Given a matrix Y in R^(mxn). Find a transformation matrix Θ in R^(nxp) such that 1/m Θ^T Y^T YΘ=Ipxp, where Ipxp is identity matrix.

Colten Andrade

Colten Andrade

Answered question

2022-09-21

Given a matrix Y R m × n . Find a transformation matrix Θ R n × p such that
1 m Θ T Y T Y Θ = I p × p ,
where 𝐼𝑝×𝑝 is identity matrix.
My attempt: 1 m Y Θ is orthogonal matrix and tried to find Θ satisfies it but that doesn't work.

Answer & Explanation

Ashly Sanford

Ashly Sanford

Beginner2022-09-22Added 9 answers

This can only work if Y has full rank. Now Θ could perform the basis transformation from the Gram-Schmidt procedure.

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