Past exam of the mathematics course of the year 1 of the natural sciences course of the University of Cambridge / 2017 / Paper 1 / 18 / d / Solution

Using the signs chosen above, explicit multiplication givesThus the nonzero cases obey $A{\mathbf{v}}_m=\sqrt{{\sigma }_m}{\mathbf{u}}_m$. This relates the right singular vectors and left singular vectors in a singular value decomposition. For example, if $U=({\mathbf{u}}_1{\mathbf{u}}_2)$ and $V=({\mathbf{v}}_1{\mathbf{v}}_2{\mathbf{v}}_3)$, then $A=U\Sigma V^{\mathsf{T}}$ with $\Sigma =\left(\begin{array}{ccc}1& 0& 0\\ 0& \sqrt{2}& 0\end{array}\right)$.