagonalize and satisfyA singular value gives finite-time norm growth, decay, and the leading right singular vector is the initial perturbation with greatest amplification in the stated norm. The left singular vector describes the resulting final error pattern. Non-normal dynamics can give transient growth even if every Jacobian matrix eigenvalue has negative real part, so selecting observations from those eigenvalues alone is insufficient. Over a genuinely short interval, , recovering the symmetric-part result. Initial observations should target the relevant growing right singular projections, with prior covariance and observational precision included when they are not isotropic.
Right singular vector Created 2026-10-05 Updated 2026-10-25
A right singular vector is a unit vector in the input space satisfying . For positive singular values, determines the matching left singular vector. In the ellipse example, is not parallel to : a right singular vector need not be an eigenvector of . Indeed, the characteristic polynomial of is , with eigenvalues and no real eigenvectors. Nevertheless, its real right singular vectors give a complete orthonormal basis. Eigenvectors describe preserved directions; right singular vectors describe orthogonal input channels of stretching.[ref]
An arbitrary input mixes these channels. For , orthogonality gives , while . Equal contributions, , produce output Euclidean norm from a unit vector. Concentrating the entire input along produces the maximum . This is why the right singular vectors give a direct reading of how any input will behave. For a compact operator, the same definition describes the positive terms of its singular value system.
Singular value decomposition Created 2026-09-24 Updated 2026-10-14
The singular value decomposition separates any matrix into input directions, stretching factors, and output directions. Every complex matrix admitsHere are unitary matrices, is the conjugate transpose, and is a rectangular diagonal matrix. Its diagonal entries are the singular values, ordered . We use the conventional letters: contains the right singular vectors , while contains the left singular vectors . Writing instead merely swaps these two matrix names; it requires swapping their roles consistently. For real matrices, choose orthogonal matrices and replace the conjugate transpose with the transpose.[ref]
Reading from right to left, expresses the input in an orthonormal basis, stretches or annihilates those coordinates, and assembles the output in another orthonormal basis. Unlike matrix similarity, the input and output bases can differ, and even have different sizes. A matrix has full factors of sizes , , and . If its matrix rank is , one can retain only the active columns, giving sizes , , and for ; the full additionally describes an unused output direction.
For a fully computed nonsymmetric example, takeMultiplication gives . The right singular vectors are and ; their images are and . Thus, parametrizing the unit circle by gives . Its image is the ellipse . The two singular values are its semiaxis lengths, and the left singular vectors point along its axes. The singular value decomposition finds precisely the perpendicular input directions whose images stay perpendicular.
For compression, write the matrix as a sum of outer products and retain the largest terms:where is the matrix rank. Among all matrices of matrix rank at most , minimizes the Frobenius norm error; this is the Eckart-Young-Mirsky theorem. The operator norm error is for . These statements concern specified norms, rather than guaranteeing that discarded details are visually or scientifically unimportant.[ref]
Consider an brightness matrix , withand , . The broad bright patch and alternating checkerboard have orthogonal row and column directions: . Their singular values are and . This low-rank approximation keeps the first outer product, giving , with Frobenius norm error and relative error . For example, becomes , and becomes : every entry changes by in magnitude. The discarded pattern is small but entirely lost.
For this illustrative image compression, storing one normalized left singular vector, one normalized right singular vector, and one singular value requires scalars instead of . This counts scalars at equal precision, before storage overhead. In general, scalars beat only for sufficiently small , and small error requires a small discarded sum of squared singular values. The usefulness comes from measuring the tradeoff before throwing information away.[ref]
https://math.mit.edu/~gs/linearalgebra/ila5/SVD_Slides.pdf. Verma, Singular value decomposition of real matrices, slides 9 and 15–16
If and , select the singular values of the matrix Fourier blocks. Their weighted count lies between and . Scaling unit right singular vectors and their corresponding unit left singular vectors by gives matrices satisfying and Hilbert-Schmidt inner product orthogonality within each chosen irreducible representation. The Schur averaging of rectangular matrices then gives for the concatenated and the corresponding block diagonal matrix .




