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mxn have an SVD A = UAEAV with nonzero singular values o1 2 02 > > Op. Similarly, let Be IREX9 have an SVD
mxn have an SVD A = UAEAV with nonzero singular values o1 2 02 > > Op. Similarly, let Be IREX9 have an SVD B = UBEBVB with nonzero singular values T1 > T2 2 > Ts. Let A E R ... (a) What is the value of ||A O B||2 where A O B E R"mpxng. What is the value of ||A B||F? (b) What is a nearest rank-1 approximation to A B (expressed in terms of the components of the SVDS of A and B)?
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Probability And Statistical Inference
Authors: Robert V. Hogg, Elliot Tanis, Dale Zimmerman
9th Edition
321923278, 978-0321923271
