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.
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.
On each left singular vector , use and . The finite geometric series gives
Thus with , the dimensionless Landweber spectral filter is
The 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.
Figure 1.
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.
Right singular vector 2026-10-05
A unit right singular vector of a matrix or compact operator is an eigenvector of with eigenvalue . For , is the corresponding left singular vector. The largest singular value is the operator norm of , attained on its corresponding right singular vectors.