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SVD: singular values and eigenvalues #609

Closed nfzd closed 3 years ago

nfzd commented 3 years ago

Describe the mistake p. 127 states: "The nonzero singular values of A are the square roots of the nonzero eigenvalues of A A^T and are equal to the nonzero eigenvalues of A^T A."

But: above it says that the singular values are the square roots of both the eigenvalues of A^T A (p.123 Eq. 4.75) and of the eigenvalues of A A^T (p. 124 below Eq. 4.78).

Location

  1. version 2020-09-12
  2. Chapter 4
  3. page 127
  4. last second-level bullet point

Proposed solution Rewrite the bullet point in the summary on p. 127: "The nonzero singular values of A are the square roots of the nonzero eigenvalues of both A A^T and A^T A." (or a better formulation)

Notes Confirmed via Wikipedia.

mpd37 commented 3 years ago

Thanks. That's a good suggestion.