If , then , and hence . Also because . Thus and are linearly independent eigenvectors with eigenvalue one.
For every vector ,
so is nonzero but has square zero:
Consequently all three eigenvalues are one. The eigenspace is
which has dimension two. It cannot supply three linearly independent eigenvectors, so
Multiplication gives
The vector is an eigenvector with eigenvalue one. On the plane spanned by the orthonormal pair , the matrix is
Its eigenvalues are the roots of , namely
For either root, an eigenvector is . Therefore
These positive eigenvalues are the squared singular values of .

Articles by others on the same topic (0)

There are currently no matching articles.