Nghin cu khoa hc sinh vin

ti:

KHAI TRIN SVD V NG DNG TRONG PHN TCH NH

Nhm nghin cu khoa hc :

Vng nh Tng

( Lp XDCTGT tin tin K51)

Trn Th Hng

( Lp XDCTGT tin tin K51)

Phm Anh Dng

( Lp XDCTGT tin tin K51)

Nguyn nh Khnh

( Lp XDCTGT tin tin K51)

Gio vin hng dn :

TS. Trn Vn Long

MC LC:

trang

Li m u3
1. Chng I:
Kin thc chun b
1.1 Ma trn4
1.2 Ma trn trc giao.5
1.3 Vec t ring Gi tr ring.6
1.4 Chun ca vec t.7
1.5 Chun ca ma trn...8
1.6 Hng ca ma trn.9
1.7 Vt ca ma trn9
2. Chng II: Khai trin SVD ca ma trn
2.1 nh l 111
2.2 inh l 212
2.3 nh l 314
2.4 nh l 415
2.5 nh l 516
2.6 nh l 617
2.7 nh l 719
2.8 nh l 821
2.9 nh l 924
2.10 nh l 10..25
3. Chng III: ng dng trong x l im nh.( S dng Matlab)
3.1 Phn tch SVD trong x l nh.30
3.2 S dng Matlab trong x l nh31
4. Kt lun...34
5. Ti liu tham kho...34

Li m u:

SVD (singular value decomposition) l mt dng khai trin ca ma trn c rt

nhiu ng dng trong nhng vn lin quan n nghch o v s ha cc d
liu.Hin nay phn tch SVD ca ma trn xut hin rt nhiu trong cc ng dng
thc t nh v tn hiu s, tnh cc gi tr xp x trong k thut, cng ngh thng
tin, v c ng dng trong cc cng c tm kim trn cc website.Tuy nhin, ti
liu lin quan n SVD cn cha nhiu, cha gn gi v cha d hiu cho sinh
vin cn nghin cu v mng ti th v ny, do nhm nghin cu khoa hc
vi ti Khai trin SVD v ng dng trong k thut phn tch nh thc hin
nghin cu ny nhm mc ch a n cho ngi c nhng kin thc c bn
nht v khai trin SVD v to mt ci nhn tng quan v cch khai trin cng nh
mt s tnh cht, h qu quan trng lin quan n dng khai trin ny.Cng vi c
s l thuyt nhm nghin cu cng i vo mt ng dng c th l ng dng ca
SVD trong k thut phn tch nh.
Nhm nghin cu cng xin gi li cm n chn thnh n thy gio, TS Trn
Vn Long b mn ton trng i Hc Giao Thng Vn Ti nhit tnh gip ,
gii p thc mc cng nh cung cp ti liu nhm c th hon thnh ti
nghin cu.
H Ni, ngy

thng

nm 2012

Nhm nghin cu khoa hc lp XDCTGTTT K51

CHNG I: KIN THC CHUN B
1. Ma trn
a) nh ngha 1: Ma trn mt bng gm mxn s thc c sp xp thnh m
dng, n ct v gi l ma trn cp mxn.
K hiu ma trn

 a11
a
21

A =

a1n
a2 n

amn

K
K

a12
a22

M M O

am1 am 2 K

hoc
a11
a
21

A=

K
K

a12
a22

M M O

am1 am 2 K

hoc

a1n
a2 n
M

amn

ij mxn

A=
Trong aij l phn t ca ma trn nm trn dng i, ct j,
i 1, 2,..., m, j 1, 2,..., n.

Cc phn t aii gi l phn t nm trn ng cho chnh.

b) Ma trn n v
nh ngha 2: Ma trn n v l ma trn c mi phn t nm trn ng
cho chnh bng 1, cc phn t khc bng 0, v c dng sau:

0
M

0
1
M
0

K
K
O
K

c) Ma trn ng cho
nh ngha 3: Ma trn ng cho l ma trn vung c cc phn t nm trn
ng cho chnh khc 0, mi phn t nm ngoi ng cho chnh bng 0.
Ma trn ng cho c dng

 a11
0

D=

0 K
a22 K

d) Ma trn dng, ct
Ma trn dng c dng:
X=

a1 ,

M O
0 L

a2 , K

0
0

ann

an

Ma trn ct c dng:

Y=

a1

a2
M

an

e) Ma trn chuyn v
nh ngha 4: Ma trn AT ca ma trn A c cc dng l cc ct ca ma
trn A (gi nguyn th t) gi l ma trn chuyn v ca ma trn A.

AT =

a11 a21

a12 a22
M M

a1n am 2

K
K
O
K

am1

am 2
M

amn

2. Ma trn trc giao

nh ngha 5: Ma trn vung A c gi l ma trn trc giao nu
AT.A = I
Tnh cht:
a) Ma trn A =

aij

l ma trn trc giao khi v ch khi

n

a
k 1

ik

1, i=j
0, i j

.a jk ij

ij

Trong l k hiu Kronecker.

b) Nh vy ma trn trc giao A l kh nghch v c A-1 = AT.
c) Mt khc ta cng thy ma trn A trc giao khi v ch khi cc vec t ct v
cc hng ca A to thnh cc h trc chun.
5

AT A I 1 A 1

d)

Ta c:

3. Vec t ring Gi tr ring

nh ngha 6: Cho A l ma trn vung cp n
a11 a12
a
21 a22
M M

an1 am 2

A=
Khi :
a thc bc n ca bin

a1n
a2 n
M

ann

:
a11
a21
M
an1

K
K
O
K

PA( ) = det (A- .I) =

K
K
O
K

a12
a22
M
am 2

a1n
a2 n
M
ann

= (-1)n. n + an-1. n-1 +.+ a1.

c gi l a thc c trng ca ma trn A.

+ a0

Cc nghim ca a thc c trng PA( ) gi l gi tr ring ca ma

trn A.
Nu

l mt gi tr ring ca A th det (A- .I) = 0. Khi h

phng trnh thun nht:

(A- .I)

x1
M

x2

0
M

(1)

c v s nghim.
Khng gian ca h (1) gi l khng gian con ring ca ma trn

A tng ng vi gi tr ring .

 Cc vec t khc khng l nghim ca h (1) gi l vec t ring

ca ma trn A ng vi gi tr ring .
Cc c s to thnh mt c s ca khng gian ring (tc l cc
vec t to thnh h nghim c bn ca h (1)) gi l cc vec t

ring c lp tuyn tnh ng vi gi tr ring .

4. Chun ca vec t
x

nh ngha 7: Cho vec t x, chun ca x k hiu l

c xc nh l mt

s khng m tha mn cc tnh cht sau:

x 0

a)

x 0

khi v ch khi x=0.

x x

b)

vi mi

x y x y

c)

(Bt ng thc tam gic).

Chun Euclide:
Chun Euclide ca vec t x c xc nh nh sau:
x

x x12 x22 ... xn2

1
2

5. Chun ca ma trn

nh ngha 8: Cho ma trn A kch thc

m n

, chun ca A k hiu

l mt

s khng m tha mn:

A 0

a)

A 0

khi v ch khi A=0.

A A

b)

vi mi

A B A B

c)

(Bt ng thc tam gic).

- Chun F (Frobeneous):

A aij
Cho

mxn

ta nh ngha chun F ca ma trn A l

aij2
i 1 j 1
m

1
2

V d1: Cho ma trn A =

A

12 22 ( 2) 2 (1) 2 12 32

20

- Chun 2 ca ma trn:
Chun 2 ca ma trn A l cn bc 2 ca gi tr ring ln nht ca ma trn
AT.A

6. Hng ca ma trn
nh ngha 9: (nh thc con ca ma trn)
A aij mxn
Xt ma trn
T A ta ly cc phn t trn giao ca s dng v
s ct th ma trn thu c gi l ma trn vung con cp s ca A vi s l s

s min m, n

nguyn dng v
.
nh thc ca ma trn con c gi l nh thc con cp s ca ma trn A.
K hiu:

Di1ji12j....2 ....is js

gi l nh thc con cp s ca A.

nh ngha 10: (Hng ca ma trn)

nh thc con cp cao nht khc khng ca ma trn A gi l nh thc con
c s ca ma trn A.
Mt ma trn A c th c nhiu nh thc con c s u c cng cp.
Hng ca ma trn A l cp ca nh thc con c s.
K hiu hng ca ma trn A l rank (A) hay r(A).
Mt s tnh cht v hng ca ma trn:
-

7.

rank ( Amxn .Bnxl ) rank ( Amxn )

rank (Cmxn . Anxk ) rank ( Anxk )

nu

nu

rank ( Bnxl ) n

rank (Cmxn ) n

Vt ca ma trn

Vt ca mt ma trn vung A bc nxn c xc nh bng tng cc phn t

trn ng cho chnh (ng ni t gc trn bn tri xung gc di bn phi)
ca A.
n

tr ( A) a11 a22 ... ann aii

i 1

vi aii l k hiu phn t hng th i v ct th i ca A. Tng ng vi

vt ca ma trn l tng ca cc tr ring ca n, v n bt bin khi thay i c s.
S c trng ha ny c th s dng xc nh vt cho cc ton t tuyn tnh
trong trng hp tng qut.
K hiu ca n thng l Sp hoc Tr.

10

CHNG II: KHAI TRIN SVD CA MA TRN

Trong chng ny chng ti s trnh by khai trin SVD, mt s tnh cht v h
qu lin quan.
NH L 1
Vi mi ma trn

Am n

T
bt k, khi mi gi tr ring ca ma trn A A u

khng m.
CHNG MINH:
T
Gi l gi tr ring ca ma trn A A v v l vec t ring tng ng. D

thy:
2

Av ( Av)T ( Av) vT AT Av
T
Do l gi tr ring ca ma trn A A :
T
( A A I). v = 0

AT A
T

v A

Av =
2

Av

.v = I v = v
2
v = v =

0.

T
Nh ta chng minh trn mi gi tr ring ca A A u khng m.

Ta c nh ngha v cch xc nh ca gi tr k d ca ma trn A:

11

NH L 2

= i

Av
= i

(V s phn tch SVD ca ma trn)

Am n

Vi mi ma trn

bt k u c th phn tch di dng:

T
A = U. . V

T
Vi U v V l cc ma trn trc giao. Ma trn c xy dng:

m n

D r r 0

0
0

vi D =

1 0

0 r

CHNG MINH:
T nh l 1 th ma trn A c cc gi tr k d
do
1

r:

2 . r > 0 v r +1 =

r +2

i
r

= i
> 0,

i=0 ,i>r

=0

T
- Ma trn V c xy dng da trn cc vc t ring ca ma trn A A .

C th: V = [

v1

vn

-Xy dng ma trn U:

12

Vi cc
vi

(i : 1

r ) l cc gi tr k d ca ma trn

. t

ui

u1

(i = 1, , r ). T ta xy dng c ma trn U = [

1
= i
um

(m > r).
Vi cc ma trn U, , V c xc nh nh trn th ta s chng minh:
A = U. .VT

<=> A V = U

Ta c: A v i = i ui vi i = 1, ., r

Ta c:

vi

A v i = 0 vi i = r +1, r + 2, , n

= 0 vi i = r +1, r + 2, , n
v1

[A

v1

vn

[A

v1

vr

; 0,0,00]

r ur

;0,0,00]

= [

u1

AV = A [

1 u1

...

vn

um

D r r 0

0
0

=U
V d 2:

Tm khai trin SVD ca ma trn A =

1 1 0
0 0 1

Gii:

13

T
Ta tm cc gi tr ring ca ma trn A A .

1 0
1 0

0 1

A A

Ta c

1 1 0
0 0 1

1 1 0
1 1 0

0 0 1

T
Gii phng trnh det (A- .I) = 0 ta c cc gi tr ring ca ma trn A A

= 2,

Vi mi gi tr ring

= 1,
i

= 0.

, gii phng trnh (A -

I)x = 0 ta c cc vec t

ring tng ng l:

v1

1/ 2

1/ 2
0

v2

=
1/ 2

Ta c ma trn VT =

v3

1/ 2
0

1/ 2 1/ 2

Cc gi tr k d ca ma trn A l

1/ 2

1/ 2

1
0

2,

= 1,

=0

2 0 0

0 1 0

T ta c ma trn

0
0

1

Tm ma trn U:

14

1
i

ui

Av

u1 =

u2 =

U=

1/ 2

1/ 2

1 1 1 0
0

2 0 0 1

0
1 1 1 0
0
1 0 0 1
1

1
0

0
1

1 0
0 1

Phn tch SVD ca ma trn A l

A=

1 1 0
0 0 1

= U.

1 0
0 1

1/ 2 1/ 2 0

0
0
1
2 0 0

0 1 0 1/ 2 1/ 2 0

NH L 3 (V dng khai trin ca phn tch SVD)

T
Mi ma trn A c dng khai trin: A= U. . V = 1 u1

v T1 +..+ r

ur

vr

Vi

ui

vi

l cc gi tr c ni n nh l 2.

CHNG MINH:
15

Ta c:
T
U. . V =[ u1 ... um ]

u1

=[

...

D r r 0

0
0

= [ u1 ... ur ]

t Ur =

ur , ur +1 u m

D r r 0

0
0

u1 , u2 ,..., ur

= [ u1 ... ur ]

][ ]

v1T

M
vT
Tr
vr 1
M
T
vn

1 0 v1

0 r v Tr

[]
T

+ [ ur +1 ... um

v r +1
] [ 0 ] T
vn

v1 , v2 ,..., vr

, Vr =

] []
v T1

v Tn

][ ]

T
1 0 v1

0 r v Tr

[]

= Ur . D. Vr

=[

1 u1

r ur

v1

T
vr

1 u1

T
v 1 +..+ r

ur

vr

16

NH L 4
T

Vi ma trn A = U. . V v 1 , 2 , . r > 0 l cc gi tr c bit

ca A.
Khi :

Rank (A) = r.

CHNG MINH:
Theo tnh cht ca hng ma trn th:
I r r

Rank(Ur)= rank(Ur. UrT) = rank(

Rank(VrT) = rank(VrT.Vr) = rank(

I r r

=r
)=r

T
Rank (A) = rank (U. . V ) =rank(Ur. D.VrT) (xem nh l 3)

= rank ( .VrT) = rank ( ) = r.

NH L 5:

, r
Vi AF l chun Frobeneous ca ma trn A v 1 , 2 , .
> 0 l cc

gi tr k d ca A.
Khi :

AF =

++
2
1

2
r

CHNG MINH:
u tin ta chng minh tnh cht sau:

17

Qm m
Am n
= AF vi
l ma trn trc giao v
l ma trn bt

QAF

k.
2

Ta c: QAF

= [ Q a1 ; .; Qan ]F
= Qa1E
= a 1E

++ QanE
+.+ a nE

2
= AF

Xt ma trn
AF

Amn

T
bt k vi SVD ca n l U. . V :

T
= U . . V F

T
= .V F

(U l ma trn trc giao)

2

T T
T
T
= ( . V ) F = V . F = F

(V l ma trn trc giao)

2
2
= 1 + + r

AF =

++
2
1

2
r

NH L 6 (Bi ton v ma trn nghch o m rng)

Vi ma trn

Am n

bt k th A c gi l ma trn nghch o ca A nu ma

trn A tha mn:

+

A A A

=A

(1)

18

+
+
A A A

= A

( A A T = A A
+ A
A

= A A

Vi mi ma trn A c phn tch SVD l

UT

(2)
(3)

(4)

A=U . .V T

th ma trn V. .

l ma trn nghch o m rng ca ma trn A . Vi

+
l ma trn nghch

o m rng ca v

+
D

Trong

0
1/ 1 L
M O
M

K 1/ n
0

CHNG MINH:
+
+
T
T
T
Tnh cht 1: A A A = U. . V . V. . U . U. . V
+
T
= U. . I . . I . . V
T
= U. . V

=A
Tnh cht 2:

+
+
A A A

+
+
T
T
T
= V. . U . U. . V . V. . U

19

+
+
T
= V. . . . U
+
= V. .

+
A

+ . U T
= ( U . .V T .V . T

+
Tnh cht 3: ( A A T

+ .U
= ( U . . T
T

U
= ( T

+ U
. ( U . . T
+

T
= U . ( . T . U

Mt khc:

+
A A

+ .U
U . .
T

+ . U
T

U . .V .V .

+ .U T
U . .

= ( A A T

Tnh cht 4:

+ A
A

+ .U T .U . . V T
V .

+ . . V

V .

20

V
= ( T

+ V
. ( V . . T
+

T
= V . ( . T . V

+ .V T
V . .

=
+ A
A

Mt khc:

+ .U T .U . . V T
V .

+ . . V T
V .

+ A
A

V d:
1 1 0

0 0 1

Tm ma trn nghch o m rng ca

Theo v d nh l 2 ta c:

VT

A = U.

+
A

= V.

=
+

+
D

Trong

1/ 2 1/ 2 0

1 0 2 0 0
0
0
1

0 1

0 1 0

1/ 2 1/ 2 0

vi

0
1/ 1 L
M O
M

0
K 1/ n

21

+
A

= V.

1/ 2 0 1/ 2 1/ 2 0
1/ 2 0

1 0
1
1/ 2 0
1/ 2 0 1/ 2 0

0 1
0
0 1
1
0 0
0

NH L 7: Cho ma trn A vi dng khai trin ca phn tch SVD l:

A=
Xt ma trn
Khi :

T
v 1 +..+ r

1 u1

T
= 1 u1 v 1 +..+

Ak

Rank (

ur

Ak

vr

k uk v k

(k<r)

)=k

CHNG MINH:
Ta vit

Ak

v di dng:

Ak

1 v1

k v k

,.. ,

u1

u 2
K

u
k

Ta c:
T

T
1

Li c:

u2T

urT

Ir

22

 u1

u 2
K
T
u u
1
r

Ir

Nn

u1

u 2
K

u
k

rank

u1

u 2
K

u
k

u2T

urT

Ik

[T]
= rank

=k

(1)

T
T
T
Xt rank ( 1 v 1 , 2 v 2 ,.., k v k )

T
1

Ta c:

v2T

T
1

vnT

v2T

vnT

T
1 1

1v2T K

v2 K

vk

1vnT v1 v 2 K

vk

Ik

1

2
...

k

Ik

23

 1 0

0 2
...

...

=
1 0

0 2
...

...

Do

Rank

0
... ...

0 k
0

0
... ...

0 k
0

= rank

v2 K

vk

=k

T
T
T
rank ( 1 v 1 , 2 v 2 ,.. , k v k ) = k

T (1), (2) ta c:

(2)

Ak

rank ) = k

NH L 8:
r

Gi s A l ma trn c

m n

rank ( A) r

Khi vi mi ma trn B c c

mn

A i ui viT

, v c khai trin k d SVD

rank ( B ) k

i 1

, ta c

|| A B ||2F || A ||2F i2
i 1

B Ak i ui viT

Du bng xy ra khi

i 1

CHNG MINH:
24

u tin ta chng minh b sau:

r

Gi s A l ma trn c

m n

rank ( A) r

1 k r

Khi vi vc t bt k,

A i ui viT

, v c khai trin k d SVD

i 1

ta c:
k

i 1

i 1

|| Ax||2 k2 || x ||2 i2 (viT x) 2 k2 (viT x) 2

(*)

CHNG MINH:
Theo khai trin k d SVD ca ma trn

ta c

i 1

i 1

i 1

Ax i ui viT x i ui (viT x) i (viT x )ui

Do

(ui )

l c s trc chun nn
r

i 1

i 1

|| Ax ||2 i 2 (viT x) 2 i 2 (viT x) 2 k 2

(v

i k 1

T
i

x) 2

Mt khc,
k

k 2 (viT x )2 k 2
i 1

i k 1

i 1

i 1

(viT x ) 2 k 2 (viT x)2 k 2 (viT x)2 k 2 || V T x ||2 k 2 || x ||2

Do ,
k2

(v

i k 1

T
i

x) 2 k 2 || x ||2 k 2 (viT x) 2
i 1

25

Vy
k

i 1

i 1

|| Ax||2 k2 || x ||2 i2 (viT x) 2 k2 (viT x ) 2

(b c chng minh)

Tr li chng minh nh l 8:
k

Gi s ma trn
( x1 , x2 ,..., xm )

B xi yiT

( y1 , y2 ,..., yn )

l h trc giao,

Ta bit rng

i 1

c khai trin k d SVD dng

, trong

l h trc chun.

|| A B ||2F Tr (( A B )( A B )T ) Tr ( AAT AB T BAT BB T )

, do tnh

tuyn tnh ca hm vt nn vt ca tng bng tng cc vt, v ta c:

BBT ABT BAT
k

i 1
k

i 1
k

i 1
k

i 1
k

( xi yiT )( yi xiT ) A yi xiT ( xi yiT )AT

k

xi xiT xi yiT AT Ayi xiT Ayi yiT AT Ayi yiT AT

i 1
k

i 1

i 1

i 1

i 1

xi ( x y A ) Ayi ( x y A ) Ayi y AT
i 1
k

T
i

T
i

T
i

i 1

T
i

i 1

T
i

( xi Ayi )( x y A ) Ayi y A
T
i

i 1
k

T
i

T
i

i 1

( xi Ayi )( xi yi A) ( Ayi )( Ayi )T

T

i 1

i 1

i 1

i 1

i 1

|| A B ||2F Tr (AAT ) Tr (( xi Ayi )( xi yi A)T ) || Ayi ||2 Tr (AAT ) || Ayi ||2

Vy
k

i 1

i 1

(*)

Tr (( xi Ayi )( xi yi A)T ) || xi Ayi ||2 0

Do

26

|| Ay ||
Tip theo ta nh gi v s hng

i 1

trong bt ng thc trn. Theo B

i 1

i 1

|| Ay j ||2 k2 i2 (viT y j )2 k2 (viT y j )2

trn ta c

, ly tng theo ch s ta c bt

ng thc
k

(viT y j )2 k2 (viT y j ) 2
j 1
j 1 i 1
i 1

k
k
2
2
2
T
2
k k ( i k )(vi y j )
j 1 i 1

k
k

k2 ( i2 k2 )(viT y j )2
i 1
j 1

k
k

k2 ( i2 k2 ) (viT y j ) 2
i 1
j 1

|| Ay ||

(v
Mt khc,

j 1

T
i

k k2

2
i

y j ) (viT y j ) 2 || viT Y ||2 || viT ||2 1

2

j 1

, vi
k

( yi )

cc ct l cc vc-t

|| Ay ||
. Vy ta c

j 1

i 1

l ma trn trc giao c

2
k

, thay vo bt ng thc (*) ta

c
k

i 1

i 1

|| A B ||2F Tr (AAT ) || Ayi ||2 || A ||2F i2 .

B Ak i ui viT

Khi

i 1

A Ak

, ta c

i k 1

ui viT

v ly chun ta c

27

|| A Ak ||2

i k 1

i 1

i 1

i 1

i2 i2 i2 || A ||2F i2 .

NH L 9:
r

Gi s A l ma trn c

m n

rank ( A) r

.Khi vi mi ma trn B c c

mn

A i ui viT

, v c khai trin k d SVD

rank ( B ) k

i 1

, ta c

|| A B ||2 k 1.
k

B Ak i ui viT
i 1

Du bng xy ra khi
CHNG MINH:

<

k +1

k nn tn ti mt khng gian con W c ( r k) (W

Cr

W th Bw = 0.

Gi s tn ti ma trn B c rank (B) k v AB

.V rank(B)
) m vi w

Do vi mi w W th Aw = (A B)w v:
Aw

= ( AB ) w

AB

< k +1w

2.

V vy W l khng gian con c (r - k) m Aw < k +1w (*). Mt khc, li

tn ti mt khng gian con c (k +1) m Aw

k+1w

(**) c xy dng
28

t (k+1) gi tr k d u tin ca ma trn A. Do tng kch thc ca hai khng

gian con ny l: (r-k) + (k+1) = r+1 > r

vec t w '

thuc c hai

khng gian con ni trn.

Aw' <

V Aw'

k+1

k+1

w ' theo (*)

w ' theo (**)

V vy gi thit ban u l sai. Vy vi mi ma trn B c m.n c rank(B) k th

AB

k +1

AA k
D thy vi B = Ak th

= k +1 .

NH L 10
Cho h: Ax = b vi A l ma trn bt k.
Vi x = x =

+ b
A th

Axb nh nht v x c di nh nht.

CHNG MINH:
Xt ma trn A bt k c rank (A) = r v phn tch SVD ca n l
A=U . .V T

T
( A = V. . U )

T
T
t y = V x v c = U b

29

Ta vit y v c di dng: y =

y1
y
2

v c =

c1
c
2
2

2
2
T
Ta c Axb = b Ax = U (bAx)

T
T
= U (bU . .V . x )

T
(do U l ma trn trc giao)

U T bU T U . . V T . x
2

2
2
= c y =

2
=
2

b Ax

min khi:
c1 Dy1 0 y1 D 1.c1
D 1.c1

y2

x Vy V

y2

Vi mi gi tr
x

=V

D 1.c1

2
th Axb vn t gi tr nh nht

ta s chng minh

Vi x bt k khc
D thy:

D 1.c1

y '2

x = V y = y < y ' = V y ' = x '

x

Mt khc:

th x =

min:

=V

=V

D 1.c1

=V

(pcm)

D 1 0 c1

0 0 c2

30

T
+
+ .V
= V . .c = V . .b

+
A b

(nh l c chng minh)

V d 3: Gii phng trnh:
x1

3 x1
4x
1

x2

2 x2
3 x2

3
6

(*)

Khi gii bng phng php c bn th phng trnh cho v nghim. Chng ta p
dng nh l 10 tm nghim tt nht c th c ca h cho.

H (*)

Ax = b vi

1 1

A 3 2
4 3

v b=

2

3
6

Tm khai trin SVD ca ma trn A:

ATA =

1 1
1 3 4

3 2
1 2 3 4 3

25 19

19 25

Gii phng trnh det (A A -

= 44, v

) = 0, ta tm c cc gi tr ring

Gii h:

(A A -

1 I

ca ATA:

=6

Ta c cc gi tr k d ca ma trn A ln lt l

)x = 0 ta c v1 =

44

, v

1/ 2

1/ 2

31

 1/ 2

(ATA

V=

2 I
1
88
1
88

)x = 0 ta c v1 =
1
12

12

1/ 2

1/ 2

VT =

1/ 2

1/ 2

1/ 2

Tm ma trn U:

1
i

ui

Av

u1 =

1 1
1

3 2

44

4 3

1/ 2

1/ 2

1 1

1/
2
1

3 2

6
1/ 2

3 3

u2 =

88
8

88
7

88

1
12

12

32

U=

44

12
1

12

2
88
5
88
7
88

12
1

12

2
88
5
88
7
88

44

1/ 2

1/ 2

1/ 2

1/ 2

A=

Ma trn nghch o m rng A+

1/ 2

1/ 2

1/ 2

1/ 2

1
44
0

2
88
0

5
88
1
12

7
88

12

A+ =

2
88

88

1
88
1
88

1
12

12

1 5

12 88
1 5

12 88

2
88

5
88
1
12

7
88

12

1 7

12 88

1 7

12 88

33

+ b

2
88

88

61 3
88 4

61 3

88 4

1 5

12 88
1 5

12 88

1 7

12 88

1 7

12 88

2

3
6

127
88

88

Chnh l nghim xp x tt nht ca phng trnh cho.

CHNG 3: NG DNG CA PHN TCH SVD TRONG X L NH.

3.1 Phn tch SVD trong x l nh.
Nh ni, phn tch SVD l dng phn tch c rt nhiu ng dng, mt
trong nhng ng dng n tng nht chnh l s dng SVD trong hiu chnh

34

hnh nh k thut s. Nh hnh nh k thut s c truyn i mt cch hiu qu

bng v tinh, internet.
tng c s ca vic hiu chnh nh l gim s lng thng tin truyn i m
khng lm mt i nhng thng tin thc cht. Trong mt bc nh k thut s, mi
im nh c th hin bi 3 gi tr mu Blue, Green, Red vi cc tr s t 0 n
255. Nh vy vi mt hnh nh c ln l 340 280 pixels th chng ta phi
lu tr 3 ma trn (th hin mu sc ca cc im) c cng ln l 340 280
tc l phi lu tr 285600 s. Tuy nhin trong thc t, khi truyn, lu tr thng tin
nh chng ta c th khng cn nhng hnh nh, hoc mt s phn ca hnh nh
c nt qu ln. S dng phn tch SVD chng ta c th loi b rt nhiu thng
tin khng cn thit . V d mt hnh nh 340 280 pixels c phn tch
thnh 3 ma trn A, B, C c cng ln 340 280. Gi s ma trn A c phn
tch SVD l:
T
A= U. . V = 1 u1

v T1 +..+ r

ur

v Tr

vi gi tr k < r bt k

th
Ak=

1 u1

T
v 1 +..+ k

uk

vk

nh c chng minh nh l 8

l xp x tt nht c xy dng t k gi tr k d u tin ca ma trn A. V d vi

k = 20 th ma trn Ak th hin cc d liu ca ma trn A tng ng vi 20 gi tr k
d u tin. Nh vy chng ta ch cn lu tr 20 gi tr k d, 20 vec t ui, 20 vec t
vi tng ng vi 20+ 20 280 +20 340 = 12420 s. Tng t vi 2 ma
trn B, C th s lng cc s phi lu tr l 12420 3 =37260 s. R rng phn
tch SVD gip gim lng thng tin cn lu tr mt cch ng k.

3.2 ng dng Matlab trong x l nh

Trong ng dng ny chng ta s hiu chnh nt ca mt nh gc theo tham s k
ty chn. nh gc:
35

Dng lnh chng trnh trong Matlab:

close all
L=imread('Lenna220.png');
L1=L(:,:,1);
L2=L(:,:,2);
L3=L(:,:,3);
I1=im2double(L1);
I2=im2double(L2);
I3=im2double(L3);
[u1,s1,v1]=svd(I1);
[u2,s2,v2]=svd(I2);
[u3,s3,v3]=svd(I3);
C1=zeros(size(I1));
C2=zeros(size(I2));
C3=zeros(size(I3));
k=100;
for j=1:k
C1=C1+s1(j,j)*u1(:,j)*v1(:,j).';
end
for j=1:k
C2=C2+s2(j,j)*u2(:,j)*v2(:,j).';
end
for j=1:k
C3=C3+s3(j,j)*u3(:,j)*v3(:,j).';
end
C1(k)=1;
C2(k)=1;
C3(k)=1;
R1=im2uint8(C1);
R2=im2uint8(C2);
R3=im2uint8(C3);
Q(:,:,1)=R1;
Q(:,:,2)=R2;
Q(:,:,3)=R3;

36

imshow(Q,[])

Vi cc gi tr khc nhau ca tham s k chng trnh s cho ra cc nh hiu chnh

c nt khc nhau:
K= 10

K= 20

K= 50

K=100

V cc hnh nh trn c xy dng t k gi tri k d u tin nn so vi nh gc s

c nhng sai s nht nh. Chng ta cng xem xt s khc nhau gia nh hiu
chnh v nh sai s vi cc gi tr k khc nhau:

37

nh hiu chnh

nh sai s

K=5

K = 10

K= 15

38

KT LUN:
Khai trin SVD l dng khai trin c bn v c tnh ng dng cao ca ma trn cn
c tm hiu v nghin cu rng ri. Nhm thc hin ti hi vng qua nhng g
trnh by cc chng bn c c th nm c cc kin thc c bn v ma
trn, tng quan v khai trin SVD, cch khai trin SVD cng cc tnh cht (cc
nh l) quan trng lin quan n khai trin SVD. Bn cnh , nhm cng gii
thiu mt ng dng th v ca SVD trong phn tch nh trn c s l thuyt trnh
by. Mt iu tt yu, trong qu trnh thc hin ti d c gng nhng cng
khng th trnh c sai st mong thy c v bn c b qua.

TI LIU THAM KHO

Trong qu trnh thc hin ti nhm nghin cu s dng cc ti liu:
1. Ton cao cp Nh xut bn Gio Dc
2. i s tuyn tnh Nh xut bn Giao Thng Vn Ti
3.

--- THE END ---

39

40