Let M in RR^(m xx n) be a matrix with rank(M)=r and let M=U Sum V^(TT) be its compact SVD decomposition. In other words -U in R_(m xx r) is semi-orthogonal i.e. U^(TT)U=I_r -Σ in RR_(r xx r) is diagonal with strictly positive entries -V in RR_(n xx r) is semi-orthogonal i.e. V^(TT)V=I_r What is the rank of UV^(TT)?

Raina Gomez

Raina Gomez

Answered question

2022-09-25

Let M R m × n be a matrix with rank ( M ) = r and let M = U Σ V be its compact SVD decomposition. In other words
U R m × r is semi-orthogonal i.e. U U = I r
Σ R r × r is diagonal with strictly positive entries
V R n × r is semi-orthogonal i.e. V V = I r
What is the rank of U V ?

Answer & Explanation

Phoenix Morse

Phoenix Morse

Beginner2022-09-26Added 10 answers

If y Col ( U V T ) then y = U V T x for some x R n and so
y = U V T x = U ( V T x ) Col ( U )
On the other hand, if y Col ( U ) ,, then y = U x for some x R r and so
y = U x = U I r x = U V T ( V x ) Col ( U V T )
This shows Col ( U ) = Col ( U V T ) and since rank ( U ) = r (columns of U are orthogonal) we must also have rank ( U V T ) equaling r as well.

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