Orthonormal Bases for the Four Subspaces using the Singular Value Decomposition S. K. Hyde February 24, 2017 Contents 1 Introduction 1 2 Singular Value Decomposition 1 3 Basis Sets 3.1 Column Space . 3.2 Row Space . . 3.3 Null Space . . . 3.4 Left Null Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 Summary 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2 2 3 3 3 Introduction The Singular Value Decomposition can be used to get orthonormal bases for each of the four subspaces: the column space C(A), the nullspace N(A), the row space C(A> ), and the left nullspace N(A> ). 2 Singular Value Decomposition The Singular Value Decomposition of a matrix A with rank r is A = U ΣV > , where U is a m × m orthogonal matrix, Σ is a m × n matrix containing the singular values of the matrix A on the main diagonal, and V is a n × n orthogonal matrix. The matrix A can also be split into the blocks as follows: A = U ΣV > = h U1 m×r i U2 m×m−r Σr r×r r×n−r 0 0 m−r×r = h U1 Σr m×r 0 m×n−r 0 h V1 n×r V2 n×n−r i > (1) m−r×n−r V> 1 V> 2 i r×n n−r×n = U1 Σr V > 1 (2) m×r r×r r×n The matrix in (2) is called the Full Rank Singular Value Decomposition. Further, notice that because U1 and V1 contain orthonormal vectors, where r 6 n, it follows that then U1> U1 = Ir and V1> V1 = Ir . 1 Orthonormal Bases for the Four Subspaces using the Singular Value Decomposition, page 2 3 3.1 Basis Sets Column Space Theorem 1. Suppose A is any m × n matrix, and A = U1 Σr V1> is the full rank Singular Value Decomposition. It follows that an orthonormal set of basis vectors for C(A), the column space, are the columns of U1 . Proof. Suppose b ∈ C(A). It follows that b = Az = U1 Σr V1> z = U1 z ∗ Therefore, b ∈ C(U1 ). Since Σr is invertible and V1> V1 = Ir , then it follows that U1 Σr V1> = A =⇒ U1 = AV1 Σ−1 r Suppose b ∈ C(U1 ). It follows that ∗ b = U1 z = AV1 Σ−1 r z = Az Therefore, b ∈ C(A). It follows that C(A) = C(U1 ). Therefore, since U1 is an orthonormal set of vectors, then an orthonormal basis for C(A) are the columns of U1 . 3.2 Row Space Theorem 2. Suppose A is any m × n matrix, and A = U1 Σr V1> is the full rank Singular Value Decomposition. It follows that an orthonormal set of basis vectors for C(A> ), the row space, are the columns of V1 . Proof. Suppose b ∈ C(A> ). It follows that b = A> z = V1 Σr U1> z = V1 z ∗ Therefore, b ∈ C(V1 ). Since Σr is invertible and U1> U1 = Ir , then it follows that V1 Σr U1> = A> =⇒ V1 = A> U1 Σ−1 r Suppose b ∈ C(V1 ). It follows that > ∗ b = V1 z = A> U1 Σ−1 r z =A z Therefore, b ∈ C(A> ). It follows that C(A> ) = C(V1 ). Therefore, since V1 is an orthonormal set of vectors, then an orthonormal basis for C(A) are the columns of V1 . Orthonormal Bases for the Four Subspaces using the Singular Value Decomposition, page 3 3.3 Null Space > Theorem 3. Suppose A is any m × n rank r matrix, and A = U ΣV is the Singular Value Decomposition. Partition U into U1 U2 , where U1 is the first r columns of U , U2 is the last m − r columns of U . Similarly, partition V as V1 V2 . It follows that an orthonormal set of basis vectors for N(A), the null space, are the columns of V2 . Proof. Solving equation (1) for Σ results with U> Σr h 0 1 r×n−r r×m = A V1 Σ = r×r > n×r U2 0 0 m−r×r m−r×n−r V2 n×n−r i " = m−r×m U1> AV1 U1> AV2 U2> AV1 U2> AV2 # (3) It follows that " # U1> AV2 U2> AV2 " # U1> 0 = =⇒ AV2 = 0 =⇒ U > AV2 = 0 =⇒ AV2 = 0 0 U2> It follows that V2 ∈ N(A). Since the columns of V2 are orthonormal, then they are linearly independent of each other. Since dim N(A) = n − r and there are n − r columns in V2 , then it follows that the columns of V2 form a basis for N(A). 3.4 Left Null Space > Theorem 4. Suppose A is any m × n rank r matrix, and A = U ΣV is the Singular Value Decomposition. Partition U into U1 U2 , where U1 is the first r columns of U , U2 is the last m − r columns of U . Similarly, partition V as V1 V2 . It follows that an orthonormal set of basis vectors for N(A), the null space, are the columns of V2 . Proof. It follows from (3) that > U2 AV1 U2> AV2 = 0 0 =⇒ U2> A V1> V2> = 0 =⇒ U2> AV = 0 =⇒ U2> A = 0 =⇒ A> U2 = 0 It follows that U2 ∈ N(A> ). Since the columns of U2 are orthonormal, then they are linearly independent of each other. Since dim N(A> ) = m − r and there are m − r columns in U2 , then it follows that the columns of U2 form a basis for N(A> ). 4 Summary Define the Singular Value Decomposition as A = U ΣV > = U1 U2 Σ V1 It follows that U1 forms a basis for C(A) U2 forms a basis for N(A> ) V1 forms a basis for C(A> ) V2 forms a basis for N(A) V2 >
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