Left singular vector 2026-10-05
A unit left singular vector of a matrix or compact operator is an eigenvector of with eigenvalue . For , it pairs with a right singular vector through and .
For the matrix exponential , maximizing the energy ratio over nonzero initial conditions givesThe Rayleigh quotient achieves its maximum at an eigenvector of with largest eigenvalue, equivalently a right singular vector of . Such an optimal disturbance is generally not an eigenvector of .
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 331 3 e Solution Created 2026-10-03 Updated 2026-10-05
At each fixed time, the maximum over nonzero initial conditions is the optimal energy amplification of a linear system:Write , and . The symmetric matrix has trace and determinant . Its largest eigenvalue isAn optimal initial condition is a right singular vector of associated with its largest singular value.
Stable eigenmodes can combine to produce transient energy growth
. For and , the red directions on the unit circle have positive instantaneous energy derivative. The eigenvectors are nonorthogonal. The right panel compares the optimal energy amplification of a linear system with the monotonically decaying energy of each eigenmode.If , let . Then , so the precise long-time asymptotic statement isThe Cauchy-Schwarz inequality shows that the unit initial conditions achieving this leading factor areThis is an adjoint eigenvector, since . It differs from the right eigenvector : the initial condition maximizes the projection onto the slow mode, whereas the eventual state aligns with that right eigenvector. For , even the optimal energy ultimately decays to zero; the prefactor describes enhanced excitation of the slow mode.
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.
