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 2026-10-05
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. 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.
