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O O = I …îX^‰°2QRO?YZO m × n ƒYZT_Wa^Ž A T_¯KQ†W_QQiŽ=^`UÆTDUÂY+O m × m º„»)¹åÝKºaÎBº„¾9·ZЌÖ·Z¹}»)¼æ Q

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Q…U_¯;YZghgzSKWaM„°+QÅT_¯KQÄQiŽ=^`UÆTaQRO;PRQÄMZV%ò VuY+PiT_M+Wa^hÆY„Ta^‰M2O²]0óY+PiT_f;Y+g‰ghó²PiM2O;UFT_Waf;P)Ta^‰OKbT_¯;Q
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File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

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q <= x
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Ñ5ÓD¸R¹ºZ»DØX¼{¾ P ¸D·Z¾;¾9ºZ¹qDÓ»_ÓMÕÀÓD¸R¹ÓD̍·ZÞ.·„ß+ð
4QRghM„®k®NQ¥UFf;ƒ—ƒY+W_^hÃRQUFM2ƒ—QNMZVKTa¯KQ¥YZ]9M„°+Q.^hOBT_Q†W_QsUÆTa^‰OKbÂSKWaM+S9QRW_T_^hQ†U˜MZV5YoNJM2f;UFQ†¯KM+g`d=Q†W
ƒY„TaW_^‰ŽçYZO5db2^‰°2QÄY+O;YZghóBT_^`PRY+g9S;W_M0MZVuU¥M+V–U_M+ƒQÄMZV–T_¯KQ†ƒc
* @©–n0t;¬„B n A šzy{wzy y±P© l­¦±¦µ¶`­¦¬ © ´ §ª©!«
¬­¦®l©¯ˆ°­¦± ² ´µ±¦¶|·ŠðN³˜ÓR¹ H = I − 2uu qDÓ·
T
CB ED F

c”ºZÏ0ØRÓaÝ;º„ЉÌ2Ói»Ö·„¹m»)¼æ0ð—ÜŠÝ;Ói¾
G
HJI!HLK T
u u

ِ¼ Û H ¼`ØXØ)߄֗ÖÓR¹m»)¼u¸
ِ¼{¼ Û H ¼`غZ»)¹{Ý;º_ÎBº„¾Š·„Ð
ِ¼{¼{7 ¼ Û H = I 2

ِ¼ 7 Û Hu = −u

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

Ù7 Û Hv = v ¼ µ v u = 0 ð 7 T

Ù ¼ Û uµ u ¼`ظDÝKº„ØiÓR¾¹7oº qDÓ¥·ÂÏ=¾;¼{¹ Óa¸R¹7º„»z×;·„»a·„Ð{ЉÓRÐ=¹º x−y 8zޘÝ;Ói»_Ó y 6= x qiÏ=¹ ||y|| = ||x|| 8

¹åÝKÓR¾ Hx = y ð
NM 2 2

ö ¯KQÄSKWaM0MZVuUÀYZWaQÄd=M+OKQ…]0ódK^‰WaQ†PiT¥°2QRWa^õ9PRY„Ta^‰M2O  QRT β = 2 
¬„t t Àt ”áFrmã„y H = (I − βuu ) = I − βuu = H  ö ¯0f;UR\ Hu ^`uUXØ)߄ÖÖÓi¹m»)¼u¸R
y±P©B©
B FPO RQ
T
S
T T T T

¬„t t Àt ”áFrurã±y H H = (I − βuu )(I − βuu )

UT VT
S
T T T

= I − 2βuu + β (u u)uu j JM+T_QÄTa¯;Y„T u u ^`UJYU_P†YZg`YZW)€)

UT VT
T 2 T T T
>W

= I − 2βuu + β · uu j JM+T_QÄT_¯5Y„T u u = €)

2 2
ö
T 2 T T

W

= I − 2βuu + 2βuu = I. ¯Bf5UR\ H ^`U”º„»)¹åÝKºaÎ2ºZ¾9·ZÐҁ

β β
T T
S
¬„t t Àt ”áFrur}rmã±y¥‚0^hO;PiQ H = H \K®Qį;Y±°+Q H = H · H = H H = I \
T 2 T

]0ó ŒYZW_TaU…ju^`€¥Y+O;däju^‰^{€
UT VT

¬„t t m•t ”áÆr ˜ãªKv˜éÚá ˜ã±~ Y+W_QXg‰QRV{TÅY+U nB¬±p2ru•snäš yu|9

YX
S

¬„t t Àt ”á rm㄁NLN¯KM0M2U_Q u = x − y  JM„® ®ÀWa^TaQ

UT UT >Z 0Z [1\
S
UT VT 0Z RW

1 1
x= (x + y) + (x − y)
ö ¯KQ†O 2 2

Hx =
1 1 1 1
H(x + y) + H(x − y) = H(x + y) + (y − x) jIÏ0 +€
] ^_
*
!HJI!HJI
2 2 2 2
jå]0ó²S;W_M2S5Q†WFTÆó@ju^‰°K€_€)
tJbBYZ^hO \KUF^hO;PRQ

(x + y)T (x − y) = xT x − xT y + y T x − y T y
= ||x||22 − ||y||22 = 0 ( U_^hO;PiQ ||x||2 = ||y||2 ),

i i
 i

ú ÿ ú+û
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]0ó²SKWaM+S9QRW_TÆó (v) \K®Qį;Y±°+Q

ö ¯0f;U†\0VåW_M2ƒ j Ï= 2D>€)EG\=U>®EGU Qį;Y±°+Q
ab ]
H(x + y) = x + y.

1 1
Hx = (x + y) + (y − x) = y.
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,
5t ¬
A­ruv-L_Úª=q†¬±r Ñbnk…n0pZqst;¬ÄªKv–éª_Úª=q†¬„r Ñb¢_˪=qR¬„r ¬„t é–ù˜p+q†• ruq†©œª œt9ù˜•sn¦b S

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>\ #\ #\ )c /d

t¿WaQRƒY+W_[„YZ];7 g‰QPiM+ƒSKfKTaY„Ta^‰M2O;YZg0Y+dK°±Y+OBTaYZb2QÊ^hOB°2M+gh°0^‰OKbjNJM+f5UFQ†¯KM+g`d=QRW–ƒY„TaW_^`PiQsUo^`U˜T_¯;YZT
#\

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HA ÙƺZ» AH ۗ¾ŠÓDÓāØX¹72 º qDӗÓ_æi×9Џ¼u¸i¼{¹mÐÒßJµiº„»)ÖÓD̄ ¯;^hU†\KY+U¥PRY+Oç]9Q…UFQ†QROVåW_M2ƒ T_¯KQXVåM2g‰ghM„®À^‰O;b
PiM2ƒSKf=TaYZT_^hM+2O;U† ö QiT A ∈ R \0Y+O;d x ∈ R YZO5d H ]5QÄYZO n × n NJM+f5UFQ†¯KM+g`d=QRWNƒY„T_Wa^‰ŽŠ
eQ
m×n n

Q QRT β = u u  ¯KQRO T
 
|9y Hx = I − 2 uuuu x = x − βu(u x)  T

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

T
T

w y HA = (I − βuu )A = A − βuu A = A − βuv , ®À¯KQ†W_Q v = A u 

T T T T

oy AH = A(I − βuu ) = A − βwu \=®À¯KQRWaQ w = Au  T T

Rut5
« bDp+t9ù˜vŠq t;j¬ _Úª=qR¬„r Ñb¢_Úª=q†¬„r ªKv–é _Úª=q†¬„r Ñb 9n0pZq†t5¬ ¬„t é–ù˜p+q†• råqs© œt5ù–•†n¦b
, S

©–!t R}é˜nB2¬ A­ª=q†¬„rup+n0•

T >\ #\ #\ LZ f gd

ÖKWaM+ƒ Ta¯KQ…YZ]9M„°+QÂUFTaYZT_Q†ƒ—Q†OBTaU†\=^TÀ^`UUFT_WDYZ^hb+¯BTNVåM+Wa®Y+WadTaM°+QRWa^‰VåóTa¯KQ ;M+Y S gPRM+fKOBTaUNVåM2W

T_¯;QÄVåM+ghg‰M„®À^hOKbPiM+ƒSKfKTaY„Ta^‰M2O;U¥®À^‰T_¯ NJM2f;UFQ†¯KM+g`d=Q†`W gƒY„T_Wa^`PiQ†U nB¬„p+r}•†näš yh 
ih
1j [)\ lk

• ]£Y„TaW_^‰B Ž gm‹ŒQsP)T_M2W ÊW_M=d=f5P)T Hx Ç 3n ;M+S5UR

X h

• ]£Y„TaW_^‰Ž ÊWaM0dKf;P)T HA M2W AH Ç 4mn 5M+S;U…j ÅU_^‰OKbçl q†ªKq†B

YX n A­n0vŠqw?t5¬ç?ª .t 9n=€)
h
m %n PZ

• ŒŽ=SKg‰^`Pi^‰TXLNM+ƒSKfKTaY„Ta^‰M2OçM+V˜Ta¯KQ ÊWaM=d=f;P)TJM+
o V NÅM+f;U_QR¯KM2ghdKQRW¥ƒY„T_Wa^`PiQ†U† ö
pX

QiT H , i = 1, . . . , r ]5Q r NJM+f5UFQ†¯KM+g`d=QRW.ƒYZT_Wa^hPRQ†UŒQsY+PD¯M+VŠM2WadKQRW n  ¯KQ†O²PiM+ƒSKfK`T g

Q i

^‰OKb Q = H H , . . . , H W_Qsì2f;^‰WaQ†U 4(n r − nr + r3 ) %t;«%•2

3
2 2

Y+O;d Q ]9Q”Y+UÂYZ]9M„°+Q2 ö ¯KQROcTa¯KQ”SKWaM=d=f;P)T

1 2 r q

• ]£Y„TaW_^‰Ž ÊWaM=d=f;PiT Q C Ç oQiT C ∈ R T n×p

Q C W_Qsì2f;^‰WaQ†U†Ç
rX Q
T

2pr(2n − r)(Q b2^‰°2QRO“^‰O ªKpZqst;¬„n0é t5?¬ A Y+UÀY+]5M„°2Qs€

(
sT tT

2pn (Q n z « R}rup2råq R ­¬„nB«˜¬„n0•†n0vŠqsnBé )

2
2\ >u
7
v
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ތ¼{¹åÝ¿^· c”ºZÏ0ØiÓDÝKºZЉÌ+ÓR»Ö·„¹m»)¼æ@Ø_ÝKº„Ï=ÐheÌ qDÓc¸Dº„ÖÅ×9Ï=¹7ÓDÌ@·±ØØ_Ý;º„ÞŒ¾í· qDº Ó 8…ÞŒ¼{¹åÝKºZÏ=¹…Óaæi×9ÐÒ¼u¸R¼{¹mÐÒß
µiº„»)֗¼{¾BÎç¹åÝKoÓ c”ºZÏ0ØiÓDÝKºZЉÌ+ÓR»Ö·„¹m»)ö ¼æ H ð
ùJA¿n2¬„r}p+ªYR¥lzqsª –r.Ruruq ¯KQXVåM+ghghM„®À^‰OKb—WaM+fKO;d>gmM+ô£SKW_M2S5Q†WFTa^‰QsU¥UF¯KM„®‘T_¯;YZTÅPiM+ƒSKfYg
TaYZT_^hM+O;UN®À^‰T_S¯ NÅM+f;U_QR¯KM2ghdKQRW.ƒYZT_Wa^hPRQ†U.Y+W_QÅ°+QRWaóUÆTDYZ]KghQ”jö ñ ^hgh[B^hO;U_M+O@`j r +€i\2S;S  r
g¢r 2€)
w
%n ;uRx

QRT Ĥ dKQROKM+T_QÄT_¯;QPiM+ƒSKfKT_Q†^d NJM2f;U_QR¯KM2ghd=Q†WÀƒY„T_Wa^‰ŽŠ ¯KQ†Oc^TJ^`UÀUF¯;M„®ÀOTa¯KQRWaQ+Ç

,yEzE{ {|] zE]
Q

i i
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ú û þ%ÿ
þ þ
} 
      !#"%$&  $('  &)#*   +

• ||Ĥ − H|| = O(µ)

• f l(ĤA) = H(A + E); ||E||2 = O(µ||A||2 )
• f l(AĤ) = (A + E)H; ||E||2 = O(µ||A||2 )

”¨ ¬±n0ª=qsruv- ÊnB¬„t9•—r}víª 9n0pZq†t5¬ ruq†©ïª œt5ù–•†n0©–t!R}é˜nB¬L_Úª=q†¬„r

~ €Z f ‚d #\

tï°+Q†W_óf5UFQRVåfKg;SKWaM+S9QRW_TÆóM+VÑNÅM+f;U_QR¯KM2ghdKQRWŒƒY„TaW_^`PiQsU%^hU%Ta¯;Y„Ts\+b2^‰°2QROYXOKM+OKÆQRWaMÄ°+Q†PiT_M2W
x \zY^c”º„Ï0ØRÓDÝKºZЉÌ+ÓR»Ö·Z¹}»)¼æ H ¸D·„¾¿·„ЏÞ.·„ß±\ Ø qDÓ¥µiºZÏ=¾9ÌçØ)Ï;¸aÝ@¹åÝK·Z¹Å¸aÓR»)¹7·„¼{¾¶Øm×KÓD¸R¼ NÓD̜ÓR¾;¹m»)¼uÓ)Ø
ºÆµ x ¸D·„¾qaӍÖ·+Ì+Ó½sÓR»_º±ØRð ö ¯KQVåM2g‰ghM„®À^‰O;b“WaQ†U_fKg‰T”UF¯;M„®JUįKM„®ÚTaMœõ;O;däT_¯;SQ NJM2f;UFQ†¯KM+g`d=Q†W
ƒ

°+QsP)TaM+W u UFf5PD¯Ta¯;Y„T Hx ^`UÀYƒ”f;gTa^‰SKghQ…MZV e  1

7 7
@©–n0t;¬„7B n A š yhoy d¥¼ ÓR¾¶·¾9ºZ¾0½sÓR»_º ÓD¸i¹7º„» x 6= e 8.¹åÝKoÓ c”º„Ï0ØRÓDÝKºZЉÌ+ÓR»”Ö·„¹m»)¼æ H Ì+Ó Ê¾ŠÓaÌ
qRß¹{Ý;Ó ÓD¸i¹7º„» u = x ± kxk e ¼`ØÄØ)Ï;¸aݜ¹{Ý;·„¹ Hx = ∓kxk e ð
1
ƒ

ö ¯KQ…SKWaM0MZV˜VåM+ghg‰M„®JU¥^hƒƒ—Qsd=^`Y„T_Q†g‰ó²VåW_M2ƒ ŒYZW_Tjå°0^`€M+V ö ¯;QRM+WaQRƒ Ï0C9D> =EGU>\=EI]0H óPD¯KM0M2U_^hOKb

2 1 2 1
y±P©B©
y = ±||x|| e  JM+C9D>T_Q”
B FPO
EGU>T_EI¯;H YZT®À^‰T_¯œTa¯K^hUXPD¯KM2^hPRQ+\ y 6= x YZO5d ||y|| = ||x|| 
„X
ö ¯0f;UR\9]0óçS5YZW_T
]

ö
jå°0^{€MZV ¯KQRM2W_Q†ƒ Ï0 =\=®Qį;Y±°+Q
2 1 )W
]
2 2

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

Hx = y = ±||x||2 e1 .

v 9R.Ruù–•Rq†¬„ª=q†r}t5v
Q †… ‡x

   
× ×
 ×   0 
   
 
 ×  H  0 
x=  −−−−−→ Hx =   = ±||x||2 e1 .
   
   
× 0

¨ ©˜t t9•sruv-cq†©–n•srM-9v ñ ¯;^‰ghQÅVåM2W_ƒ^hOKb u = x ± ||x|| e \B^T¥^`U.Y+dK°B^`UaYZ]KghQÀT_M—PD¯KM0M2U_Q

U_^‰b2O (x ) ^hO­SKg`Y+PRQ²MZV ± \˜T_MäY±°2M+^`d¶PRY„TDY+UFT_WaM+SK¯;^hPP†YZO;PRQRghghYZT_^hM+O¶^‰OePiM+ƒSKfKT_^hOKbœT_¯;Q²õ;WDUÆT
x 2 1

PiM2ƒS5M2OKQROBTÀMZV u  ö ¯0f;UTa¯KQ…°+QsP)T_M2W u UF¯KM2fKg`dç]9QÄVåM+WaƒQ†d“Y+U†Ç

1

u = x + UF^hb+O (x )||x|| e
§ V x ^`U¥ÃRQ†W_M5\ Æf;UÆTÅPD¯;MBMBUFQÄU_^‰b2O (x ) = + 
1 ˆ 1
1 2 1

w
t5q†n ö ¯KQ°2Q†PiT_M+W u Y+]5M„°2Q—d=^‰ôŠQRWDUÄVåW_M2ƒ x M+O;g‰ó£^hO?T_¯KQõ5WaUFTPiM+ƒS9M+OKQ†OBTogÀTa¯KQMZTa¯KQRW
PiM2ƒS5M2OKQROBTaUÀY+W_QÂT_¯;QU_Y+ƒ—Q2
Ux

l p2Yª Rur}Jv -­q†©–n 5n0p+q†t5¬ x jtÅOBó“S9M2UaUF^h]K^hg‰^‰TÆóM+V%M„°2QRW ;M„®‡M2WJfKO;dKQRW ;M„® ^hOcT_7¯;Q”PiM2ƒhg

SKf=TDY„Ta^‰M2O“M+V kxk PRY+O“]9Q”Y±°2M+^`d=7 Q†dç]0óçUaPRYZgh^hOKxb—T_¯KQ°2Q†PiT_M+W x  ˜º„»—Ó_æ0·„ÖÅ×9Ðh7 ӗ¹{Ý;Ó ÓD¸i¹7º„» u
‰Z x Lh Lh
Š

¸Dº„Ï=Љ›Ì qDÓÄÌ+ÓR¹ÓR»)Ö¼{¾ŠÓDÌNµD»aº„Ö ¹åÝKÓ ÓD¸R¹ºZ» max {|x |} »_·„¹åÝKÓR»J¹åÝK·„¾…µD»_ºZÖ ¹{Ý;Ó ÓD¸i¹7º„» x ¼{¹}ØRÓiÐ µið
2

i i

i i
 i

ú ÿ ú
 (ÂÃYÄ?Å` ÃYÆ Ç¦pŠÈ ÅjÉ ˆÊ ËÁÁÅ Ì?Ç^ K ËÃBMÊ Í ¢Ê ÃÌ }E}

‹€ŒŽ'‡‘0’”“)•—–˜=™”˜
¨”¬„nBªKq†ruv -ª32nB¬±t9•”r}v¿ª 9nBp+q†t5¬ råq†©¿ª œt5ù–•snB©–tRué–n2¬
­ªKqR¬„r Œy
gZ /f ‰d

*
š !HJI!HLK
A #\

iv˜«%ùoq2ytO;M+OKÆQRWaM ng°+QsP)T_M2W x 
…

ùoq†«–ù˜q+y t°+QsP)T_M2W u UFf5PD¯Ta¯;Y„T I − 2uu
›

u u
x = (×, 0 . . . 0) T
T
T

l q†nB«Á|9y ֖^hO;dçT_¯KQUaPRY+g‰^hOKb—VuY+PiT_M+W m = max(x , . . . , x ) 

l q†nB« w y¥‚=P†YZghQXT_¯KQ…°2Q†P)TaM+W x Y+UVåM2g‰ghM„®JU†Ç 1 n

ÖKM2W i = 1, . . . , n d=M
x i
x ≡
ÊO;d m
i
o

l q†nB«‡oyÀLNM2ƒ—S;f=T_QÄTa¯KyQ NJM2f;UFQ†¯KM+g`d=Q†W°2Q†PiT_M+W u = (u , . . . , u ) Ç 1 n
T

u = x + ||x|| U_^‰b2O (x )
Ö;M+W i = 2, . . . , n dKM
1 1 2 1

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

ÊO5d
u =x i i
o

 

ªYAk«Run£šzyhˆ QRT
0
[1\ œQ x =  4 .
p¿ H
žŸHLK

l q†nB«Á|5y m = 4
1

l q†nB« wz x ≡ 0, x ≡ 1, x ≡ 0.25

1 2 3

l q†nB«‡ y u = x + ||x|| = 0 + 1.0308 = 1.0308; u = x = 1 \ u = x = 0.25 

u = (u , u , u ) = (1.0308, 1, 0.25) 
1 1 2 2 2 3 3
T T
1 2 3
 
k…nB¬±r x = (−4.1231, 0, 0) 
T
2uu T

T uRx I−
HG6 698;:0A-K:=< %658;:K< 6 %4Æ6 5CB4A
u u T
V¢ s¥ P¦¨§ V¢ ©
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£

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ª

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]0ócbf;UF^hOKb^tJghb+M+Wa^‰T_¯Kƒ Ï0”r”Y+O;dœ^‰TÄP†YZO£]9QU_¯KM„®ÀO¿j ñ ^‰gh[0^‰O;U_M+Oejr 2€)\9SKS r ?g<r 2€.T_¯;YZT
«q ]

^‰V H ^`UT_¯KQPRM+ƒSKf=TaQ†d NJM2f;UFQ†¯KM+g`d=Q†WƒYZT_Wa^Žz\0T_¯;QRO

,yEzE{ {E] ,zE]

b ≤ 10µ.
kH − Hk

œM2W_Q†M„°+QRWs\
]
b = H(x + e); |e| ≤ cn µkxk , 2
(Hx) h 2

c ^hUÀYPRM+O;UFTaY+O2TÀM+V–M2Wad=Q†W¥fKOK^‰TÆó+\;Y+O;d µ ^`UT_¯KQ…ƒY+PD¯;^‰OKQÄSKWaQ†PR^hU_^hM+O 

i i
 i

ú ú þ%ÿ
þ þ
} 
      !#"%$&  $('  &)#*   +

_T >
D EGQ ¨
U>EI@ H
›
_
w
t;qsn ]ªt ö L ¬o] SKWaM+b2WaY+ƒ ›Y®
l
[5~[o/
›
^‰ƒSKghQRƒQ†O2TDU\tJghb+M+Wa^‰T_¯Kƒ
0 +
Vx ­d
Ï ”r

…;†ˆ‡%†ˆ‡ ¯V•°œ¦Œ'±•²X˜5Œº¡´³Xœtµ Œ“%±•&˜·¶•¤¡s¸†¹»º+–+ž“p•¤¡Á’½¼Ñ–J“B’X•&

ñ ÀQ ®À^‰ghg;OKM„®ïU_¯KM„®¿¯KM„®eT_¯;QJ^hdKQ†YÄMZVŠ^hO2TaW_M=d=f5Pi^hOKb…ÃRQ†W_MBU%^‰O²YÄ°2Q†P)TaM+WŒf;U_^hOKbY‘NJM2f;UFQ†¯KM+g`d=Q†W
ƒö Y„TaW_^‰ŽPRY+O]9QXQRŽ0T_QRO5d=Q†dT_MPiM2ƒSKf=T_Q…Y ùJR.R0L/ ªKpZqst;¬„rM32ª=q†r}t5v­MZV–Y+O m × n ƒYZT_Wa^Žz
¯KQÄSKWaM=PiQ†UaU¥®À^hg‰gzó0^hQRg`d“YVuY2P)T_M2W_^hÆYZT_^hM+O
9T ¾T

A = QR

®À¯KQ†W_Q Q ^hU m × m Y+O;d@º„»)¹åÝKºaÎBº„¾9·ZИY+O;d R ^hU m × n Ïs×+×;Ói»X¹m»)¼u·„¾BÎ+Ï=Љ·Z»)¥j ë Q†P†YZghg9T_¯;YZTYZO

m × n f;SKS5Q†W.TaW_^`YZO;b+fKg`YZWʃYZT_Wa^Ž^hUÊT_¯KQXƒY„TaW_^‰Ž—®À¯;M2U_QJQROBT_Wa^hQ†UÊ]9QRghM„® T_¯KQXƒYZ^hO²d=^`YZb+M2O;YZg
YZWaQXÃRQRWaMB€i
.
.
.
A = Q R
.

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

0 .
.
m×m
m×n m×n
r 5ù˜¬„n@šzy` œt9ù–•†n0©–!t R}é˜nBS¬ 0L/ ªKp+q†t5¬„Mr 3+ªKq†rut9v
,
.-
,
ö ¯KQÊSKWaM=PiQsU_Uz®¥Y+U ^‰OBT_WaM=d=f;PRQ†dX]0óoNÅM+f;U_QR¯KM2ghdKQRW ^hOLr K § OPiM+OBTaWaY2UÆTz®À^‰T_¯îÄY+f;U_U_^`YZO
¿d

QRgh^hƒ—^hO;YZT_^hM+OäUaPD¯KQ†ƒ—Q2\ŠT_¯KQ œt9ù˜•sn0©˜tRué–nB¬ç«–¬„t p+n0•s•cp+ªKvÁªYR ”ª • .nkp+ª=¬±¬„run0éÁt9ùoq“q†t

,y2{À

p+tAk« RunBq†r}t5vN ˜º„»Â·Z¾ m × n Ö·Z¹}»)¼æ ö 8˜¹åÝKÓÊ׊»_º†¸DÓiØDØJö ތ¼{Ð{Ð5»_ÓDàRÏ=¼{»_Ó s = min(m − 1, n) Ø)¹Ó7×5ØRð

/d >f Eu gn

QRT A ∈ R Y+O;d m ≥ n  ¯KQRO s = n  ¯KQ”^hd=QsY^hUÀT_M²b2QROKQ†WaYZT_Q…UFf5PRPiQsU_U_^h°+QRghó

”Š
m×n

NJM2f;U_QR¯KM2ghd=Q†W¥ƒYZT_Wa^hPRQ†U H , H , . . . , H U_f;PD¯“T_¯;YZT
Q

1 2 n

Hn Hn−1 . . . H2 H1 A = R,

®À¯KQ†W_Q R `^ U¥fKSKS9QRWÀTaW_^`YZO;b+fKg`YZWs
©–nB¬±n@ª=¬„n n †• q†nB«–•
@
 
× × ... ×

l q†nB«|5y     
 0 × × 
H1  
A −→ H1 A =   = A(1)
 × 
0 × ... ×
 
× × ··· ··· ×


 0 × ··· ··· × 
 
l q†nB«‡wzy H 
= H 2 H1 A = 
 


   
A(1) −→
2
H2 A(1)  0 × ··· ×  (2)
=A .
 
 
0 0 ··· 0 ×
···

i i
 i

ú ÿ ú
 (ÂÃYÄ?Å` ÃYÆ Ç¦pŠÈ ÅjÉ ˆÊ ËÁÁÅ Ì?Ç^ K ËÃBMÊ Í ¢Ê ÃÌ }Á

 

× × ... ×
 
l q†nB«‡vNy A (n−1) Hn
−→ Hn A (n−1)
 0
= Hn Hn−1 . . . H2 H1 A = 


    
× 
=


0 0 ... ×
A(n) = R 
,

A t5¬ ­ruv- 0 ?‚0QRT sx Q = H 1 H2 . . . H n \=Ta¯KQRO“VåWaM+ƒ Y+]5M„°2Q
QT A = R.
‚0^hO;PiQQsY+PD¯ NJM+f5UFQ†¯KM+g`d=QRWăY„TaW_^‰Ž H , i = 1, . . . , n ^`U…YZO?M+W_T_¯;M+b+M2O;YZg–ƒY„TaW_^‰Žz\oUFMc^`UXT_¯KQ
ƒY„TaW_^‰Ž Q Ùm¾Šº„¹7Ó¹åÝK·Z¹.¹åÝKÓÀ×9»_ºs̄Ï;¸R¹¥ºFµ”º„»)¹åÝKºaÎBº„¾9·ZÐoÖ·„¹m»)¼u¸DÓ)؅¼`ؔ·„¾¶º„»)¹åÝKºaÎ2ºZ¾9·„ИÖ·Z¹}»)¼æRۄ
i

ö‚0M;¯K\;QÂSKPRW_M+QÁO;gmƒUFT_fKWaf;g‰T_Pi^hT_SK^hg‰M+ó0O^hOKMZb VlQNJM2f;AU_QR=¯KM2Rghd=]0Q†W.ó ƒQY„Ta®W_QÄ^`Pi¯;QsUŒY±°+^`UÊQ ^hAg‰ghf;=UFT_WDQR

T

Y„T_Qsd®À^Ta¯ m = 4 YZO;d n = 3
^hOçTa¯KQÄVåM+ghghM„®À^‰OKb5Ç
¨t5v–•†qR¬„ù˜p+q†r}t5vït œt5ù–•snB©–t Rué–n2L¬ _ÚªKqR¬„rup2nB• (m = 4, n = 3).
UTd

l q†nB« |5y ¨”t9v–•Rq†¬±ù–pZqsrut9vt H —LNM+O5UÆTaW_f;PiTÄY 4 ×4 NÅM+f;U_QR¯KM2ghdKQRWXƒYZT_Wa^Ž H U_f;PD¯

VT 1x 1

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

a 11 × × × ×
  Ö;M+Waƒ Mr Ak « Rur}p+ruq R H A =  0 ∗ ×  = A 
 a   0   0 ∗ × 
H  1
21
 a  =  0 º
  #u 1
(1)
31
a41 0 0 ∗ ×
l q†nB« w y ¨t5v–•†qR¬„ù˜p+q†r}t5v t H LNM+O5UÆTaW_f;PiT@Y VT 2x 3×3 N ÅM+f;U_QR¯;M+g`d=QRW£ƒYZT_Wa^Ž Ĥ2
1 0
U_f;PD¯£Ta¯;Y„T Ĥ  ∗  =  0  ¨Ö;M+Waƒ rMAk«Rur}p+råqPR
∗ ×  0  (1)
2 #u H2 A(1) =
 0
A =
Ĥ2 
∗ 0
0
 
× × ×
 0 × × 
 
 0 0 ∗h = A
(2)

0 0 ∗h
l q†nB«Ú y  ¨”ht9v–•Rq†¬±ù–pZqsrut9vt VT H3 x —LNM+O5UÆTaW_f;PiTÄY 2×2 N ÅM+f;U_QR¯KM2ghdKQRWXƒYZT_Wa^Ž Ĥ3 U_f;PD¯
T_¯5Y„T Ĥ ∗∗h = ×0 
3
 
  × × ×
KM2W_ƒxrMAk«Rur}p+råqPR H A 
1 0 0  0 × × 
Ö #u 3
(2)
= 0 1 0  A(2) =   (3)
 0 0 × =A =R

ö ¯KQ…SKWaM=PiQsU_U^`UVuYZ^hW_ghó²b+Q†OKQRWDYZgmÊ‚0QiT
0 Ĥ3
0 0 0
 A(0) = A
l q†nB« Œy †Â

• LNM+O;UFT_Waf;P)T%jY NÅM+f;U_QR¯;M+g`d=QRW–ƒY„T_Wa^‰Ž Ĥ MZV5M+WDd=QRW m−k +1 TaMXY+OKOK^h¯K^hghYZT_QNT_¯KQ¥QROBTaW_^hQ†U

(k + 1, k) T_¯KWaM+f;b+¯ (m, k) MZV–T_¯;QXƒYZT_Wa^Ž A Y„TÀT_¯;Q…SKW_Q†°0^‰M2f;U¥UÆTaQRS 
k
(k−1)

• ÖKM+Waƒ H A (k−1)
Mr Ak« Rur}p+råPq R Œ\=®À¯KQ†W_Q H = dK^hY+b (I , Ĥ ) j JM+T_Q”T_¯;YZT
(k)

®À¯KQRO k = 1, H = Ĥ €) k =A #u k k−1 k >W

k k

i i
 i

ú þ%ÿ
þ þ
},Ã 
      !#"%$&  $('  &)#*   +

 
ª k« un£šzy{’
1 1
YA R A =  0.0001 0 
*
[1\

HJI!HJI 0 0.0001
l q†nB«|5y LNM2ƒSKf=T_Q Ç
H1 H1 = I − 2u1 uT1 /uT1 u1 :
     
1 p 1 2
u1 =  0.0001  + 1 + (0.0001)2  0  =  0.0001 
0 0 0  

LNM+ƒSKf=TaQÄr k« urup2råq ÊÇ T −1 −1
2u 1 u
.A R P#R u A(1) = H1 A = (I − T 1 )A =  0 −0.0001 
u1 u1 0 0.0001

l q†nB«‡wzy LNM2ƒSKf=T_Q H Ç H p= I − 2u u /u u
2 2
T
2 2
T
2 2 :    
−0.0001 1 −4 −2.4141
û2 = − (−0.0001)2 + (0.0001)2 = 10
0.0001 0 1.0000


   1 0  0
1 0 û2 ûT −0.7071 0.7071
Ĥ2 = −2 T 2 = , H2 =  0 −0.7071 0.7071  ,
0 1 û2 û2 0.7071 0.7071
0 0.7071 0.7071

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC



LNM+ƒSKfKT_Q…rMAk«Rur}p+ruqR .Ç A
−1 −1
#u
(2)
= H2 A(1) = H 2 H1 A =  0 0.0001  = R
Ä
0 0
©!±¦ÒÆÅ ´!¹º° R Ç
 
−1 0.0001 −0.0001
Q = H1 H2 =  −0.0001 −0.7071 0.7071  = (Q1 , Q2 ).
0 07071 0.7071
w
t5q†n )¾”×9»_·2¸i¹m¼u¸DÓ8%¹åÝKÓÂÖ·Z¹}»)¼æ Q FØ Ý;º„Ï=ЉÌ\qDӖµiº„»)ÖÓD̛qRß¼{ÖÅ×9ÐÒ¼u¸R¼{¹ÊÖ·„¹m»)¼æ—ÖÏ=Џ¹}¼ ׊ÐÒ¼u¸D·„¹m¼uº„¾Y8
·±ØÄØ_ÝKºZތ¾eqDÓ}µiº„»_Ósð
UxM

 
   
®À¯;QRWaQ R = 0 0.0001
−1 −1
  R 1 −1 −1
R= 0 0.0001 = 1
0
0 0
@©–n J ù R.R02/ , ªKpZqst;¬„Mr 32ª=q†r}t5v‡t A A = QR
‰T VT x
    
1 1 −1 0.0001 −0.0001 −1 −1
 0.001 1  =  −0.0001 −0.7071 0.7071   0 0.0001 
0 0.0001 0 0.7071 0.7071 0 0
A Q R
©–nœ¬„nBé–ù–p+n0é
@ 0L/
,
ªKp+q†t5¬„rM3+ªKq†rut9v‘t UT Ax
 
−1 0.0001  
−1 −1
A = Q1 R1 =  −0.0001 −0.7071 
0 0.0001
0 0.7071
Q1 R1

i i
 i

ú ÿ ú ü
 (ÂÃYÄ?Å` ÃYÆ Ç¦pŠÈ ÅjÉ ˆÊ ËÁÁÅ Ì?Ç^ K ËÃBMÊ Í ¢Ê ÃÌ }

*
š !HJI!HJI
‹€ŒŽ'‡‘0’”“)•È–˜ É˜
œt5ù–•†n0©–t!R}é˜nB¬S0L/ , ª;pZq†t5¬„rM32ª=q†r}t5vÁy
d

iv˜«%ùoq tÅO m × n ƒY„T_Wa^‰Ž A(m ≥ n) 

ùoq†«–ù˜q†•
… Ex
›

jå^{€ ö ¯KQ‘NJM2f;UFQ†¯KM+g`d=Q†WÀ°+Q†PiT_M2WaU u , . . . , u 
Ex

1 n

ju^‰^{€ tJOcfKSKS9QRW¥TaW_^`YZO;b+fKg`YZW¥ƒY„TaW_^‰Ž R U_f;PD¯“T_¯;YZT A = QR

l q†t5¬„ªY-5n Ux

jå^{€ R ^`UÀUÆTaM+WaQ†dçM„°+QRW A ^hOçTa¯KQ…fKSKS9QRW¥TaW_^`YZO;b+fKg`YZW¥S;Y+WFTs

ju^‰^{€ ö ¯KQçPRM+ƒS9M+OKQ†O2TDU u Ta¯KWaM+fKb2¯ u M+VÅQ†Y2PD¯ u YZWaQçUFT_M2W_Qsdk^‰O¿T_¯KQ
W_QsUFS9Q†PiT_^h°+Q…S9M2U_^Ta^‰M2O;UÀM+V A YZO;dçTa¯KQõ;WDUFTÅPiM+ƒS9M+OKQ†OBT u ^hUÂUÆTaM+WaQ†d“^‰O£Y
k+1,k mk k

UFQ†S;YZWDY„TaQÂM2OK9Q g7d=^hƒQRO;U_^‰M2O;YZgzY+W_WDY±ó+ kk

Ö;M+W k = 1, 2, . . . , n d=M

֖^hO;d—T_¯KQ°+QsP)T_M2W u = (u , . . . , u ) d=QRõ;OK^hOKb…T_¯;% Q NJM2f;UFÁQ g

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

Ê T

¯KM2ghdKQRWÀƒY„TaW_^‰Ž Ĥ MZV˜M2WadKQRW m − k+ 1 UFf;PD¯çT_¯5Y„T

O k kk mk
k
  r

Ĥ    =   
kk
a  0  k,k
   
  
k
a mk
0
…‚BTaM+WaQ r M„°2QRW a Ç a ≡ r
Ë
O

…‚BTaM+WaQXT_¯KQ…°2Q†P)TaM+W u Y2UVåM+ghg‰M„®JU†Ç
kk kk kk kk
Ì
O k
aik ≡ uik , i = k + 1, . . . , m
vk ≡ ukk .
Í
LNM2ƒ—S;f=T_Q β = u 2u
O
T

ÅS9dKYZT_QÂT_¯KQXQROBTaW_^hQ†UNMZVzTa¯KQXU_fK]KƒYZT_Wa^ŽMZV A PRM+OBTaY+^‰OK^hOKbWaM„®JU
k k
Î

k T_¯KWaM+f;b+¯ m Y+O;dçPRM+ghfKƒO;U k T_¯KWaM+fKb2¯ n \Kd=Q†OKMZTaQ†dç]0ó A(k :

O5m

m, k : n) \oY+O;däUFT_M2W_Q”T_¯KQsUFQQ†O2TaW_^hQ†UXM„°2QRWÂT_¯KQPiM2W_WaQ†U_S9M+O;d=^hOKb
Q†O2TaW_^hQ†U¥M+V A Ç
 
uk uTk
A(k : m, k : n) ≡ Im−k+1 − 2 A(k : m, k : n)
uTk uk
= A(k : m, k : n) − βuk uTk A(k : m, k : n).

ÊO5d
o

i i
 i

ú ý þ%ÿ
þ þ
} 
      !#"%$&  $('  &)#*   +

;t qsn ö ¯KQY+g‰b2M+Wa^Ta¯Kƒ d=M0QsU¥OKMZTJSKWaM=d=f;PRQÄT_¯KQ…ƒY„TaW_^‰Ž Q QiŽ=SKgh^hPR^Tag‰ó2 § V%OKQRQsd=Q†dz\;^T

w

¯;Y2UT_M]5QÄVåM2W_ƒQsdM2f=TJMZV˜T_¯KQUaY±°+QsdSNJM2f;U_QR¯KM2ghd=Q†WÀ°+QsP)T_M2WaU u , . . . , u 
Ux

1 n

p¿ H
žŸHJI
ªYAk«Run£šzy`™
QRT
[1\
Q  
0 1 1
A = 1 2 3 .
1 1 1
 
 
ÇäLNM2O;UÆTaW_f5P)TT_¯KQNÅM+f;U_QR¯;M+g`d=QRW°2Q†P)TaM+W UFf;PD¯ Ta¯;Y„T
0
2u1 uT1 1 =
k = 1 u1 I3 −
uT1 u1 1
 

Ç
∗
0
0
    √ 
0 √ 1 2
u1 = 1 + 2 0 =  1 
1 0 1
®
«N阪=qsn

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

Ux
 
−1.414 −2.1213 −2.8284
A ≡ A(1) = H1 A =  0 −0.2071 0.2929 
0 −1.2071 −1.7071
k=2 LNM+O;UFT_Waf;P)T¥Ta¯KQyNJM2f;UFQ†¯KM+g`d=Q†WÀ°+Q†PiT_M2W u FU f5PD¯Ta¯;Y„T
2

2u2 uT2 −0.2071 ∗

I2 − =
uT2 u2 −1.2071 0
     
−0.2071 1 −1.4318
u2 = − 1.2247 =
−1.2071 0 −1.2071
®
«.阪Kq†n JSŠdKYZT_Q—T_¯KQU_fK]KƒY„TaW_^‰Ž£^hO£T_¯;Q—]9M±ŽzÇ
UxÏm A(2 : 3, 2 : 3) ≡ (I2 − 2βu2 uT2 )A(2 :
3, 2 : 3) :  
1.2247 1.6330
A(2 : 3, 2 : 3) ≡
0 −0.5774
 

t5¬
A
−1.4142 −2.1213 −2.8284
,
/‰x A ≡ A(2) = H 2 H1 A = R =  0 1.2247 1.6330  .

t5q†n § —O SKWDY+P)Ta^hP†YZg=PiM2ƒSKf=TaYZT_^hM+O;U–f;U_^hOKbXT_¯KQÀYZ]9M„°+QUÆTaM+WDYZb2QNYZWaWDYZOKb2QRƒQROBTaU†\sT_¯KQ¥Q†O2TaW_^hQ†U
0 0 −0.5774
w

a , a \%YZO;d a M+VNTa¯KQY+]5M„°2Q—ƒYZT_Wa^Žeju®À¯K^`PD¯­YZWaQ—ÆQRWaM2UÄOKM„®Å€Â ®À^hg‰gN]5Qõ5g‰ghQ†d¶^hO¶®À^Ta¯

Ux

u = 1, u = 1 \+Y+O;d u = −1.2071 \†®À¯K^hghQNTa√ ¯KQÀQROBTaW_^hQ†U u = √2 YZO5d u = −1.4318

21 31 32

®À, ^hg‰gz]9QUÆTaM+WaQ†dç^‰OœY—°+QsP)TaM+W v d=QRõ;OKQ†d“]0ó v = ( 2, −1.4318) 

12 13 23 11
T
22

t5
¬ A Q = H H ]0ó²S5Q†WFVåM2W_ƒ^hOKb—T_¯KQ…ƒYZT_Wa^ŽƒfKg‰T_^hSKg‰^`PRYZT_^hM+O?¼{ÖJ׊ÐÒ¼u¸R¼{¹}ÐÒß5Ç

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File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

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File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

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ju^‰^{€ ö ¯KQ…O0fKƒ”]9QRWDU c Y+O;d s MZV–T_¯KQ”îX^h°+Q†O;U¥ƒY„TaW_^‰Ž J(i, j, c, s)
ùoq†«–ù˜q ö ¯KQ…^hƒ—S;g‰^`Pi^‰TJSKWaM0dKf;P)T JA UÆTaM+WaQ†dçM„°+Q†W A 
›
|x

Ö;M+W k = 1, . . . , n d=M
a ≡ aik
b ≡ ajk
aik ≡ ac + bs

ÊO5d
ajk ≡ −as + bc
o

t5q†n %tJghb+M2W_^‰T_¯;ƒ =Ï  ¯5Y+UÀ]9QRQ†O£^‰ƒSKghQRƒQ†O2TaQ†dœ^hO]t ö L

T D>EXWYEIH
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Q@
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w
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~ ý[

îX^h°+QRO5UÅWaMZTDY„T_^hM+O5UÂY+W_QQ†U_S5QsPi^`YZghg‰óœf;U_QiVåf;g–^hO¶PiWaQ†Y„Ta^‰O;bÃRQ†W_MBUJ^hO?YçUFS9Q†PR^õ5Q†däS5MBUF^‰T_^hM+Oä^‰O?Y
°+QsP)TaM+Ws ö ¯0f;UR\9^‰V x = (x , x , . . . , x , . . . , x ) \9Y+O;dœ^‰V.®Qd=QsUF^hW_QT_MÃ†QRWaM x M+OKghó+\9®Q T

PRY+OäPRM+O;UFT_Waf;P)TXT_¯;Q—WaMZTDY„Ta^‰M2O J(i, k, θ) (i < k) UFf;PD¯@T_¯;YZT J(i, k, θ)x ®À^‰ghgŒ¯;Y±°2QÆQRWaM^hO

1 2 k n k

T_¯;Q k S5MBUF^‰T_^hM+Oo th

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 
 ×
x1

 × 

 x2   
   
   
  J  

x=  −−−−−→ Jx =  0 

 


x
 k 


  × 

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xn
×
ö M²PRM+O;UFT_Waf;PiT J(i, k, θ) \Kõ;WDUFTÂPiM2O;UÆTaW_f5P)TJY 2×2 îX^‰°2QRO;UÀWaMZTDY„Ta^‰M2O

c s

U_f;PD¯
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−s c
    
c s xi ∗
=
−s c xk 0
ZY O5dcT_¯KQ†OœVåM+WaƒxT_¯KQƒYZT_Wa^Ž J(i, k, θ) ]0ó“^‰O5UFQ†WFTa^‰OKb c ^‰O£T_¯KQS5MBUF^‰T_^hM+O;U (i, i) Y+O;d (k, k) \
YZO;d −s W_QsUFS9Q†PiT_^h°+QRghó@^hOkTa¯KQ²S9M2U_^Ta^‰M2O;U (i, k) YZO5d (k, i) \%Y+O;d?õ;ghg‰^hOKbœTa¯KQWaQ†UFT”M+VTa¯KQ
ƒY„TaW_^‰Ž®À^‰T_¯cQROBT_Wa^hQ†U¥MZV˜T_¯KQ…^`d=Q†O2Ta^TÆóçƒY„T_Wa^‰ŽŠ
s

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

p¿ H ¿ Yª Ak« Run£šzy`è ‚0f;SKS5MBUFQÄ®Q…®Y+OBTTaM²PiWaQ†YZT_Q…Y—ÃRQRWaM^‰O“Ta¯KQ…T_¯;^‰WDd“S5MBUF^‰T_^hM+O“MZV x \5®À¯KQRWaQ
k = 3 ÊLN¯;MBMBUFQ i = 2
HJI [1\



1
x = −1 .
3
LN¯KM0M2U_Q i=2 
r2;ÖKM+Waƒ Y 2×2 îX^h°+Q†O;U¥W_M+TaYZT_^hM+O;U c ZY O;d s _U f;PD¯çT_¯;YZT
    
c s −1 ∗ −1 3
= ; c= √ , s= √ .
−s c 3 0 10 10

K ö ¯KQRO
]
1

0 0
   
−1 √3  −1
1 √1

J(2, 3, θ)x = 0 √
10 10 =  10 .
−3 −1
0 √
10
√
10
3 0

”¨ ¬„n0ª=q†r}vJ- .nB¬±t9•ruvïªek…nBp+q†t5¬ p+nB«˜q t5•s•†r R ¿ruvïqs©˜n , ru¬„•Rq Ruª;p+n

~ [1\
S
>n >u
S

îX^h°+QROeYZO ng°+Q†PiT_M2W x \Ê^‰VJ®Qçd=QsUF^hW_Q²T_M@ÆQRWaM@YZghgÊTa¯KQ“QROBT_Wa^‰QsUM+V x QiŽKPRQRS=T—S5MBU_U_^‰];g‰ó?T_¯;Q

õ;WDUÆTM+O;Q+\Œ®Q“P†YZO¿PRM+O;UFT_Waf;P)T J(1, 2, θ) \ x = J(1, 2, θ)x \ x = J(1, 3, θ)x \
(1) (2) (1)

x = J(1, 4, θ)x \=QRTaPZh\;U_M—T_¯;YZTJ®À^Ta¯

(3) (2)

P = J(1, n, θ) · · · J(1, 3, θ)J(1, 2, θ),

®QX®À^hghg ¯;Y±°+Q Px Y—ƒ”fKg‰T_^hSKghQMZV e ¥Í5¼{¾Š¸DÓÓD·+¸DÝc»aº„¹7·„¹m¼uº„¾@¼`ؔºZ»)¹{Ý;º_ÎBº„¾Š·„Ð8NØiº²¼`Ø P ð

1

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
× ×
J(1,2,θ)
n=3 x =  ×  −−−−−→ J(1, 2, θ)x =  0  = x(1)
× ×
   
× ×
J(1,3,θ)
x(1) =  0  −−−−−→ J(1, 3, θ)x(1) =  0  = x(2)
× 0

 

ªYAk«Run£šzy}|0ê  ö ¯;QRO
1
[1\ x = −1
p¿ H ¿ H Ù 2

 √1 −1    √ 
2
√
2
0 1 2
x(1) = J(1, 2, θ)x =  √1 √1 0 −1 =  0 
2 2
0 0 1 2 2

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

q 
2 √2
√  √ 
6 0 2 6
 6 
x(2) = J(1, 3, θ)x(1) =
 0 1 0
q 
 0  =  0 
−2
√ 0 2 2 0
6 6


GH 6 698;:0A%-K:=< %6585:=< 6 Œ476 5C04A
V¢ /¥ %¦N§ V¢ 0©

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WaMZTaYZT_^hM+O;U.^hUYZ]9M+fKTNTÆ®À^`PiQXY+UNQiŽ=S5Q†O;U_^‰°2QÂY+UNf;U_^‰O;bhNJM2f;U_QR¯KM2ghd=Q†W.ƒY„TaW_^`PiQsUR ö M]9QÅSKWaQ†PR^hU_Q+\
¡
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T_¯;Q”SKWaM=PiQ†UaUJWaQ†ìBfK^hWaQ†UJM2OKghó 1 Ta^‰ƒQ†UXY+UƒYZO0ó ;M+S;UXY+jU NJM2f;UFQ†¯KM+g`d=Q†W O UR\9]Kf=TÄ^‰TÂWaQ†ìBfK^hW_QsU

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2
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2

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ö ¯KQÀ^`d=Q†YXM+VŠPRW_QsY„T_^hOKbÄÃRQ†W_MBU–^‰O²U_S5QsPi^‰õ;Q†d—S9M2U_^Ta^‰M2O;U%MZVzYÄ°+QsP)TaM+WŒPRY+O—]9Q¥T_Wa^h°B^`YZghghó”QiŽ0TaQRO;d=Qsd
T_MPiWaQ†YZT_QXÃRQ†W_MBUN^hOcUFS9Q†PR^õ;QsdS9M2U_^‰T_^hM+O;UMZV%Y—ƒYZT_Wa^ŽY2U®NQ†g‰gm ö ¯Bf5UR\=^‰V–®QX®À^hU_¯TaMPiWaQ†Y„TaQ
Y…ÆQRWaM…^‰OTa¯KQ (j, i)[(j > i)] S5MBUF^‰T_^hM+O²M+V Y…ƒY„T_Wa^‰Ž A \0M2OKQJ®¥Y±ó”TaM”d=M…Ta¯K^hUN^`UÊTaM”PiM2O;UÆTaW_f5P)T
T_¯;QWaMZTDY„T_^hM+O J(i, j, θ) Y„ôŠQ†PiT_^hOKbTa¯KQ ö i Y+O;d j W_M„®JUÂM+O;g‰ó2\ŠU_f;PD¯@T_¯;YZT J(i, j, θ)A ®À^‰ghg
th th

¯;Y±°2QXY—ÃRQ†W_M^hOTa¯KQ (j, i) S9M2U_^Ta^‰M2O  ¯KQ…SKWaM=PiQsd=fKWaQÅTa¯KQROc^`UJY+UVåM2g‰ghM„®JUR

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¨”¬„n0ª=q†r}vJ- ÊnB¬„t9•Âr}v@ª“l «.n0p+rM¥–n0é t9•†ruq†rut9v@t %ª2_ÚªBb
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iv˜«%ùoq2ytÅO ö n × n ƒY„TaW_^‰Ž
ö ¯KùoQ…q†«–ƒù˜YZq+T_yWa^Ž ¯KJ(i,
Q…ƒY„TaW_^‰Ž J(i, j, θ)A ®À^‰T_¯cÃRQ†W_M—^‰O“Ta¯KQ (j, i) S9M2U_^Ta^‰M2O 
…
›

j, θ)A ^`UJUFT_M+WaQ†dM„°+Q†W A 
r2Ö–^hO;d“T_¯;Q”îX^‰°2QRO;U¥S;Y+WaY+ƒQiT_Q†WaU c = cos θ YZO;d s = sin θ UFf;PD¯çT_¯5Y„T
    
c s aii ∗
=
−s c aji 0

KD>eEXWYÖ;EIM+H Waƒ J(i, j, θ)A ¼{ÖÅ×9ÐÒ¼u¸R¼{¹}Џ߭YZO;d­UFT_M2W_Q²T_¯K^`U—M„°+QRW A íá •†n1QVRM-9t;¬„ruq†©A

]T
®

š yhŠã±y
/B n A­ª=¬ JMZTaQÅTa¯;Y„T¥Ta¯KQRWaQXY+W_QÂMZTa¯KQRW¥®¥Y±ó0U.T_Md=MT_¯K^`UÀY+UN®QRghg}ºÖ;M+WQiŽKYZƒSKghQ+\0®Q
PRY+OcVåM+Waƒ J(k, j, θ) YZô9QsP)Ta^‰OKb²T_¯KQ k Y+O;d j WaM„®JUR\5UFf;PD¯“Ta¯;Y„T J(k, j, θ)A ®À^hg‰g˜¯;Y±°+Q…Y
ÂRxW
th th

ÃRQ†W_M—^hOçTa¯KQ (j, i) S9M2U_^Ta^‰M2O 

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

p¿ H ¿ H¿ Yª Ak« Run£šzy}|5| QiT
[1\ Q
 
1 2 3
A = 2 3 4 .
4 5 6
LNWaQ†Y„TaQ…YÆQRWaM^hO“T_¯KQ²j K\”rs€NS9M2U_^Ta^‰M2O“f5UF^hOKb J(2, 3, θ).

Ô
    
r2;
 ֘^hO;d c YZO;d s U_f;PD¯Ta¯;Y„TsÇ −s c 24 = ∗0
c s √2 , √4
ÿ c= 20
s= 20

    
1 0 0 √1 2 3
K;ÖKM+Waƒ
1 2 3
A(1) = J(2, 3, θ)A = 0 √2 √4  2 3 4 =  20 √26 √32 
] 20 20  20 20 
−4 √2 −2 −8
0 √
20 20
4 5 6 0 √
20
√
20

¨ _ t5q†n %tÅg‰b2M+Wa^Ta¯Kƒ Ï= ¯5Y+UJ]9QRQ†Oœ^‰ƒSKghQRƒQ†O2TaQ†dœ^hOª]t ö L o] S;W_Mg

T D>EXWYEGU
› w
_ Q @

b+WDYZƒ cl o/ 
Ux ¬
›
[څ9k
‚0^hO;PiQ”îX^h°+Q†O;U¥ƒY„T_Wa^`PiQ†U¥P†YZO“]5QPRM+O0°+Q†OK^‰Q†OBT_ghóf;UFQsdçT_MPiWaQ†YZT_QÄÃRQ†W_MBUN^hOcY°2Q†PiT_M+Ws\=^‰T
~'[

^`UÊO;YZT_fKWDYZg0TaM…T_¯K^hOK[T_¯;YZTÊT_¯;Q†U_QÀƒYZT_Wa^hPRQ†UÊP†YZOYZg`U_M…]5QJf5UFQsd—T_öMÄõ;O;d—Ta¯KQXò ë VuY2P)T_M2W_^hÆYZT_^hM+O

MZVYƒY„TaW_^‰Žz¨ @©–n­rué–n0ª¿r}o• usù–•Rq Rur 5n œt9ù˜•sn0©˜t Rué–nB¬ h•+y ¯KQ—M+OKghó£d=^‰ô9Q†W_Q†O;PiQ—^`UXT_¯;YZT
jåf5UFf;Y+g‰ghóK€JƒM2W_Q”T_¯;Y+O£M+OKQîX^h°+QRO5UŃY„TaW_^`PiQsUÅ®À^hghg˜]9QO;QRQ†dKQ†dœTaM“PRW_QsY„TaQÃRQ†W_MBUÅ^hOäd=QsUF^hWaQ†d
>Â d

S9M2U_^Ta^‰M2O;U¥^‰OœYPiM2g‰f;ƒ—OcM+V A
 ¥¾ŠÓ…Þ.·„ߍ¹ºçÌ+º¹åÝ0¼`؅¼`ؔ·±Ø.µiºZÐ{Љº„Þ%ØRð
…;†½áo†ˆ‡ ¸t¹—º+–+ž“p•¤¡Á’½¼–“B’X•& 2œY’I  ’ 
Œºœtµ—–“>¡’XžÑŒlœ
QRT A ∈ R  ö ¯KQRWaQ…YZWaQ s = min(m − 1, n) UÆTaQRS;U†
m×n

l q†nB«‘|9yÖ;M+Waƒ Y+OM+W_T_¯KM2b+M+O5YZgKƒY„TaW_^‰Ž Q = J(1, m, θ)J(1, m − 1, θ) . . . J(1, 2, θ) UFf5PD¯

Q

T_¯5Y„T A = Q A ¯;Y2U¥ÃRQRWaM2U]9QRghM„®‘Ta¯KQ (1, 1) QROBT_Waó²^hO“T_¯KQLrsUÆTJPiM2g‰f;ƒ—Oo

(1)
1
1

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T_¯5Y„T A = Q A ¯;Y+UÀÆQRWaM2U]9QRghM„®‘T_¯;Q (2, 2) QROBT_Waó²^hO“T_¯KQU_Q†PRM+O;d“PiM2g‰fKƒO 
(2)
2
(1)
2

l q†nB« Œy Ö;M+Waƒ Y+O­M+W_T_¯;M+b+M2O;YZg.ƒYZT_Wa^Ž Q = J(k, m, θ) . . . J(k, k + 1, θ) U_f;PD¯kTa¯;Y„T

¯;Y+U¥Ã†QRWaM2U¥]9QRghM„®‘Ta¯KQ (k, k) QROBT_Waó²^hOTa¯KQ kT_¯œPRM+ghfKƒO 
 k
(k) (k−1)
A =Q A k

ö ¯KQ ʾŠ·„Ð Ö·„¹m»)¼æ A ^hUÄÏs×2×KÓR»…¹}»)¼u·Z¾BÎ+Ï=Љ·„»)

ƒ
(s)

›
˜qsªKruv–ruv-
n Q ªKv–é R

=‚ QiT R ≡ A(s) j «–«.nB¬qR¬„r}ªKvJ-9ùRuª=¬Z€

®

‚0QiT
Q = QT1 QT2 T
...Q j ¬±q†©–t -5t9v˜ª R}€
›

®À¯KQ†W_Q ¬±q†©–t!-9t5v–ªYR ).
s
›
Qi = J(i, m, θ)J(i, m − 1, θ) . . . J(i, i + 1, θ) (

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

ö ¯KQRO Q A = Q Q . . . Q Q A = R
T
s s−1 2 1

Q v ÁRMRuù–•†qR¬„ª=q†r}t5v QRT m = 4, n = 2 
†… ‡xtQ

     
× × × × × ×
J(1,2,θ) 0 × 0 ×  0 ×
A −−−−−→   −J(1,3,θ)
−−−−→   −J(1,4,θ)
−−−−→   = A(1)
× × 0 × 0 ∗
× × × × 0 ∗

J(1, 2, θ)A J(1, 3, θ)J(1, 2, θ)A J(1, 4, θ)J(1, 3, θ)J(1, 2, θ)A

   
× × × ×
J(2,3,θ)  0 × J(2,4,θ)  0 ×
A(1) −−−−−→  
 0 0  −−−−−→

0 0
 = A(2) = R
0 × 0 0

J(2, 3, θ)A(1) J(2, 4, θ)J(2, 3, θ)A(1)

R = A(2) ; Q = QT1 QT2 = J T (1, 2, θ)J T (1, 3, θ)J T (1, 4, θ)J T (2, 3, θ)J T (2, 4, θ)

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ö ¯KùoQ…q†«–ƒù˜YZq T_Wa^tJŽ O Rn^hUÀ×UFT_nM2W_fKQsSKdS9M„QR°2WÀQRTaW W_^`AYZOK b2fKg`YZW¥ƒY„T_Wa^‰Ž R U_f;PD¯Ta¯;Y„T A = QR 
… Ex
›
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Ö;M+W k = 1, 2, . . . , min{m − 1, n} d=M

ÖKM2W l = k + 1, . . . , m dKM

|9oy ֖^hO;d@Y 2 × 2 îX^h°+Q†O;UÅWaMZTDY„Ta^‰M2O£Y+P)Ta^‰O;bM+O a Y+O;d a U_f;PD¯

Ta¯;Y„T a = 0 Ç      
kl
kk kl

c s akk ∗
= .
−s c akl 0
w yĂ=Y±°2QXT_¯KQ…^hO;d=^`PiQsU k Y+O;d ` YZO;dçTa¯KQ…O0fKƒ”]9QRWDU c Y+O;d s 
oyoÖ;M+Waƒ Ta¯KQ m × m îX^h°+Q†O;U²WaMZTDY„T_^hM+O J(k, l, θ) YZO5dïfKS9d;Y„T_Q
A ≡Î J(k, l, θ)AT njD>qREXߗ WYEI¼{H ÖJ׊ÐÒ¼u¸i¼{¹mÐÒß²¸Dº„¾;ØD¹m»)Ï;¸R¹}¼{¾0Η¹{Ý;ÓN×9»_ºs̄Ï;¸R¹ŒÏ0Ø)Õ
¼{¾0Î Ð ÎBº„»)¼{¹åÝ0Ö Ï0 2€i Ô

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

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OKQ†Q†d=Qsdz\5^‰Tį;Y+UJT_M]9QVåM2W_ƒQsd“VåW_M2ƒ îX^h°+Q†O;UJWaMZTDY„Ta^‰M2O;UÀM+fKTÂMZVŒTa¯KQ—îX^h°+Q†O;UJS5YZWDYZƒQiTaQRWDU c
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·[1\ #Z

k = 1 ÂLNW_QsY„T_QÄîX^‰°2QRO;UNWaMZTaYZT_^hM+O;U J(1, 2, θ) Y+O;d J(1, 3, θ) U_f;PD¯²Ta¯;Y„T J(1, 2, θ)J(1, 3, θ)A

¯;Y+U¥Ã†QRWaM2U^‰O“Ta¯KQ (1, 2) YZO5d (1, 3) S9M2U_^Ta^‰M2O;U†Ç

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c s 0 ∗
= ; c = 0, s=1
−s c 1 0
  
 
0 1 0 0 1 1 1 2 3
A ≡ J(1, 2, θ)A = −1 0 0 1 2 3 = 0 −1 −1
0 0 1 1 1 1 1 1 1
wzy֖^‰O5d c +Y O;d s FU f;PD¯çT_¯5Y„T

   
1 ∗c 1
s 1
= ; c= √ , s= √
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0 c2 2
 √1    √ √ 
2
0 √12 1 2 3 2 √32 2 2
 
A ≡ J(1, 3, θ)A =  0 1 0  0 −1 −1 =  0 −1 −1
√ 
−1
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2
0 √12 1 1 1 0 −1
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2

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S9M2U_^‰T_^hM+O 

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

k=2 J(2, 3, θ) J(2, 3, θ)A (3, 2)

     √
c s −1 ∗ 2 1
−1 = ; c = −√ , s = −√
−s c √
2
0 3 3
  √ √ 
1 0√ 0 2 √3 2 2
2
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−1 −1
√ 
0 √1 − √2 0 − √12 − 2
3 3
 
1.4142 2.1213 2.8284
= 0 1.2247 1.6330 = R
0 0 0.5774

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
^hg‰ghf;UFT_WDY„T_Qsd®À^‰T_¯ n = 4     
× × × × × × × × × × × ×
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  −J(1,2,θ)
−−−−→   −J(2,3,θ)
−−−−→   = A(1)
 0 × × ×   0 × × ×   0 0 × × 
0 0 × × 0 0 × × 0 0 × ×
A J(1, 2, θ)A J(1, 2, θ)J(2, 3, θ)A = A(1)
 
× × × ×
(1) J(3,4,θ)
A −−−−−→ = 
 0
 0
× × × 
=R
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
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File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

š !H â'@ [
iv˜«%ùoq tÅO n × n Ïs×2×KÓR»%c”ÓiØDØiÓR¾qDÓR»}΃YZT_Wa^Ž
>Z /d !n

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… Ex
›
|x A = QR

l q†nB«Á|9y Ö;M+W k = 1, 2, · · · n − 1 d=M

lzqsnB« |9yu2| ֖^hO;d c = cos θ YZO;d s =sin θU_f;PD¯çT_¯;YZT
c s akk ∗
= .
−s c ak+1,k 0
lzqsnB« |9y`wc‚KY±°+QÂT_¯KQ…^hO;d=QRŽ k YZO;dT_¯;Q…OBf;ƒ”]9QRWDU c YZO5d s 
zl qsnB« |9yh ÅS9d;Y„T_Q A : A ≡ J(k, k + 1, θ)A 
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gm
o

l q†nB« w y¥‚0QRT R ≡ A.
T D>E/A
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, 2 3

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z q q

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º„»)¹åÝKºZ¾9ºZ»)Ö·ZÐ Óa¸R¹7º„»DØ {q } U_f;PD¯“T_¯5Y„T k
k

span{q1 , q2 , . . . , qi } = span{a1 , a2 , . . . , ai }, i = 1, 2, . . . , n.

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Ta¯;Y„T…^`UR\ kq k = 1 YZO;d q q = 0  T…^`UÂQsY+U_^‰ghóœUFQ†QRO@T_¯;YZTXTa¯K^`U®À^hghgŒ¯;YZSKS9QROä^V®NQ
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=
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||q̂2 ||2 r22

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3 1

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

q º 2

q̂3 = a3 − r13 q1 − r23 q2 ,

®À¯;QRWaQ r13 = q1 aT3 \;Y+O;d r23 = q2 aT3 \5YZO;dT_¯KQ†O“TaYZ[2Q

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q Y+W_Q…PRM+ƒSKf=TaQ†dz
n

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k−1
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i=1

q = q̂ /r k k kk Ij Ï= Ï+€ ^_

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A ޘÝ;º±ØRӗ¸aºZÐÒÏ=֗¾Kؔ·„»_Ó a , a , . . . , a 0Ta¯;Y„TJD>^`UEGF>A
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1 2 nÿ
ab ab
1 2 n
m×n

a1 = q1 r11
a2 = q1 r12 + q2 r22

ak = q1 r1k + q2 r2k + . . . + qk rkk , k = 3, 4, . . . , n.

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0 0 ··· rnn

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 × ×   × ×  × ×
A=
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× × × × 4×2
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File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

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š !H ¿ HLK j lk

iv˜«%ùoq A = (a , a , . . . , a ) ∈ R , WaY+OK[ (A) = n  m×n

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… Ex 1 2 n
›
m×n n×n
|x UÇ .

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ÖKM+W i = 1, 2, . . . , k − 1 d=M
T

ÊO;d
r ≡q a ik i k
o
k−1
X
qk ≡ a k − rik qi
i=1
rkk = kqk k2
qk
qk ≡ .
ÊO;d
o
rkk

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gT

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ùoq†«–ù˜q Q†d=f;PRQ†díò VuY2P)TaM+Wa^‰ÃsY„T_^hM+O¿MZV A : A = QR, Q ∈ R

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File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

Ö;M+W k = 1, 2, . . . , n dKM
k k

rkk = kqk k2
qk
qk ≡
Ö KM+W
rkk
j = k + 1, . . . , n d=M
rkj ≡ qkT qj

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qj ≡ qj − rkj qk .

.O;d
o
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”ˆ ,yEy|z

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File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

q1
q1 = = 0.0001
r11
0

qp“wŸx
Â
 
0
r12 = 1, q2 = a2 − r12 q1 = −0.7071 , q1T q2 = −7.0711 × 10−5
0.7071

KM2W_ƒ
Ö Q1 YZO;d R1 Ç
 
1 0    
r r12 1 1
Q1 = (q1 , q2 ) = 0.0001 −0.7071 ; R1 = 11
  =
0 r22 0 1.414 × 10−4
0 0.7071

• _a[ œl
q1 = a 1 , q2 = a 2

qp£|Ux
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r11 = kq1 k2 = 1, q1 = 0.0001
0
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0.0001

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r22
0.7071
KM2W_ƒ
Ö Q1 YZO;d R1 Ç
 
1 0  
1 1
Q1 = 0.0001 −0.7071 ; R1 =
0 1.4142 × 10−4
0 0.7071

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PiM2ƒSKf=TaYZT_^hM+O“MZV q ]0ó²Ta¯KQL¥î…‚²ƒQRT_¯KM=dz\Kb2^‰°2QRO q ®À^‰T_¯ kq k = 1  Q…¯;Y±°+Q
Ó

2 1 1 2

q ≡ a − r q , ®À¯KQ†W_Q r = q a  T

ö ¯KQ†Oç^‰TÅPRY+O“]9Q…UF¯;M„®ÀO?.j 4 `l2WaPD[äj r B€F€ÊT_¯;YZT

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

2 2 12 1 12 1 2

ˆ ,yEy|z

kh (q2 ) − q2 k < (1.06)(2m + 3)µ ka2 k2 .

‚0^hO;PiQ q1T q2 = 0 \=^‰TÀVåM+ghg‰M„®JUNT_¯5Y„T

|q1T h (q2 )| < (1.06)(2m + 3)µ ka2 k2 .
7
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—fd <8 q1 q2 8
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q .4”ˆ`l
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¬ y|yEz

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c1 µ Cond2 (A)

I − Q̂T Q̂ ≤ ,
2 1 − c2 µ Cond2 (A)
+Y UaU_fKƒ^‰OKbT_¯5Y„T c µ Cond (A) < 1 \=®À¯KQ†W_Q c YZO;d c Y+W_QÄUFƒY+g‰goPRM+O;UFTaY+OBTaU†
‚0^hO;PiQ^‰Oe]@“T_¯;QghM2UaUJM+V.M+W_T_¯KM2b+M2O;YZgh^TÆóçd=QRS9QRO;d;UÂf;S5M2OœT_¯KQPiM2O;d=^‰T_^hM+O£O0fKƒ]5Q†W†\
2 2 1 2

M+O;QPRM+fKg`df;U_QÀPiM2g‰fKƒOSK^‰°2ë MZTa^‰OKbÂT_MăYZ^hOBTaY+^‰OM+W_T_¯KM2b+M+O5YZgh^TÆóÄY+U–ƒ”f5PD¯Y+U–S9M2UaUF^h]KghQ+ ö ¯0f;UR\

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File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

l q†nB«|5y ֖^‰O;d“Ta¯KQò ë VuY+P)TaM+Wa^‰ÃsY„Ta^‰M2OMZV A : Q A = R  T

l q†nB«‡wzy ÖKWaM+ƒ b = Q b  0 T

l q†nB«‘ yÀ‚0M+gh°+§ Q Rx = b 
t;qsn +V NJM2f;U_QR¯KM2ghd=Q†W O U¥ƒQiTa¯KM=d“VåM+WXò ë VuY+PiT_M2W_^hÆYZT_^hM+O^`UÀf;U_Q†d \KT_¯;QRO“T_¯KQ”°+Q†PiT_M2W
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l q†nB«‡wzyJ¨t!Ak«%ù˜q†n b0 x
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ñ ¯KQROTa¯KQJU_fK];U_S;Y+PRQ S ^`U R(A) M+W N (A ) Y+UaUFM=PR^hYZT_Q†d®À^‰T_¯T_¯;QÀƒYZT_Wa^Ž A \+®QÀ®À^hg‰g

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d=Q†OKMZTaQT_¯KQfKOK^`ì2f;QM+W_T_¯;M+b+M2O;YZg%SKWaM ÆQsP)Ta^‰M2O;U…M+OBTaM R(A) Y+O;d N (A ) ]0ó P YZO;d P \

WaQ†U_S5QsP)T_^h°+Q†g‰ó2 § V A ^hU m × n(m ≥ n) YZO;d“¯;Y2U¥VåfKghgoWDYZOK[Š\0Ta¯KQR^hWJQiŽ=SKgh^`Pi^‰TÅQiŽ=SKWaQ†UaUF^hM+O5UY+W_Q
T
ˆ A N

b+^h°+Q†Oç]0ó n2¬„p2ru•sn@šzy`5™ m
‰j [1\ lk

(i) PA = A(AT A)−1 AT ; (ii) PN = I − A(AT A)−1 AT .

n ­ªK¬ § T^hUOKMZT·+Ì `¼ ØR· iЉӓ¹7º£¸Dº„ÖÅ×9Ï=¹7Ӆ×9»_º RÓa¸R¹m¼uº„¾KØf;U_^hOKbcT_¯KQ²Y+]5M„°2QQRŽ=SKW_QsU_U_^hM+O;U†\

7
/ BA ¦q `N
]9Q†PRY+f;U_QÂTa¯KQ…ƒY„TaW_^‰Ž RP Y+Oç]9QPiM2ƒSKf=TaYZT_^hM+O;Y+g‰ghó²U_^‰OKb2fKg`YZWs
ÂRx
AT A

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œ £–+žÑŒ R • ¶S– µ –“>¡Á’6

JO0ó²°2Q†PiT_M+W b RP Y+Oç]9Q…®ÀWa^T_T_QROœY2U
t

b = b S + bS ⊥ ,

À® ¯KQ†W_Q b ∈ S YZO;d b ñ ∈ S  § V s ^`U¥T_¯KQ”WaY+OK[ R(A) MZVŒYƒYZT_Wa^Ž A \5T_¯KQ†O b ∈ R(A)

⊥

YZO5d b ∈ N (A )  Q®À^hg‰gNT_¯KQ†W_QRVåM+WaQd=Q†OKMZTaQ b ]0ó b Y+O;d b ]0ó b \ŒƒQ†Y+OK^‰O;b

S S⊥ S

T_¯5Y„T b ¼`Øļ{¾œ¹åÝKӅ»a·„¾BÎBӔºFµ A Y+O;d b ¼`ØX¼{¾@¹{Ý;Ӆ¾;Ï=Ð{Ð9Øm×;·+¸DӔºFµ A ð ö ¯KQÄ°+QsP)T_M2WaU b Y+O;d

T
S⊥ S R S⊥ N
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b \=^‰OVuY+P)Ts\KPRY+O]9QXQRŽ=SKW_QsU_U_Q†d²^‰OçT_Q†W_ƒUMZV Ta¯KQÄM+W_T_¯KM2b+M2O;YZgKS;W_M ÆQ†P)Ta^‰M2O;UNM+OBT_M R(A) YZO5d

R N R
N
T §
N (A ) \KWaQ†U_S5QsP)T_^h°+Q†g‰ó2 TÅPRYZO“]9QUF¯KM„®ÀO nB¬„p+r}•†n@š yh9™ zTa¯;Y„T
Nj [)\ %k
|ˆ

b = P b YZO;d b = P b.
ö ¯KQ°+QsP)TaM+WDU b Y+O;d b YZWaQPRYZghghQ†d@T_¯KQ²t5¬±q†©–!t -9t5v–Yª RÄ«–¬„#t usn0pZqsrut9vÚt b t9vŠq†t R(A)
R A N N

YZO5d²Ta¯KQt;¬±qs©˜t -5t9v–Yª R.«–¬„#t usn0pZqsrut9vít b t5vŠqst N (A ) \=W_QsUFS9Q†PiT_^h°+Q†g‰ó2

R N VT
T

ÖKWaM+ƒ Y+]5M„°2Q+\0®QXQsY+U_^‰ghóU_QRQXT_¯5Y„T b b = 0.
VT
T
R N

…;†ˆ…%†2 ”¡¢“%±•&•¤¡˜1–²™›–œ#ŒlœK–˜—”¡n“%±• º•;–²‘Ÿ\¡¢•v•
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ž“B’”•&œK•&“p• “%±Œ

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¹¨–º
Œ –˜ž‰ › °‡²
² œ £–žÑŒ@°œ’.8 ¸t¹—º+–+ž“p•¤¡Á’½¼–“B’X•&
LNM+ƒSKfKT_^hOKb­M+W_T_¯;M+b+M2O;YZg¥SKWaM ÆQsP)Ta^‰M2O;Uf;U_^‰O;bkT_¯KQ@QiŽ=SKgh^hPR^TçVåM+Waƒ”fKg`Y+U²Y+]5M„°2QcW_Qsì2f;^‰WaQcT_¯KQ
ƒY„TaW_^‰Ž?^hO0°+Q†WaU_^‰M2O (A A) \ÊYZO5dz\%T_¯KQ†W_QRVåM+WaQç7 P†YZOk]9QçO0fKƒQRWa^`PRYZghghóäfKO5UÆTDYZ]KghQ+ Î ØD¹7·qRЉÓ
ˆ
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Þ.·„ߍºFµ”¸Dº„ÖÅ×9Ï=¹m¼{¾B΍¹{Ý;Ó׊»_º%NRÓD¸R¹}¼uºZ¾Kؼ`ؔÓi¼{¹åÝKÓR» ¼u·£Ù¼ ۜÈÊÉïµi·+¸R¹ºZ»)¼‰½s·„¹m¼uº„¾kº„»ِ¼{¼ ÛÍNъÔð

QRT A ]5Q m × n \=®À¯KQRWaQ m ≥ n 
Q

* m*
G !H
HLKnm @©–n0t;¬„B n A š yu|Kšzy³˜Ói¹ A = QR qDӔ¹{Ý;ӍÈÊÉïµi·2¸i¹7º„»)¼‰½s·„¹m¼uº„¾­ºFµ”·JµDÏ=Ð{ÐÒÕ7»a·„B¾ = m × n Ö·„¹m»)¼æ
A(m ≥ n) 𥳘ÓR¹ Q = (Q , Q ) 8ÊޘÝKÓR»_Ó Q ¼`عåÝKÓÖ·Z¹}»)¼æcºFµ Ê»DØ)¹ n ¸Dº„ЏÏ=Ö¾;Øið܊ÝKÓR¾
1 2 1 'ƒ

ِ¼ Û܊Ý;Ók¸aºZÐÒ7 Ï=֗¾KØ@ºÆµ Q ·Z¾9Ì Q µiºZ»)Ö º„»)¹åÝKº„¾Šº„»)Ö·„‘Ð qD·±ØRÓ)ØäºFµ R(A) ·Z¾9Ì N (A ) 8 T

»aÓ)Øm×;Óa¸R¹m¼ ÓRÐÒß+ð 1 2

ِ¼{¼ Û܊7Ý;Ӎº„»)¹åÝKºaÎBº„¾9·ZЊ×9»a%º NRÓD¸i¹m¼uº„¾;<Ø 8 P ·„¾9Ì P 8ź„¾;¹7º R(A) ·„¾9Ì N (A ) ·Z»_Ó 8J»aÓ)Øm×;Óa¸RÕ T

¹m¼ ÓiÐÒ?ß 8 Q Q ·„¾ŠÌ Q Q ð

1
T
1 2
T
2
A N

y±P©B© &tÅUaU_QRW_T_^hM+O;UÄjå^{€NVåM+ghghM„®‘VåWaM+ƒ Ta¯KQÄVuY+PiTÅYZghW_QsY+d=óQsUÆTDYZ]Kgh^hU_¯KQsdzÇ

B FPO

UFS5YZO {q , . . . , q } = U_S;Y+O {a , . . . , a }, i = 1, . . . , n.
ö ¯KQ…Y+UaU_QRW_T_^hM+O;UÄjå^h^{€NVåM+ghg‰M„®‡VåW_M2ƒ jå^{€ÀYZO5d²Ta¯KQd=Qiõ5OK^Ta^‰M2OcMZVoTa¯KQ…SKWaM ÆQsP)T_^hM+Oo
1 i 1 i

ˆ

9D>EGU>EGU
p¿ H â HLK
[1\ ªYAk«Run£šzy}|0â LNM+O;U_^hdKQRW ªAk«R}n šzy{’“YZb2Y+^‰Oo
[)\

 
1 1
A = 0.0001 0 
9D>EGU>EGU 0 0.0001
ÅU_^hOKb—T_¯KQ…¬„n0•†ùRåqs•t ªYAk«Run š y`’®QX¯5Y±°+Q
m VT[1\

i i
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ú
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vít5¬sqs©˜t5¬
A­ªYR –ªK•sru•t Ç
−1  0.0001 
• Q n UT R(A) 0.0001 −0.7071
 
0 0.7071
 

vít5¬sqs©˜t9v–t;¬
A­ªYR –ª;•†r}•—t Ç
 −0.0001 
• Q n
T
UT N (A ) 0.7071
 
0.7071

• @ ©˜n@t;¬±q†©–t-5t9v˜ªR.«–¬„t#usn0pZqsrut9vít5vŠqst R(A) x

 
1.000 0.0000 0.0000
PA = Q1 QT1 = 0.0000 0.5000 −0.5000
0.0000 −0.5000 0.5000

• @ ©˜n@t;¬±q†©–t-5t9v˜ªR.«–¬„t#usn0pZqsrut9vít5vŠqst N (AT ) x

 
0.0000 −0.0000 −0.0000
PN = Q2 QT2 = −0.0000 0.5000 0.5000 

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

−0.0000 0.5000 0.5000

•
›
¬±q†©–t!-9t9v˜ªYR ¬„t#usn0pZqsrut9v˜•t
S
UT b xQ QiT b = (1, 1, 1)T Y+O;d A +Y UÀYZ]9M„°+Q2 ö ¯KQRO
   

YZO;d
1.0001 −0.0001
bR = PA b =  0.0001  , bN = PN b =  0.9999  .
0.0001 0.9999

0L/ Kª p+q†t5¬„rM3+ªKq†rut9v råqs©‘¨”tRuùA­v r 9t;qsruv-oy

, S

§ V A ^`UXWaY+OK[#gd=QRõ5Pi^hQROBTs\ŠT_¯KQ†Okò ë VuY+PiT_M+Wa^hÆY„Ta^‰M2O@PRY+OäO;MZT…]5Qf;U_Q†d£T_M“õ;O;d?Y“];Y+U_^`U
†f #Z

VåM+W R(A)
ö MU_QRQÄTa¯K^hU†\;PRM+O;U_^hdKQRWT_¯KQ 2 × 2 QiŽKYZƒSKghQ+Ç
    
0 0 c −s 0 s
A= = = QR.
ë ZY O;[ (A) = 1 < 2 Ê‚0M5\2Ta¯KQÄPiM+ghfKƒO;UNMZV Q d=MO;MZT.VåM2W_ƒ Y+OM+W_T_¯;M+OKM2W_ƒYZg;];Y+U_^hUNMZV
0 1 s c 0 c

R(A) O;M+WÀMZV%^‰TaUÀPiM2ƒSKg‰Q†ƒQROBT†
§ OcT_¯K^`UJP†Y+U_Q+\KM2OKQ…OKQRQsdKU¥TaMf;UFQYƒ7 M=d=^‰õ5PRYZT_^hM+OcMZV–T_¯;Qò ë VuY2P)TaM+Wa^‰ÃsY„T_^hM+O“SKWaM=PiQ†UaU†\
PRY+g‰ghQ†deö ÈÊÉïµi·+¸R¹ºZ»)¼‰½s·„¹m¼uº„¾¶ÞŒ¼{¹{Ý@¸Dº„ÐÒÏ=֗¾×9¼ º„¹m¼{¾BÎ+
¯KQSKWaM=PiQ†UaUXõ;O;d;UY“S5Q†W_ƒf=TaYZT_^hM+O¶ƒY„T_Wa^‰Ž P \˜Y+O;däT_¯KQƒY„TaW_^`PiQsU Q Y+O;d R UFf5PD¯
T_¯5Y„T AP =ö QR  ö ¯KQ…d=QiTDYZ^hghUÀY+W_QXb+^h°+Q†O^hOcîXM2g‰f;]“Y+O;d‹ÊY+O oM2Y+Oäjr K\0SKS  Ÿ
ë g s2€i
]t
tj4ÁPiM2ƒ—ƒY+O;d [Q, R, P ] = Š¬ (A) P†YZO£]9Qf5UFQsdœT_M“PiM2ƒ—S;f=T_QT_¯KQ²ò VuY2P g
ÚQ y|yEz Ž] EÀ 0]|{

T_M2W_^hÆYZT_^hM+Oç®À^Ta¯cPRM+ghfKƒOcSK^‰°2MZTa^‰OKb5
Q Ý

tJg`UFM [Q, R, E] = Š¬ (A, 0) SKW_M=d=f5PiQ†U.YZOQ†PRM+OKM2ƒ”óU_^‰Ã†QÂò

ë VuY2P)TaM+Wa^‰ÃsY„T_^hM+O—^hO—®À¯;^hPD¯
E ^hUÀY—S9QRWaƒ”f=TDY„Ta^‰M2O“°2Q†PiT_M+WÀU_M—T_¯;YZT Q ∗ R = A(:, E) 
Ý

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ñ Q ¯;Y±°2Q²UFMœVuY+WU_QRQ†OkTÆ®NM@ƒYZT_Wa^Ž?VuY+PiT_M2W_^hÆYZT_^hM+O;U†Ç Y+O;d 0L/@ § OkTa¯K^`UU_Q†PiT_^hM+O \%®Q
®

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HLK ©–n0t;¬„nBA š yu|=èoy¨},©‘»;ª¬«®l­P©!±?­Òo†=ð³oÓR¹ A ∈ R ð£ÜŠÝKÓR¾¶¹{Ý;Ói»aÓÓ_æ2¼`Ø)¹Jº„»)¹åÝKºaÎ2ºZ¾9·„Ð
@ m×n

Ö·„¹m»)¼u¸aÓiØ U ∈ R ·„¾ŠÌ V ∈ R Ø)Ï;¸DÝc¹åÝK·Z¹

m×m n×n

A = U ΣV , T
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*

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ޘÝKÓR»_Ó Σ = diag(σ , . . . , σ ) ∈ R 8 p = min(m, n) ·„¾9Ì σ ≥ σ ≥ . . . ≥ σ ≥ 0 ð

1 p
m×n
1 2 p

m“¦ n ¥%v–råq†r}t5víš y`w5ê y£ÜŠÝKÓÌ+ÓD¸Dº„ÖÅ×Kº„Ø)¼{¹}¼uºZ¾ A = U ΣV T

¼`ؔ¸D·„Ð{ЉÓD̍¹{Ý;SÓ ©¶Š¹®’«J¯ˆ´!± »+´!¯X«­¯ª ­?½?©Ò l©!¬
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• U ∈R m×m
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›

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• Σ∈R m×n
`á mçr}Y ª -9t5v–Yª Rm㄁
JM+T_Q+Ç ÅMZTa^hPRQÂTa¯;Y„TJ®À¯;QRO m ≥ n \ Σ ¯;Y2UT_¯KQÄVåM2W_ƒ
W 'W
 
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σ 1
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Q †… m = 4, n = 2 
    
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 × ×   × × × ×   
 =  0 ×  × ×
 × ×   × × × ×  0 0  × ×
× × × × × × 0 0
VT
r.-5ù˜¬„n@šzyhˆkl t Jª 4 × 2 _Úª=qR¬„r
A ,
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ö ¯KQ£d=^`YZb2M+O;Y+gQ†OBT_Wa^‰QsU σ , σ , . . . , σ Y+W_QœP†YZghg‰Qsd­Ta¯KQ£•†r}vJ-9ùRuª=¬
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T T T T

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• σ max = σ = T_¯KQ…g`YZWab+QsUÆTÀUF^hOKb2fKghY+WÀ°„YZghfKQ
1

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n

• σ = T_¯KQ…Ð^ gmT_¯œUF^hOKb2fKghY+W¥°±Y+g‰f;Q
i

• σ ≥ σ ≥ . . . ≥ σ ≥ 0
1 2 n

Jñ M+T_Q†U†Ç
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W

r2
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KçÜ9Ý;ÓÂØ)¼{¾BÎ+Ï=Љ·„» ·ZÐÒÏ;ÓiØXºÆµ A ·„»_ÓXÏ=¾5¼uàiÏ;ÓRÐÒߗÌ2Ói¹7ÓR»)Ö¼{¾ŠÓa̗ޘÝ=¼{ЉÓĹåÝKÓXÖ·„¹m»)¼u¸DÓ)Ø U ·„¾ŠÌ V

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

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ö ¯KQPRM+ƒSKf=TDY„T_^hM+O“MZV–T_¯;Q”‚0‹jiË^hUÀƒM2W_QÄQiŽ=S9QRO;U_^h°+QXT_¯;Y+OœPiM+ƒSKfKT_^hOKbT_¯KQò ë VuY2P)T_M2W_^hÆYpg
T_^hM+OcQ†^Ta¯KQRWÀ]0óVëNÅM+f;U_QR¯;M+g`d=QRWPO UM2WÅîX^‰°2QRO;UO=ƒQiT_¯;M0d 5t®À^hdKQR§ ghóf;U_Q†d烧 QiT_¯;M0d \;PRY+g‰ghQ†dçÎ T_¯;Q
îXM+ghfK]>g%¹…YZ¯5YZO>g QR^hO;UaPD¯²YZghb+M2W_^‰T_¯Kƒc\=PiM2ƒQ†U^‰OçTÆ®M”SK¯;Y2UFQs7 UR O ʯ;Y2UFQ \0T_¯KQăY„TaW_^‰Ž §F¼`§ Ø
»_ÓD̄Ï;¸DÓDÌc¹7º@³· qi¼uÌZ¼u·RÎBº„¾9·ZÐNÖ·„¹m»)¼oæ º qRß@º„»)¹åÝKºaÎ2ºZ¾9·ZÐÓDàiÏ=¼ ·„ÐhÓi¾Š¸aÓçYZO5d@Ta7 ¯KQRO¶^hO Êñ ¯;Y+U_Q \
ÚX

¹åÝKÓÖ·„¹m»)¼»æ º ¼`ØJµDÏ=»)¹åÝKÓR»—»aÓaÌZÏ;¸DÓaÌ£¹º@·@̄¼u·†Î2ºZ¾9·ZÐ.Ö·„¹m»)¼æäºFµ—ØD¼{¾0ÎZÏ=Ðh·„» ·„ÐÒÏ;ÓiØRð Q²UF¯5YZghg

‚X

d=QsU_PRW_^h]5Q—Ta¯K^hU‚=‹ji ƒQiTa¯KM=d@^hOkd=QiTDYZ^hghUX^hO¿¨”©–ª=«–q†nB¬­|=ê  ö ¯KQcÖÓi¹åÝKºs̜¼`ؾ;Ï=ÖÓi»)¼u¸D·ZÐ{ÐÒß

Ø)¹¦· qiö ÐhӆVð ÖKM2WÄT_¯KQTa^‰ƒQ²]9QR^hOKb;\oT_Mcf;U_Q‚0j‹ ixY+U…YcPiM2ƒSKf=TaYZT_^hM+O;Y+g%T_M0M+gm\oM2OKQPRY+Oäf;U_QT_¯;Q
]t Jt%4‘S;W_M2b+WDYZƒc\B• éNÇ
[U, S, V ] = • é (A),
Q ,Z

®À¯K^`PD¯kb+^h°+QsUXT_¯KQPRM+ƒSKghQiTaQ‚0j‹ i § VÀM2OKg‰ó@T_¯KQçUF^hOKb+f;ghY+W°„YZghfKQ†U…M+V A YZWaQW_Qsì2f;^‰WaQ†dz\˜f;U_Q

,Z

,Z • é (A)   

Yª Ak« Run£šzy{w; QiT A = 2 3  ö ¯KQ†O [U, S, V ] = svd(A) b+^h°+QsU

1 2
[1\ œQ
#°
 K
HJI!HLK 3 4
   
6.5468 0 0.3381 0.8480 0.4082
Σ= 0 0.3742 , U = 0.5506 0.1735 −0.8165 ,
0 0 3×2
0.7632 −0.5009 0.4082 3×3
 
0.5696 −0.8219
V =
0.8299 0.5696 2×2
ö ¯KQ†W_Q…YZWaQXTÆ®NMU_^‰OKb2fKg`YZWÀ°„YZghfKQ†U†Ç K  K\BsK #Ï K
Rz { P{À Ô 2]

i i
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ú û þ%ÿ
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QRT A ∈ C  ö ¯;QRO?T_¯KQ†W_QQRŽ0^`UFT”ù˜v–råqsª=¬ ¼A¿ª=qR¬„rup2n0• U ∈ C YZO;d V ∈ C

m×n m×m n×n

U_f;PD¯Ta¯;Y„T
Q u

∗
A = U ΣV ,
®À¯KQ†W_Q Σ = d=^hY+b (σ , . . . , σ ) ∈ R , p = min{m, n} \;®À^Ta¯ σ ≥ σ ≥ . . . ≥ σ ≥
1 p
m×n
1 2 p

¨ _ _ Q m@ ö § ¯;Q¥VåfKO;P)Ta^‰M2O• éœP†YZOYZg`UFMÄ]9QÀf;UFQsdTaM…SKWaM0dKf;PiQT_¯;Qł0‹ji

0.
› w
_ Q@ ¤Q
MZV%YPiM+ƒSKghQiŽçƒYZT_Wa^Ž“Y+U¥®QRghg} O“T_¯;^hUÀP†Y+U_Q U Y+O;d V Y+W_QÄPiM2ƒSKg‰QRŽfKOK^‰TaY+W_óƒYZT_Wa^hPRQ†U†
Û Ü ïZ

…;†¦%†½á  Œ
•g˜1Œ“>¡Á’Gžš¼|“pŒ+¡P£+¡¢Œ“p–“B’X•&
S •R¶S“%±Œ œ ’.8 °²Ð–+¡½
–²
°Œlœ –+˜
œ ’.8 °²Ð–+¡½
Œ
ž“p•¤¡<œ
QRT S ]5QXT_¯;QÂfKO;^TJU_SK¯KQRWaQÅ^hO R  ö ¯;QRO²Ta¯KQX^‰ƒYZb2QÅM+V S fKO5d=QRW A ^`U¥Y—Ý=ßa×KÓR»_ÓRÐ{ÐÒ¼ ×5ØRº„¼uÌ E
n

d=QRõ;OKQ†ödç]0ó E = {Ax : ||x|| = 1} 

Q

• ¯;QUF^hOKb+f;ghY+W°„Y+g‰fKQsUÀYZWaQXT_¯KQ…ghQROKb+T_¯;U¥M+V˜Ta¯KQU_QRƒ^Ûg7Y„Ž=QsUNM+V E 
ö
• ¯;QÂghQiV{TÀUF^hOKb2fKghY+W.°2Q†P)TaM+WDU.Y+W_QÅT_¯KQXfKOK^‰T°2Q†PiT_M+WDUÊ^hO²Ta¯KQÄd=^‰WaQ†PiT_^hM+O²M+VzT_¯KQÄU_QRƒ^Ûg7Y„Ž=QsU
M+V E 

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

ö
• ¯;QÅWa^‰b2¯2TUF^hOKb+f;ghY+W.°+QsP)TaM+WDUÊYZWaQÀT_¯;QÅfKOK^‰T¥°+Q†PiT_M2WaUŒ^hO S Ta¯;Y„T¥YZWaQÀT_¯KQÂSKWaQ9g^‰ƒYZb2Q†UŒM+V
Ta¯KQU_QRƒÛ^ g7Y„Ž=QsUNM+V E  7
܊Ý0Ï0<Ø 8%¹{Ý;ÓXÏ=¾;¼{¹7·„»)ߔÖ·a× V ×9»_ÓiØRÓi» ÓiعåÝKÓÂØm×KÝ;Ói»_9Ó 8Œ¹{Ý;Ӆ̄¼u·†Î2ºZ¾9·„ÐoÖ·Z¹}»)¼æ Σ Ø)¹}»_ÓR¹7¸aÝ;Ó)ØJ¹åÝKÓ
∗

Øm×KÝ;Ói»_Ӎ¼{¾;¹7º£·“Ý0ßa×;Ói»)ÕFÓRÐ{ÐÒ¼ ×5ØRºZ¼uÌk·„¾9̜¹{Ý;Ó²Ï=¾5¼{¹·Z»)ߓÖ·aö × U »_º„¹7·„¹7ÓiغZ»»_MÓ ÕÀÓD¸R¹uؗ¹{Ý;ӗÝ=ßa×KÓR»)Õ

ÓRÐ{ÐÒ¼ ×5ØRº„¼uLÌ =2ÓDӐ׊¼{¾BÎç¼{¹uØÄØ_ÝK·D×KÓs¤ð ÖKM+WÀƒM2W_Q…d=QRTaYZ^hg`UÀUFQ†Q WaQiVåQiTa¯;YZOœY+O;Vd 4¥Y+f?`j r BÏZ€i ,y|y

Qv 9R.Ruù–•Rq†¬„ª=q†r}t5vNyx܊ÝKÓ )Ö·RÎBÓºFµ”·¶´–¾;¼{¾ ¹ ºÅ·ZÐ{ÐoÏ=¾9Ì2Ói»…¹åÝKӅÍNÑŠÔ ºÆµ A

QRT d=^hY+b
†… 5M
T
Q A = U ΣV , Σ = (3, 0.5)

1 1

¿gÀŸÁ#ÂÁ/ÃÅÄ€Æ VT
1 1

Ç Á/È,Ã'Á/É#ʻŸËÀYÌvÍΟπÃ[Ð'Ñ
¿gÀYÁ/ÂÁ/ÄÄÆ U
u2 u1 0.5

,
rM-9ùo¬„näš y`’ yo@”©˜n ÁA­ªY-9n“t Jª?ù˜v–råq %ªYRMR¥ù–v˜é–nB¬²q†©–n@lk^mt ÀªeA¿ª=qR¬„r
‰… UT 9n UT #\

i i
 i

ú
 A  ÊÛÌ{=YÄ#Æ  " ÆÄP $ PË9Ö9¨pÃÅ<Ê ¢Ê ÃÌ Ì
ÇSÊ Å ' XÃYpÐ¢Ê Å ÃV}

…;†¦%†Ò ¹¨Œ
˜)°žÑŒ
˜ œ ™ ‹¸†

§ V A = U ΣV ^`UçT_¯KQ¶‚0‹ji MZV T
A ∈ Rm×n (m ≥ n) T_¯;QRO \XY+U²^hO‘Ta¯KQ¶PRY+U_Q£M+V—ò ë
VuY+PiT_M2W_^hÆYZT_^hM+O \0®QÄP†YZOc®ÀWa^TaQ
A = U 1 Σ1 V T ,
®À¯KQ†W_Q
U1 = (u1 , u2 , . . . , un ) ∈ Rm×n , V = (v1 , v2 , . . . , vn ) ∈ Rn×n
YZO5d
=d ^hY+b (σ , σ , . . . , σ ) ∈ R . n×n

ö ¯KQY+]5M„°2QÅVåM2W_ƒ M+VŒ‚=‹jiÁ^`UÀPRY+g‰ghQ†dçT_¯;Q…¬±n0é–ù˜p2n0ékM+WT_¯;Q…q†©–ruv¿‚0‹oiÁMZV A 
Σ1 = 1 2 n

/n0é–ù˜p2n0éíll kVm
tÅOBóçƒY„T_Wa^‰Ž A ∈ R (m ≥ n) PRYZO“]9Q…®ÀW_^‰TFTaQROc^‰O“Ta¯KQÄVåM+Waƒ
m×n

T
A=U Σ V ,
®À¯KQ†W_Q U ^`UY+O m × n º„»)¹åÝKºZ¾9º„»)Ö·„ÐzÖ·„¹m»)¼æ 8 Σ ^`U¥YZO n × n ÌZ¼u·RÎBº„¾Š·„Ð Ö·„¹m»)¼æ
1 1

Y+O;d V ^`UÀYZO n × n º„»)¹åÝKºaÎ2ºZ¾9·ZÐoÖ·„¹m»)¼æBð

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

1 1

i¾£Ö·Z¾;ߍ·D×+×9Џ¼u¸a·Z¹}¼uºZ¾K<Ø 8¥¹{Ý=¼`ØÄ»aÓaÌZÏ;¸DÓaÌŵiº„»)Ö ºÆµÄÍÑ9Ô ¼`ØÄØ)bÏ kï¸i¼uÓR¾;¹7ð

M

..
. 0
= .
Σ1 VT
A U1
0 ..

n×n n×n
m×n m×n

rM-9ù˜¬±n@š yh™oy/n0é˜ù–p+n0é‘llkVm (m > n) y

,

_ Q@ 5Q ¨t!AA¿ªKv˜éNÇ [U, S, V ] = • é (A, 0) P†YZO­]9Q“f;UFQsd¶T_MäSKWaM0dKf;PiQT_¯KQ

WaQ†d=f;PRQ†dc‚0‹jiËMZV A 
Û rÜ ,Z

…;†¦%†Ó œ Œ+œY’”“B’+’”“Ô¼•R¶2“%±Œ œ ’.8 °²Ð–+¡½™2–²>°Œlœ

7
¥¾9ÓºƵ¥¹åÝKÓÅ»_ÓD·±ØRº„¾;7 ØÀºFµÀތ¼uÌ+ÓX·a×2×9ÐÒ¼u¸D·qR¼{ÐÒ¼{¹mߺFµ¥Ø)¼{¾BÎ+ñ Ï=Љ·„»
·„ÐÒÏ;ÓiØÀ¼{¾…׊»_·+¸R¹}¼u¸D·ZÐ9·a×2×9ÐÒ¼u¸D·Z¹}¼uºZ¾KØż`Ø
å¹ ÝK·„¹Œ¹åÝKÓÄØD¼{¾0ÎZÏ=Ðh·„» ·„ЏÏ;Ó)؅·„»_ÓÄÞ.ÓRÐ{ÐÒÕF¸Dº„¾ŠÌ„¼{¹m¼uº„¾ŠÓaÌ2ð QÄUÆTDY„T_QÂYWaQ†U_fKgT¯KQRWaQJ^hOT_¯;^hUPiM2O2TaQiŽ0T†
ÊWaM0MZV˜®À^hghg ]5QdKQiVåQRWaWaQ†dçfKOBT_^hg–LN¯;YZSKT_QRW‘rPsK
X

* ­
G
H
HJI @©–n0t;¬„B n Aš y`w;ˆ˜y Ù n2¬±qsùo¬ %ª=q†r}t5v @©–nBt5¬„nBA t5¬kloruv-5ùRuªK¬³k…ªYR}ù˜n0•RÛZ𣳘ÓR¹ A ·„¾9Ì
S

B = A + E 7 qaÓŹmÞ.º m × n Ö·„¹m»)¼u7 ¸DÓ)Ø (m ≥ n) ðN³˜Ói¹ σ , i = 1, . . . , n ·„¾ŠÌ σ̃ 8 i = 1, . . . , n

n T

qDÓ 8»_Ó)Øm×;ÓD¸i¹m¼ ÓRÐÒ?ß 8—¹{Ý;ӓØ)¼{¾BÎ+Ï=Љ·„» ·„ÐÒÏ;Ói؜ºFµ A ·„¾9Ì A + E 8”¼{¾‡Ì+ÓD¸R»_ÓD·±Ø)¼{¾BÎeº„»_Ì2Ói»Rð ܊ÝKÓR¾

i i

|σ̃ − σ | ≤ kEk , µiº„»”ÓD·+¸DÝ i ð

i i 2

i i
 i

ú ú þ%ÿ
þ þ
à 
      !#"%$&  $('  &)#*   +

#°
 K
H ¿ HLK [1\ ªYAk«Run£šzy{w5’
   
1 2 3 0 0 0
A = 3 4 5 , E = 0 0 0 .
6 7 8 0 0 .0002
ö K¯ Q…U_^‰OKb2fKg`YZW¥°„YZghfKQ†UÀM+V A Ç σ = 14.5576, σ = 1.0372, σ = 0.0000.
ö K¯ Q…UF^hOKb2fKghY+WÀ°„YZghfKQ†U¥M+V A + E Ç σ̃ = 14.5577, σ̃ = 1.0372, Y+O;d σ̃ = 0.0000,
1 2 3

Q %•†tRuù˜q†n Ŭ±¬„t;¬ |σ̃ − σ | = 1.1373 × 10 , |σ̃ − σ | = 0, Y+O;d |σ̃ − σ | = 0.

1 2 3

‚0^hO;PiQ ||E|| = 0.002 \„T_¯KQÂUÆTDY„T_Q†ƒQROBTNM+V9Ta¯KQ ö ¯;QRM+WaQRƒ Ï0 …^`UÊQsY+U_^‰ghó°2QRWa^õ5Q†dz

−4
Yn [ Px 1 1 2 2 3 3
2 ]

JQRŽBTs\±®NQNSKW_QsUFQ†OBToYJWaQ†U_fKgTjÆތ¼{¹åÝKº„Ï=¹=×9»_ºsºÆµŠ€zM2OS5Q†WFTafKWa];Y„Ta^‰M2OXM+V=T_¯KQUF^hOKb2fKghY+W °„YZghfKQ†U
T_¯5Y„TÀf;U_Q†;U Ö;W_M2]5Q†OK^‰f5U¥OKM+Waƒ ^hO;UÆTaQ†Y2dM+V
gmOKM2W_ƒc
W
R]

* ­
G
H
H Ù
@
C9D>©–E¥>n0EGt;U ¬„B
 ð [Õ5ð²ÜŠn ÝKA ÓR¾ šzy{w;™oy³˜Ói¹ A, E, σ ·Z¾9Ì σ̃ 8 i = 1, . . . , n qDӓ¹åÝKӍØR·„ÖӜ·±Ø²¼{¾Ë܊ÝKÓDº„»_ÓRÖ
i i

v
u n
uX
t (σ̃i − σi )2 ≤ kEkF .

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

i=1

…;†¦%†ˆ… ›S•¤¡˜1œ‡Ö;“%±Œ×±›•&+˜&’”“B’”•&7›‰°5˜·45Œ+¡2–+˜ ¹y– ØÙ+’”– “%±Œ œ ™K‹

* ­
G
H
H
ž
©–n0t;¬„nBA šzy{w5š y ³˜Ói¹ σ
@ ≥ σ2 ≥ · · · ≥ σ n q
7
DÓç¹{Ý;Ó n )Ø ¼{¾BÎ+Ï=Љ·„» ·ZÐÒÏ;Ó)ØçºFµç·Z¾
Ö·„¹m»)¼æ A(m ≥ n) ðÜ9Ý;Ói¾ 1 m×n

Ê
O kAk2 = σ1 = σmax
Ë 1
O kAkF = (σ12 + σ22 + · · · + σn2 ) 2
Ì
O kA−1 k2 =
1
σn
8ÊޘÝ;Ói¾ A `¼ Ø ·„¾ŠÌ¾Šº„¾KØ)¼{¾0ÎZÏ=Љ·Z»
n×n

8ʼ µ A ¼`؅¾9ºZ¾KØ)¼{¾BÎ+Ï=Љ·Z»Rð
Í σ −1 σ 1 max
O Cond (A) = kAk kA k =
2 2 = 2
σ σ n min
7
Î
—»a·„¾B= (A) = ¾;Ï=ÖLqaÓR»ºÆµ…¾Šº„¾=½†ÓR»_º—Ø)¼{¾0ÎZÏ=Љ·Z» ·ZÐÒÏ;ÓiØið
O

By±P©B©FPO

9| y kAk2 = kU ΣV T k2 = kΣk2 = max(σi ) = σ1 .

i

w y kAkF = kU ΣV T kF = kΣkF = (σ12 + σ22 + · · ·7 + σn2 ) 2 .

1

Ù Úº„¹7Ó£¹åÝK·Z¹¹åÝKÓ =Õ7¾Šº„»)Ö ·Z¾9Ì F Õ7¾9º„»)Ö ·„»_Ó@¼{¾ ·„»)¼u·Z¾;¹Ï=¾9Ì2Ói»£ºZ»)¹{Ý;º_ÎBº„¾Š·„ÐXÖ·Z¹}»)¼æ

׊»_ºs̄Ï;¸R¹uØRð Û
Ú]

oy ö M²SKWaM„°+Q ®NQ”OKMZTaQT_¯5Y„TÅTa¯KQ”g`YZö Wab+QsUÆTÅU_^hOKb+fKg`YZWÅ°±Y+g‰f;Q”MZV A ^hU σ1 ”j JM+T_QTa¯;Y„T

CÔ
−1

W

®À¯;QRO A ^hU¥^hO0°+Q†WFTa^‰]KghQ+\ σ 6= 0€i ¯KQRO“T_¯;Q…W_QsUFfKg‰T¥VåM+ghg‰M„®JUVåWaM+ƒ r+

n
n

i i
 i

ú
 A  ÊÛÌ{=YÄ#Æ  " ÆÄP $ PË9Ö9¨pÃÅ<Ê ¢Ê ÃÌ Ì
ÇSÊ Å ' XÃYpÐ¢Ê Å Ã2Á

ˆ˜yÖKM+ghghM„®JU.VåWaM+ƒ T_¯KQd=QRõ;OK^‰T_^hM+OcMZV Cond (A) YZO;dT_¯;Q…W_QsUFfKg‰TaU rY+O;d K

2 ÚÔ

’ y…‚0^‰O5PiQNT_¯KQWaY+OK[ÄMZV5YŃY„T_Wa^‰Ž^hU–^hOB°„Y+W_^`YZOBTofKö O5d=QRW%M+W_T_¯;M+b+M2O;YZg2ƒY„T_Wa^‰ŽÄƒfKg‰T_^hSKg‰^`PRYZT_^hM+O \

WaY+OK[ (A) = WDYZOK[ (U ΣV ) = WaY+OK[ (Σ)  ¯KQÀƒY„T_Wa^‰Ž Σ ]9QR^hOKbYÄd=^`YZb2M+O;Y+g=ƒYZT_Wa^Žz\
T

^TDU¥WaY+OK[²^`U¥Q†ìBf;YZgŠTaMT_¯KQ…O0fKƒ]5Q†WÀMZV%OKM+O;ÃRQRWaMd=^hY+b+M2O;YZgŠQROBTaW_^hQ†U†

n ­ª=¬ ¿t9vïq†©–n@¨t5v–é–råq†r}t5v ùA Nn2¬ ‘llm\käy

/ BA Â
w
€n .n
u

|9y § V A ^`UJY—W_QsP)TaY+OKb+f;ghY+WƒYZT_Wa^Ž¯5Y±°B^hOKbVåfKghg WaY+OK[Š\0T_¯KQ†O Cond (A) = σσ  2

max

w y ñ ¯KQRO A ^`U¥WaY+OK#[ gd=QRõ5Pi^hQROBTs\ σ = 0 \KY+O;d®QUaY±óT_¯;YZT Cond (A) ^hUJr}v

¥%v–råq†n9y
min

oy ñ ¯KQRO A ^`U¥OKQ†Y+W_ghó²WDYZOK[²d=QRõ5Pi^hQROBTs\ Cond (A) ^hUÀg`YZWab+Q2

min 2

ˆ˜y Cond (A) ƒQ†Y2UFfKWaQ†UJ¯KM„®VuYZWÅT_¯KQ²Ý0ßa×;Ói»aÓiÐ{ÐÒ¼ ×9ØRº„¼uÌ {Ax : ||x|| = 1} ^`UÂQRghM+OKbBY„T_Qsd

]Bó2 2 2

ªYAk« Run£šzy{w;â

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

[1\
 
1 2
A =  2 3 .
3 4
‚0^hOKb+f;ghY+WJ°„YZghfKQ†UÀM+V A YZWaQ+Ç σ = 6.5468 \ σ = 0.3742  ||A||2 = σ1 = 6.5468 ÿ ||A||F =
σ + σ = 6.5574 KLNM+O;d (A) = = 17.4975 
1 2
p σ 1
2 2 ÿ
1 2 2
σ 2

…;†¦%†¦ 3 ±Œ ‹ ’Xœ“p–+žÑŒ “p• œ ’I °²Ð–º¡Á’”“ÔÛÖ¹y–ÜØÛÝ>‹ ŒŽ%žJ’XŒ+ž*Ô(–˜

e
›‰°Ü˜Œº¡Á’GžÑ–‡²p¹y–ØÞ+’X–—“%±Œ œ ™ ‹¸†
ñ Q ¯5Y±°+Q Æf;UÆT.U_QRQ†O”Ta¯;Y„T%Ta¯KQ¥OBf;ƒ”]9QRWŒMZV9OKM+O;ÃRQRWaMÄUF^hOKb+f;ghY+W˜°„YZghfKQsU%MZV9YƒY„TaW_^‰Ž”^`U%^TDU%WaY+OK[Š
ö ¯KQ—WaY+OK[œMZVYƒY„TaW_^‰Ž@PRY+O@YZg`U_Mç]9Q—dK7 QiT_Q†W_ƒ^hOKQ†däf;U_^‰O;b?ju^`€VdJ·„Ï0ØDØ)¼u·„¾¿ÓRÐÒ¼{֗¼{¾9·„¹m¼uº„¾5\˜Y+O;d
”ˆ

jå^h^{€ÄÈÊÉkµi·+¸R¹ºZ»)¼‰½s·„¹m¼uº„¾œÞŒ¼{¹åÝç¸DºZÐÒÏ=Ö¾”×9¼ º„¹m¼{¾BÎBðº4M+T_¯YZWaQÀg‰QsU_UÊQiŽ=S5Q†O;U_^‰°2Q¥T_¯;Y+OPRM+ƒSKf=Ta^‰O;b

T_¯;Q£UF^hOKb+f;ghY+W—°„Y+g‰fKQsUR\]Kf=Tä·Z»_Ӝ¾Šº„¹·„Øœ¾;Ï=ÖÓi»)¼u¸D·„Ð{Џßk»_ÓiЏ¼u· qRЉÓ䷄؜Ì2Ói¹7ÓR»)Ö¼{¾5¼{¾Bο¼{›¹ qRß?¹åÝKÓ
ÍNъ
Ô r˜Q†U_S5QsPi^`YZghg‰ó^‰V˜^‰T¥^`U¥d=Q†U_^hW_QsdT_Md=QRT_QRWaƒ^‰O;QÅTa¯KQ…PighM2U_QROKQsU_UNMZV˜Y”VåfKghgzWaY+OK[ƒY„TaW_^‰ŽT_MY
OKQsYZWa]BóWDYZOK#[ g7d=Qiõ9Pi^hQROBTNM2OKQ++ tÅU¥Y+OQiŽKY+ƒ—S;g‰Q2\0PRM+O;U_^`d=QRWT_¯;QXPRQRghQR]KWDY„TaQ†àd ߜª;©˜ªKv A­ªKqR¬„r
ِޘÝ0¼u¸Dݜ¼`؅Ïs×2×KÓR»…¹}»)¼u·Z¾BÎ+Ï=Љ·„»Û
#\
|Ç

 
1 −c −c . . . −c


 1 −c . . . −c
dK^hY+b


(1, s, . . . , sn−1 ) 


 jIÏ= B€ * Há @

H

   
R=  1  y ^_
 
 
1

À® ^‰T_¯ c + s = 1; c, s > 0 
2 2

ÖKM2W n = 100, c = 0.2, r = s = 0.133 \5®À¯K^`PD¯@^`UXOKMZTÄUFƒY+g‰gm\zM+OœTa¯KQMZTa¯KQRW

n−1

¯;Y+O;dz\ R ¯5Y+UÀYUF^hOKb2fKghY+W¥°±Y+g‰f;Q…MZV˜M2WadKQRW 10 \=^hO;d=^`PRYZT_^hOKbœ¹åÝK·„¹N¼{¹N¼`؅¾ŠÓa·Z»)ÐÒßØ)¼{¾BÎ+Ï=Љ·„»)

nn
−8

i i
 i

ú þ%ÿ
þ þ
ÃEÃ 
      !#"%$&  $('  &)#*   +

‚0^hO;PiQ¥Ta¯KQÀO0fKƒ”]9QRWÊM+VŠv–t9vJ32n2¬„t²U_^hOKb+fKg`YZW%°„YZghfKQsUÊd=QiTaQRWaƒ^‰OKQsU%T_¯;QÀWaY+OK[MZVzYXƒY„T_Wa^‰ŽŠ\
®QP†YZOkUaY±óœT_¯;YZTYc7ƒY„TaW_^‰Ž A ^`UYZWa]K^‰T_WDYZWa^‰ghóœOKQsYZWYcƒY„TaW_^‰ŽäM+VNVåfKghg.WDYZO;[9ÇgN)Ï0Ø)¹…¸aÝ;·„¾0Î2Ó
ÓD·+¸DÝc½†ÓR»_ºØ)¼{¾BÎ+Ï=Љ·„» ·„ÐÒÏ;LÓ qRߓ·çØ)Ö·„Ð{Ж¾;Ï=ÖLqaÓR»   )¹¥¼`Ø<8À¹{Ý;Ói»_Ó}µiº„»aÓ8¥ÖºZ»_ӗÖÓa·Z¾;¼{¾0ÎFµDÏ=Ð%¹7º
=Z¾9º„Þ‡¼ µ—·çÖ·„¹m»)¼æ“¼`ؔ¾9ÓD7 ·„»—·Ö·„¹m»)¼æ£ºFµ·c¸DÓi»)¹7·„¼{¾?»_·„¾>=?8¥»_·Z¹{Ý;Ói»¹{Ý;·„¾=„¾Šº„ÞŒ¼{¾BΓޘÝ;·„¹À¹åÝKÓ
5M

»_·ZB¾ =¼`ØRð܊ÝKӔØ)¼{¾BÎ+Ï=Љ·„» ·„ЏÏ;ÓÌ2Óa¸DºZÖJ×;º±Ø)¼{¹m¼uº„¾­Ó_æ0·2¸i¹mÐÒߍ·„¾;Ø)Þ.Ói»D؅¹åÝ0¼`ؔàiÏ;ÓiØ)¹}¼uºZ¾9ð

‚0fKSKS9M2U_QçT_¯;ö YZT A ¯;Y+UWDYZOK[ r \ÊT_C9¯5D>Y„E¥>TEGF ^hU†\ σ ≥ σ ≥ · · · ≥ σ > 0 YZO;d σ =
· · · = σ = 0
ö ¯KQÂVåM+ghg‰M„®À^hOKbT_¯KQ†M+¯KWaQ†QRO­ƒ T_¯;.j @Q穘ìBn0fKt5Q†¬„UFT_#n ^hA M+O¿šz^hUy{w;¯Kè9M„€.® P†YZVuOçYZW ]5AQÄf;^`U_UQ†dVåW_M2T_Mƒ YZYœO;U_ƒ®QRY„WNT_WaT_^‰¯KŽ¶QM+ìBVJfKWaQsY+UÆOKTa^‰[ M2O k <ö ¯Kr^hU 
1 2 r r+1
n

T_¯;QRM+WaQRƒ ^`UXb+QRO;QRWDYZghg‰ó“[0OKM„®ÀO@Y+UÂTa¯KQ NPD[±Y+WFnT gHâÊM2fKOKb ö ¯KQRM2W_Q†ƒ j}UFQ†Q NPD[±Y+WFTÄYZO;¯d âÊM+fKO;b

j r 2€F€i
Co Co
y|ÔEy

* ­
G
H
H ¿ @©–n0t;¬„B n A šzy{w;èoãy }/©‘»gª ´!¹º°Ù䪭?´!±¹º­¦¬
¬Kµn©Ù‚›´¹8åtæ/ª ­#çy½¦¶`­¦¹º½éè醜³oÓR¹ A = U ΣV T

qDӜ¹åÝKÓ£ÍNÑŠÔ ºÆµ A ðÁ³oÓR¹ k ≤ r = »_·„> ¾ = (A) ðÁÔ—Ó .¾9Ó A = U Σ V 8ޘÝKÓR»_Ó Σ = T

̄¼u·†Î (σ , . . . , σ , 0 . . . 0) 8ÊޘÝKÓR»_Ó σ ≥ σ ≥ . . . ≥ σ > 0 ð

>ƒ k k k
1
܊ÝKÓR¾ k m×n 1 2 k

ÙÆ·DÛ A ÝK·„Ø»_·„>¾ = k ð
Ù q7Û ÜŠÝ;ӗÌZ¼`Ø)¹·Z¾9¸DÓºFµ A µD»_º„Ö A ِ¼{¾
gmOKM2W_ƒ—Û ||A − A || = σ
r] |Ç ð

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

k k 2 k+1

ÙƸ7ÞÛ ¥Ï=¹¥ºÆµ·„Ð{И¹{Ý;ÓÖ·„¹m»)¼u¸DÓ)ؔºFµÄ»_·„>¾ = k 8 A ¼`؅¹{Ý;Ó¸RЉº„ØiÓiØ)¹N¹7º A rʹ{Ý;·„¹¼`<Ø 8

k

»_·ZB¾ min
= (B)=k
||A − B|| = ||A − A || . 2 k 2

y±P©B© ^© ê}<´† NWDYZO;[ (A ) = WaY+OK[ (U Σ V ) = WDYZO;[ (Σ ) = k jåOKM+T_QÀTa¯;Y„T σ ≥ σ ≥ T

. . . ≥ σ > 0 €i
B F F %O k k k 1 2

y±P©B© © Þ}n띆 L4Q†P†YZf;U_Q A − A = U (Σ − Σ )V \Š®NQ—¯;Y±°+Q ||A − A || = ||U (Σ −

k

B F F lO k
 ö ¯0f;U†\=T_¯KQdK^hUFTaY+O;PiQÄ]9QiTÆ®QRQRO A YZO5d A ^`U σ 
k
T
k 2

ö MSKWaM„°+Q…juPs€)\0®QÅUF¯;M„®¿Ta¯;Y„T^V B ∈ R ^`U.YZO0ó—MZTa¯KQRWNƒYZT_Wa^Ž—MZV WDYZOK[

T
Σ )V || = ||(Σ − Σ )|| = σ
k 2 k 2 k+1 k k+1

y±P©B© © ê}<½[† m×n

k \9T_¯;QRO ||A − B|| = σ ŠTa¯;Y„TÄ^`UR\ A ^`UXPRg‰MBUFQsUÆTÂT_M A Y+ƒM+OKb“YZghg˜M+T_¯KQ†WXƒYZT_Wa^hPRQ†UÂMZV

B F F lO

WDYZOK[ k  2 k+1 ÿ k

‚0^hO;PiQ B ¯;Y2U¥WaY+OK[ k \=Ta¯KQ…O0fKg‰g U_S;Y2PiQÄMZV B \ N (B) \5¯;Y+UÀdK^‰ƒQRO5UF^hM+O n − k 

LNM+O;U_^`d=QRWÀOKM„®‡T_¯KQU_S;Y2PiQ S = UFS5YZO {v , . . . , v } \=®À¯KQ†W_Q v Ta¯KW_M2fKb+¯ v YZWaQ
T_¯;Q—Wa^hb+¯BTÄU_^hOKb+fKg`YZWX°+QsP)TaM+WDUÅM+V A ‚0^hO;PiQ N (B) YZO;d S Y+W_Q—]9MZT_¯¶U_fK];U_S;Y+PRQ†UXMZV R Y+O;d
1 k+1 1 k+1
n

T_¯;QÂU_fKƒ MZVzT_¯;QR^hWNd=^hƒQRO;U_^‰M2O;UN^hUNb+WaQ†YZT_QRWÊT_¯;Y+O n \+Ta¯Kö QR^hW^‰OBT_Q†WaU_Q†PiT_^hM+Oƒf;UÆT]5QÂOKM+O;QRƒS=TÆó+

QRT z ]5QJYÄf;OK^TÊ°2Q†PiT_M+WŒghó0^‰O;bX^hO—T_¯K^`UŒ^hOBT_QRWDU_Q†P)Ta^‰M2O  ¯KQROU_^‰O;PRQ z ∈ U_S;YZO {v , . . . , v } \
T_¯;QRWaQXQRŽ=^hUFTJU_P†YZg`YZWDUXjuOKMZTÅY+g‰gzÆQRWaMB€U_f;PD¯Ta¯;Y„T z = c v + c v + . . . + c v 
Q 1 k+1

ÖKfKW_T_¯;QRWaƒ—M2W_Q2\R]9Q†P†YZf;U_Q v , . . . , v Y+W_Q%M+W_T_¯;M+OKM2W_ƒYZgm\R®QŒƒ”f5UÆTo¯5Y±°+Q |c | +|c | +

1 1 2 2 k+1 k+1
2 2

. . . + |c k+1 | = 1+
2
 4NQsPRY+f;UFQ z Y+ghU_M]9QRghM+O;b2UT_M N (B) \5®NQį;Y±°2Q Bz = 0 .‚=M
1 k+1 1 2

σ c u j ÅMZT_QXTa¯;Y„T Av = σ u €
X k+1 X k+1
(A − B)z = Az = c Av =i i i i i >W i i i

4Q†P†YZf;U_Q u , . . . , u Y+W_Q…YZg`U_MM2WFTa¯KM+OKM2W_ƒY+g}\

i=1 i=1

1 k+1
k+1
X k+1
X
||(A − B)z||22 = |σi ci | ≥ 2 2
σk+1 |c2i | = σk+1
2

i=1 i=1

i i
 i

ú ü
 A  ÊÛÌ{=YÄ#Æ  " ÆÄP $ PË9Ö9¨pÃÅ<Ê ¢Ê ÃÌ Ì
ÇSÊ Å ' XÃYpÐ¢Ê Å Ã

ö ¯0f;U†\ ||A − B|| 2 ≥

||(A − B)z||2
≥ σk+1 ju]5QsPRY+f;UFQ ||z||2 = 1 €)
||z||2

¨t;¬„t }ª=¬ ­š yh9êoyX³oÓR¹ DÓ·„¾ m × n Ö·„7 ¹m»)¼æ²ºFµ–µDÏ=Ð{Њ»_·Z¾B=·Z¾9̗ЉÓR¹ r = min(m, n) ð¥³oÓR¹

RMR u A q
σ1 ≥ σ 2 ≥ . . . ≥ σ r > 0 q DÓ¹{Ý;ÓØ)¼{¾0ÎZÏ=Љ·Z» ·„ÐÒÏ;ÓiؗºÆµ A ð åµ C ¼`Ø·„¾9ºZ¹{Ý;Ói» m × n Ö·„¹m»)¼æ
Ø)Ï;¸aݜ¹{Ý;·„¹ ʹåÝKÓR¾ C Ý;·±Ø”·„ÐÒØiºÂµDÏ=Ð{Ð »_·Z¾B=2ð
iM
||C − A||2 < σr 8
7
¨t;¬„t RMR}ª=¬ ïš yho|5oy }Wª^¶Š¬pµn´!¹º½?­eµn©ì©¶Š¹ ’«¯ˆ´±¦¶µ`è† ܊Ý;Ӕ»aÓiЉ1·Z¹}¼ ӗ̄¼`Ø)¹·Z¾9¸DӺƵ·²¾9º„¾;Ø)¼{¾;Õ
u %O

Î+Ï=Љ·„»…Ö·„¹m»)¼æ A ¹7º¹{Ý;Ó¾ŠÓD·„»_ÓiØ)¹ÊØ)¼{¾BÎ+Ï=Љ·„»…Ö·„¹m»)¼æ C ¼`Ø Cond (A) rʹåÝK·Z¹N¼`Ø<8 2

||C − A||2 1
= .
||A||2 Cond2 (A)
?HWí>EGU>EIH
[1\ ªYAk«Run£šzy`9w LNM+O;U_^hdKQRW ŒŽKYZƒSKghQ 0Ï  —YZbBYZ^hO 
o ]Ô

σ1 = 6.5468, σ2 = 0.3742, k = 1.
ö ¯KQ†O

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

 
1.2608 1.8193
A1 = U Σ 1 V T =  2.0534 2.9630 
2.8460 4.1067
Âf=T¥MZVoY+g‰g9T_¯;QƒY„TaW_^`PiQsUÊM+VoWaY+OK[ 1, A ^`UNT_¯KQÄPighM2U_Q†UFTÊTaM A j勌Q†W_^‰VåóT_¯K^`U]0óPRM+O;UFT_Waf;PiT_^hOKb
YZO0óäMZT_¯;QRWYZWa]K^‰T_WDYZWaó£WDYZOK[rƒYZT_Wa^Ž?MZV¥M+WDd=QRW 3 × 2 Y+O;däT_¯KQ†O­PiM+ƒSKfKT_^hOKbœ^TDU
gmOKM2W_ƒ
¬ 1

d=^`UÆTDYZO;PRQXVåW_M2ƒ A€i
C]

mçr}•RqsªKv˜p2n£t ;Q _Úª=qR¬„r ¬„t A qs©˜n n0ª=¬„n0•RqL_ÚªKqR¬„r t Nt ”nB¬S/ª;v

, w

ö ¯KQäY+]5M„°2QœW_QsUFf;gTçUFTaYZT_QsUT_¯;YZTTa¯KQäU_ƒYZghg‰QsUÆTO;M+OKÆQRWaM¶U_^hOKb+fKg`YZW°±Y+g‰f;Q@b+^h°+QsUT_¯;Q
UT >\ #\ VTÛ Pf Â

d=^`UÆTDYZO;PRQ.VåWaM+ƒ A T_MÂT_¯;QO;Q†YZWaQ†UFT˜ƒYZT_Wa^Ž…MZV57 g‰M„®QRW–WaY+OK[Š7  § OS;YZW_T_^`PifKg`YZWs\)µiº„»Å·Ä¾Šº„¾;ØD¼{¾0ÎZÏ=Ðh·„»

n × n Ö·Z¹}»)¼æ A 8J¹åÝKӗØ)Ö·„Ð{ЉÓiØ)¹JØ)¼{¾BÎ+Ï=Љ·„» ·„ÐÒÏ;Ó σ Î+¼ Óiؗ¹åÝKÓÖÓD·±Ø)Ï=»_ÓiغFµ—¹{Ý;Ӳ̄¼`Ø)¹7·„¾9¸DÓ
ºÆµ A ¹7ö º¹{Ý;Ó¾ŠÓD·„»_ÓiØ)¹ÊØ)¼{¾BÎ+Ï=Љ·„»…Ö·„¹m»)¼æ0ð n

¯0f;UR\;^‰OcM+WDd=Q†WNTaMO;M„®‡^‰V%Y—ƒY„TaW_^‰Ž A MZV%WDYZOK[ r ^hUJPRg‰MBUFQXQRO;M+fKb2¯TaM²YƒYZT_Wa^ŽM+V

ghM„®NQ†WÅWDYZOK[Š\Šg‰M0M2[“^hOBT_MçT_¯KQU_ƒY+g‰ghQ†UFTÂO;M+OKÆQRWaMçU_^‰OKb2fKg`YZWÅ°„Y+g‰fKQ σ  § VÊT_¯;^hUX^`U°2QRWaó“U_ƒYZghg}\
T_¯;QROïT_¯;Q£ƒY„T_Wa^‰Že^`U²°+Q†W_óePighM2U_QcT_M­YkƒY„TaW_^‰ŽeM+VXWDYZO;[ r − 1 \¥]9Q†P†YZf;U_QcT_¯KQ†W_QœQRŽ=^hUFTaU²§ Y
r

S9QRW_T_fKWa];Y„Ta^‰M2OcMZV.U_^‰Ã†QY+UÅU_ƒYZghgoY+U |σ | ®À¯K^hPD¯œ®À^hghg˜SKWaM=d=f;PRQYƒY„T_Wa^‰ŽçMZVÊWDYZO;[ r − 1  O
VuY+PiT†\KM2OKQ…UFf5PD¯çS9QRW_T_fKWa];YZT_^hM+O“^hU u σ v  r
T
r r r

#°
 K
H â H Ù
[1\ Yª Ak« Run£šzy`5
 
 ; WaY+OK[ (A) = 3,
1 0 0
A = 0 2 0 σ = 0.0000004.
3
0 0 0.0000004
   
0 1 0 0 1 0
U = 1 0 0 , V = 1 0 0
0 0 1 0 0 1

i i
 i

ú ý þ%ÿ
þ þ
à 
      !#"%$&  $('  &)#*   +

 
WaY+OK[ (A ) = 2.
1 0 0
A0 = A − u3 σ3 v3T = 0 2 0 ; 0

0 0 0

ö ¯KQŒWaQ†ìBfK^hW_QsdÅS9QRW_T_f;W_];YZT_^hM+O u3 σ3 v3T T_MJƒYZ[2Q A UF^hOKb2fKghY+Wz^hU °+QRWaóÅU_ƒYZghg}Ç
0 0
10−6 0 0
0
0 .
0 0 0.4000

t;qsn ö K¯ QXVåM2g‰ghM„®À^‰O;b—^`UÀY\ÖKWaM+]9QROK^hf;U`gmO;M+Waƒ YZO;Y+g‰M2bM+V ö ¯KQ†M+WaQRƒ Ï=

C9D>E¥>EGF
w
Ux ]|y

* ­
G
H
H â @©–n0t;¬„nBA š yh5ˆoyî}Wï+©ð
æn±?´!¹åoñ ±?©·!¶ŠÒK´!µ`¶`©!¹¸¶Š¹ ±P©‡ëP­¹¶Š«J¬½ä©!±¦Òî† C9Å
Ä
D>E³˜¥>ÓREGF ¹ B ·„¾5ß
Ö·„¹m»)¼æçºFµ…¹{Ý;ӅØR·ZÖӗº„»_Ì2Ói»”·„Ø A ·„¾ŠÌЉÓR¹ A qDӔ¹{Ý;ӅØR·„Öӗ·±Ø…¼{¾ï܊ÝKÓDºZ»_ÓiÖ ðò2ðÜŠÝ;Ói¾ 
9D!D lO

||B − A||2F ≥ ||Ak − A||2F .

…;†¦%†ó ›‰°Ü˜Œº¡Á’GžÑ–‡²p¹y–Ø
§ OS;WaY2P)T_^`PRY+g5Y+SKSKgh^hP†Y„T_^hM+O5UÊTa¯;Y„T¥OKQRQsdU_^‰O;b+fKg`YZW°„YZghfKQ†UN®NQX¯;Y±°2QJT_M[0OKM„®í®À¯KQROT_MY+P†PiQRSKT
YPiM2ƒSKf=T_QsdœUF^hOKb2fKghY+WJ°„YZghfKQ…TaM²]5ÅQ ôÆÆQRWaM õ) ÅVÊPiM2fKWaU_Q+\;^VÊ^‰TÅ^`UJMZVÊY+OœM+WDd=QRWÀM+V ôFWaM+fKO;>d gmM+ô

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

ÃRQ†W_MB%U õjuƒY+PD¯K^hOKQ…QRS5UF^hg‰M2O5€)\=®Q…PRY+OcdKQ†Pig`YZWaQX^TÀTaM]5Q…ÆQRWaM;
¬

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File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

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5M+S£PiM2fKOBTÅPiM2ƒ—S5YZWaQX®À^‰T_ë ¯cTa¯KM2U_QÄVåM+WJõ;O;d=^hOKbTa¯KQ—ò VuY+PiT_M+Wa^hÆY„Ta^‰M2OçM+V B ®À^Ta¯KM+f=T
«h

[0OKM„®À^hOKbY—SKWa^‰M2W_^9T_¯;Qò VuY2P)T_M2W_^hÆYZT_^hM+O“MZV Az
h

 ½
¹ ±o¼ œ  œ ”Þ› œ  ±½3¨¼”Þ› …;†¦

š yu|=™ j}Y2€ QRT A ]5Q m × n \KY+O;d U Y+O;d V ]9QÄM+W_T_¯KM2b+M+O5YZgm ö ¯KQ†Oçf5UF^hOKb—T_¯KQ…d=QRõ;OK^‰T_^hM+O

MZVoU_^hOKb+fKñ g`YZWN°„YZghfKQ†UNSKWaM„°+Q¥T_¯5Y„TT_¯KQÄUF^hOKb2fKghY+W.°„YZghfKQsUÊMZV A YZO5d V AV YZWaQÀT_¯KQ
ÚQ
T

UaYZƒQ+ ¯;YZTÅYZ]9M+f=T¥T_¯;QUF^hOKb+f;ghY+WÀ°+Q†PiT_M2WaU#z
jå]5^€ NJM„® YZWaQÅTa¯KQU_^‰OKb2fKg`YZWÀ°+QsP)TaM+WDUNM+V A WaQRg`Y„TaQ†dç®À^Ta¯çTa¯KM2U_QÄMZV U AV z T

š yu|Kš oQiT σ ]9Q”Y²U_^‰O;b+fKg`YZWÀ°„YZghfKQ…M+V A ®À^Ta¯œƒ”fKg‰T_^hSKgh^hPR^TÆó ` KT_¯5Y„TÅ^`UR\ σ =ö σ = · · · =

 QRT U ΣV ]9QJT_¯;QÂU_^‰OKb2fKg`YZWÊ°„YZghfKQÅdKQ†PiM2ƒS5MBUF^‰T_^hM+OM+V A  ¯KQRO²PRM+O;UFT_Waf;PiT
tQ ÿ i i+1
T

Ũ Y+O;d Ṽ U_f;PD¯çT_¯;YZT ŨΣ(Ṽ ) ^`UÀYZg`UFMYU_^‰OKb2fKg`YZW¥°„YZghfKQ…d=Q†PRM+ƒS5MBUF^‰T_^hM+Oo

σ i+`−1 RQ
T

i i
 i

ú ÿ ú+ü
 }  Ä{=Y=¦ÁÅ¢Ê ÃÌPÅ5ÿˆÃBºBÄ#Ð p¤ ÇBÊÛÌ{=

š yu|=â juY2€ ÅU_^hOKbTa¯KQ\]t ö

tj4ÁPiM+ƒƒYZO5d@• é.\Šõ;O5dœT_¯;Q‚0‹oi MZVÊTa¯KQVåM+ghg‰M„®À^hOKbƒYpg
T_Wa^`PiQ†U†Ç
rm Q ,Z

 
1 2

A = 3 4 , A= 1 2 3
5 6
1
A = 1 , A = diag(1, 0, 2, 0, −5),
1 
1 1
A =   0 ,  = 10−5 .
0 
jå]5€ ÅU_^hOKb@Ta¯KQcW_QsUFf;gTDU”M+V—juYB€)\Œõ5O;d ju^`€¬„ªKv Œ\Âju^‰^{€ || · || Y+O;d || · || \Åju^‰^h^`€—t5¬Pb
q†©–t9v˜t5¬
A­ªYR %ªK•†n0•²VåM+W R(A) Y+O;d N (A ) \Àjå^h°K€ P Y+O;d P \Àjå°K€ b Y+O;d
Úm ” 2 F
T

b \K]0óPD¯KM0M2U_^hOKb—Y—°2Q†P)TaM+W b YZSKS;W_M2SKW_^`Y„TaQRghó—VåM+WÀQ†Y2PD¯ A 
5n A N R
N

š yu|=è ÖKM+WÀY+O m × n ƒYZT_Wa^Ž A \KSKWaM„°+QÅT_¯KQÄVåM2g‰ghM„®À^hOKb2U¥WaQ†U_fKg‰TaU¥f;U_^‰O;bTa¯KQ”‚0‹oiÁMZV A Ç

^}¥WDYZOK[ (A A) = WDYZOK[ (AA ) = WDYZO;[ (A) = WaY+OK[ (A )
T T T

^h^} A§ A YZO5d AA ¯;Y±°2QÅTa¯KQUaYZƒQÄOKM+OKÆQRWaMQ†^‰b2QRO0°„YZghfKQ†U†

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

T T

^h^‰^m VoTa¯KQÄQR^hb+Q†OB°2Q†PiT_M+WDU u YZO;d u MZV A A Y+W_QXM+W_T_¯KM2b+M2O;YZgm\ZTa¯KQRO Au YZO;d Au

T

YZWaQÄM+W_T_¯KM2b+M2O;YZgm 1 2 1 2

š y`w5ê QiT A ]5Q…Y+O^hOB°2QRW_T_^h]KghQŃY„TaW_^‰Žz ö ¯;QROcUF¯KM„®ïTa¯;Y„T kAk = 1 ^‰V–Y+O;d²M2OKg‰ó^‰V A ^`UY

ƒ”fKg‰T_^hSKghQ…MZV–Y+OçM2WFTa¯KM+b2M+O;Y+gŠƒYZT_Wa^Žz
Q 2

š y`w | QiT U ¯;Y±°2QÂM2WFTa¯KM+OKM2W_ƒY+g9PRM+ghfKƒO;UR ö ¯;QROcf;U_^‰OKb²‚0o‹ i”\;SKW_M„°2QÅTa¯;Y„T

†Q

jå^{€ kAU k = kAk , jå^h^`€ kAU k = kAk .

2 2 F F

š y`w9w QiT U ΣV ]9QXT_¯KQ‚0‹oiMZV A  ö ¯KQROçSKW_M„°2QJTa¯;Y„T ||U AV || = X σ \=®À¯KQ†W_Q σ

p
T T 2 2
Q F i i

YZWaQÅTa¯KQUF^hOKb2fKghY+W¥°±Y+g‰f;Q†U¥MZV A  i=1

š y`w5 juY2€ QRT A ]5QY+O m × n ƒYZT_Wa^Žz ÅU_^hOKbT_¯KQ”‚=j‹ iÁM+V A \KS;W_M„°2QÅTa¯;Y„T

rQ Rm

^} Cond (A A) = (Cond (A))

T 2

^h^} kA Ak = kAk
2 2
T 2

^h^h^} Cond (A) = Cond (U AV ) \K®À¯KQ†W_Q U YZO5d V Y+W_QXM+W_T_¯KM2b+M2O;YZgm

2 2
T

jå]5€ QRT”WDYZOK[ (A ) = n \ŒYZO;d?ghQiT B ]5QY£ƒYZT_Wa^Ž?M+]=TDYZ^hOKQ†d¶]0ó¶d=QRghQiTa^‰O;b

2 2

(n − r) PiM+ghfKƒO;UVåWaM+ƒ A \=T_¯KQ†OcSKW_M„°2QÅTa¯;Y„T Cond (B) ≤ Cond (A).

ÚQ m×n m×r
2 2

š y`w;ˆ ÊW_M„°2QTa¯;Y„T…^‰V A ^hUÄY+O m × n ƒY„TaW_^‰Ž£®À^‰T_¯?WaY+OK[ r \–YZO;d@^V B ^`U…YZO;MZT_¯;QRW m × n

ƒYZT_Wa^Ž“U_YZT_^`UÆVåó0^hOKb kA − Bk < σ \=T_¯K9Q†D>O EGU>BEGU ¯;Y+UÀYZT¥ghQ†Y2UÆTJWDYZO;[ r 
X

2 r

š y`w9’LNM+O;U_^hdKQRWT_¯KQ…ƒYZT_Wa^Ž A ^hO ŒŽKYZƒSKghQ Ï0 =

go {

juY2V€ ֖^‰O5d=^‰O;bT_¯KQUF^hOKb+f;ghY+WJ°„YZghfKQ†UÀM+V A \5U_¯KM„® T_¯;YZTJT_¯;^hUŃYZT_Wa^Žc¯;Y2UÀWaY+OK[ 2 \K]Kf=T

^`UJPighM2U_QÅTaM²Y—ƒYZT_Wa^ŽçMZV%WaY+OK[ 1 

i i
 i

ú+ü þ%ÿ
þ þ
A 
      !#"%$&  $('  &)#*   +

jå]5€^֖^‰O5d£Y²ƒY„TaW_^‰Ž A MZVÊWDYZOK[ r”U_f;PD¯œTa¯;Y„TXM+f=TXMZV.YZghg˜T_¯KQ—ƒY„T_Wa^`PiQ†UÅMZVÊWDYZOK[ 1 \

A ^`UT_¯;QPighM2U_Q†UFTTaM A 
1

j}P†^€ ֖^‰O5d ||A − A || Y+O;d“°+Q†W_^‰Våó ö ¯Kö Q†M+WaQRƒ Ï0 C9;D> E¥>E

1 C9D>E¥>EGF
]y

jud;^€ ֖^‰O5d ||A − A || YZO;dï°2QRWa^Våó ¯KQRM2W_Q†ƒ Ï= Yk]BóeTaY+[0^‰OKb B Y+U²Y­WaY+O;d=M+ƒ

1 2

ƒY„TaW_^‰ŽMZV–M+WDd=QRW 3 × 2 
1 F Ô

š y`w5™ oQiT A YZO;d B ]9Q n × n WaQ†Y+gKƒY„T_Wa^`PiQ†U† QiT Q ]5QÅY+OM+W_T_¯KM2b+M2O;YZg0ƒö Y„TaW_^‰ŽU_f;PD¯—T_¯5Y„T

kA − BQk ≤ kA − BXk VåM+WY+OBóœM2WFTa¯KM+b2M+O;Y+g˜ƒYZT_Wa^Ž X  ¯;QRO¶SKWaM„°+QTa¯;Y„T
Q eQ

Q = V U \K®À¯KQRWaQ A B = U ΣV 
F F
T T T

š y`w9š‡îX^h°+Q†O 
1 2 3


A = 2 3 4  .
5 6 7
ÂUFQÄTa¯KQ…WaQ†U_fKgTÀM+V ŒŽ=QRWDPi^`U_QyÏ= T_MUF¯;M„®‘T_¯5Y„TÀT_¯;QXM2WFTa¯KM+b2M+O;Y+gŠƒYZT_Wa^Ž
m ”o ]|z
 
−.2310 −.3905 .8912
Q = −.4824 .8414 .2436

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

.8449 .3736 .3827

^`U–UFf;PD¯T_¯;YZT kA−Qk ≤ kA−Xk , ®À¯KQ†W_Q X = { ö ¯KQUFQRT–M+V;YZghg 3×3 M+W_T_¯;M+b+M2O;YZg

ƒYZT_Wa^hPRQ†U } F F

 

š y`w5â j}Y2€ QRT A = 1 3  ŒŽ=SKWaQ†UaU A ^hOTaQRWaƒU.MZV ^‰TaUUF^hOKb2fKghY+WÊ°„YZghfKQ†UYZO5dUF^hOKb+f;ghY+W

1 2
ÚQ eo

°+QsP)TaM+WDUR
1 4

jå]5€œLNM+ƒSKfKT_Q (A A) f;UF^hOKb—T_¯;Q”‚0j‹ iÁM+V A 

T −1

š y`w5è j}Y2€cîXQRO;QRWDY„T_QXWDYZO;d=M2ƒg‰ó²Yö ƒY„T_Wa^‰Ž A M+V˜M2Wad=Q†W 16 ×ö 4 ]0ó²f;U_^‰O;b›]t ö Jt%4‘PRM+ƒ›g

ƒYZO;d­¬±ª;v˜é j r K\ B€i ¯KQ†O­°+Q†W_^‰Våó¶f;UF^hOKeb ]t
tj4 PRM+ƒƒYZO;d­¬±ª;v íTa¯;Y„T
Q

WDYZOK[ (A) = 4 
z Q Â

JM„® WafKO¿T_¯KQ“VåM+ghghM„®À^‰OKeb ]t ö

tj4 PiñM2ƒƒY+O;dzÇ [U, S, V ] = svd (A). ‚0QRT
S(4, 4) = 0 KPRM+ƒSKf=TaQ B = U S V  ¯;YZTJ^hUÀWDYZO;[ (B)z
W Q
∗ ∗ 0
ÿ

jå]5€œLNM+O5UÆTaW_f;PiT˜YÀƒY„TaW_^‰Ž C M+V=M+WDd=QRW 16×4 MZV=WaY+OK[ K ‹ŒQ†ö W_^‰Våójå^{€ŠT_¯5Y„T ||C−A|| ≥ 2

||B − A|| \Šju^‰^{€ ||C − A|| ≥ ||B − A|| f5UF^hOKh b ]ªt

t%4ïPRM+ƒƒYZO;d²v–t5?¬ A‘
5Ô F

ñ
2 2 2
Q

j}P†€ ¯;YZTJ^hUTa¯KQd=^`UÆTDYZO;PRQXM+V B VåWaM+ƒ Az

F 2 2

jud;^€ ֖^‰O5d“Y—ƒY„TaW_^‰Ž D MZV–WaY+OK[ ”T_¯5Y„TJ^`UÀPighM2U_Q†UFTTaM A 

r]

š yh9ê oQiT
Q 
1 1 1 1

 0 .0001 1 1 
A=
 0

0 0.0001 1 
0 0 0 1
֖^hO;dTa¯KQÄd=^hUFTaY+O;PiQÂMZV A VåWaM+ƒ T_¯KQXOKQsYZWaQ†UFTNUF^hOKb2fKghY+WNƒYZT_Wa^ŽzÖ˜^hO;dçYS9QRW_T_fKWa];Y„Ta^‰M2O
®À¯;^hPD¯c®À^hg‰gzƒYZ[2Q A UF^hOKb+f;ghY+W†.LNM+ƒS;Y+W_QÂT_¯;QUF^hÃRQÄMZV–T_¯;^hU¥S9QRW_T_fKWa];YZT_^hM+O“®À^Ta¯ |σ |  4

i i
 i

ú ÿ ú+ü
 }  Ä{=Y=¦ÁÅ¢Ê ÃÌPÅ5ÿˆÃBºBÄ#Ð p¤ ÇBÊÛÌ{= `

š yho| QiT A = U ΣV ]9QT_¯;Q²UF^hOKb+f;ghY+W…°±Y+g‰f;Q²d=Q†PRM+ƒS5MBUF^‰T_^hM+O (SV D) M+V¥Y“WDYZO;ö d=M2ƒg‰ó

T

b+QRO;QRWDY„T_Qsd 15 × 10 ƒY„TaW_^‰Ž A = WaY+O;djr K\ÐrPs2€i\NM2]=TaY+^‰OKQsd ]Bóef;U_^‰OKb¸]t

tj4
†Q

PiM+ƒƒYZO5d [U, S, V ] = svd(A).

{ Q

‚0QiT S(8, 8) = S(9, 9) = S(10, 10) = 0 NLNM2ƒ—S;f=T_Q B = U ∗ S ∗ V  0

֘^hO;d@T_¯KQ]9Q†UFTYZSK SKWaM±Ž=^‰ƒYZT_^hM+O£M+V.T_¯;Q—ƒYZT_Wa^Ž B ^hOäTa¯KQ—VåM+WaƒcÇ B ≈ P x y  r T

UFf;PD¯T_¯;YZT ||B − x y || = ƒ^hOK^hƒ”fKƒc\=®À¯KQ†W_Q x Y+O;d y Y+W_QX°+QsP)TaM+WDUR\=YZO5d r

P r T
i=1 i i

^hUTa¯KQ…WaY+OK[²M+V B  i=1 i i 2 i i

š yhŠ(w ÖKM+WXƒY„TaW_^`PiQsU A YZO5d B ^‰O nB¬„p+r}•†n¿š yho|5\9õ;O5däY+O@M+W_T_¯;M+b+M2O;YZg˜ƒY„T_Wa^‰Ž Q UFf5PD¯

T_¯;YZT ||A −ö BQ|| ^`UÀƒ^‰O;^‰ƒ^hÃRQ†d Jj œruvŠq Q = V U \=®À¯KQRWaQ A B = U ΣV €i
N[)\
T T T

j ÅU_‘Q ]t
tj4‡PRM+ƒƒYZO;d“• é T_MU_M+gh°+QXT_¯;^hUÀS;W_M2]Kg‰Q†ƒ²€)
2 >d Ex
>m Q ïZ

š yh9 juY2V€ iÂQR°+Q†g‰M2SœYZOcYZghb+M+Wa^‰T_¯Kƒ VåM2WJUFM2g‰°0^hOKb Ax = b f;UF^hOKb—T_¯;Q‚0j‹ iÚMZV A LNM+ƒS;Y+W_Q

T_¯;ë QQ ²Pi^hQRO;PRó@M+V.T_¯;^hUY+g‰b2M+Wa^Ta¯Kƒ ®À^‰T_¯?T_¯KMBUFQM+V¥îÄY+f;U_U_^`YZO?QRgh^‰ƒ^hO;Y„Ta^‰M2O?Y+O;d
ò VuY+PiT_M+Wa^hÆY„Ta^‰M2OSKWaM=PiQsU_U_Q†UNVåM+WJU_M+gh°0^‰O;b Ax = b 
?Ð

jå]5€ ÊWaM„°+QÅT_¯;YZT¥Y—UFƒY+g‰gzU_^‰OKb2fKg`YZW°±Y+g‰f;QÂM+V A U_^hb+O;Y+ghU.T_¯KQ…U_QRO;U_^‰T_^h°B^‰TÆóMZV Ta¯KQ…UFM2g‰Yf g

T_^hM+OcM+V Ax = b .LNM+O5UÆTaW_f;PiTJYZOcQiŽKYZƒSKghQXT_Md=Q†ƒ—M2O;UFT_WDY„T_QXTa¯K^hU†
rX

File .../NLA-2007/book.tex, 10/9/2008 at 13:09, version FINAL/EC

š yh5ˆ ÊW_M„°2Q…T_¯5Y„TÅTa¯KQUF^hOKb+f;ghY+WÅ°„YZghfKQ†UÂMZñ V.YçUFó0ƒƒQiTaW_^`PS9M2U_^Ta^‰°2Qd=QRõ;OK^‰T_Q—ƒY„T_Wa^‰Ž A YZWaQ
T_¯KQÅUaYZƒQJY2U%^TDU.U_^‰OKb2fKg`YZWŒ°„YZghfKQ†U† ¯;Y„T.Y+W_Q¥Ta¯KQJWaQRg`Y„Ta^‰M2O;UF¯;^‰S;U%]9QiTÆ®QRQ†OT_¯KQÅQR^hb+QROYg
X

°+Q†PiT_M2WaU¥YZO5dWa^‰b2¯BTÀY+O;dçg‰QRV{TÅUF^hOKb+f;ghY+WÀ°+Q†PiT_M2WaU#z
Ÿ\¡¢•;4‡²”Œ¾˜1œe•; Ÿ\¡¢•v•
Œ
ž“B’”•&œÞ² œ Œ
ž“B’X•&œK…%†ˆ…a–¤+˜ …;†¦;†‰ øܸ

š yhŠ’ ÊW_M„°2Q”Ta¯;Y„T^‰V P ^hU…T_¯KQM2WFTa¯KM+b2M+O;Y+g˜SKWaM ÆQsP)Ta^‰M2OäM2O2TaM S \ T_¯;QRO I − P ^`UXT_¯;QM+Wng

T_¯KM2b+M+O5YZgŠSKWaM ÆQ†PiT_^hM+OçM+OBT_M S 
X s ˆ s
⊥
ˆ

š yh9™ ÊW_M„°2Q–T_¯;YZTNjå^{€ P = A(A A) A \0jå^h^`€ P = I−A(A T −1 T

ñ ¯;Y„TÅA)Y+W_QXT_A¯;Q”\„PiY2M2U_ƒ—U_fKS;ƒf=Ta^‰O;YZb¥T_^hT_M+¯;O;YZY+T g
T −1 T

A ¯;Y+U¥Våf;g‰g WDYZO;[9\5YZO;d¶jå^h^h^`€ b = P b, b = P b 
X A N

d=WaY±®À]5Y+PD[=U–MZVzPiM+ƒSKfKT_^hOKb P f;U_^hOKbÄT_¯KQsUFQÅQiŽ=SKWaQ†UaUF^hM+O;#U z § g‰ghf;UFT_WDY„T_Q¥Ta¯KQÅd=^ ²PifKg‰T_^hQ†U

R A N N

®À^Ta¯cY—O0fKƒQRWa^`PRYZgŠQRŽ=Y+ƒSKg‰Q2 A Ð

š yhŠš ñ Wa^TaQ…YSKW_M0M+V ö ¯KQRM2W_Q†ƒ Ï0”r?Ï^hOcdKQiTaY+^‰g`U†

C9D>EGD>EIH 

š yh9â ÖKM+WÀƒYZT_Wa^Ž A ^hO ŒŽ=QRWDPi^`UF¨Q Ï0 5j}Y2€i\KYZO;d b = (1, 2, 3) \Kf5UF^hOKb]5M+T_¯@ò ë YZO;dc‚0o‹ i”\
T

PiM+ƒSKfKT_Qjå^{€ P YZO5d P \˜jå^h^`€ b YZO;d b 

Úo

A N R N

š yh9èîX^‰°2QRO  
1 3
A = 2 4
3 5

YZO;d“PD¯KM0M2U_^‰O;b B DW YZO;dKM+ƒg‰óM+V%Y+SKSKWaM+SKWa^`Y„T_QXM+WDd=Q†W†\=PiM2ƒSKf=T_Q BR Y+O;d BN 

i i
 i

ú+ý2û þ%ÿ
þ þ

      !#"%$&  $('  &)#*   +

š´
3 µ´
µ ™ –˜Õµ×´
3 ±à” µ Ÿ\¡¢•;4‡²”Œ¾˜1œe•;±r±–¤£“pŒ+¡V…

m “ª=q†ª¶•sn2q t;¬ ¬±t RunBA­•¨_ y`š yu|9~J_ y{šzy{wz~oª;v˜é _ y`š yh

.T
S
Vn x

jå^{€ A = 20 × 15 WDYZO5d=M+ƒ ƒYZT_Wa^Ž

jå^h^{€ u = M+OKQsU…j r =\ rs€ {

ju^‰^h^{€ u = u = u = (1, 2, 3, 4, . . . , 15) 

ñ Wa^‰T_Q…Yh]ªt ö
t%4‘SKW_M2b+WDYZƒ ©JA¿ª=qÂ^hOçT_¯KQXVåM+ghghM„®À^‰OKbVåM+WaƒY„TT_Mp+tAk«%ùoqsn“r.A b
T
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