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Unformatted text preview: Jacobs University Bremen School of Engineering and Science Peter Oswald Fall Term 2010 120201 ESM3A — Problem Set 5 Issued: 5.10.2010 Due: Wednesday 13.10.2010 (in class) This homework deals with properties of the SVD Consult the textbook by G. Strang [S] (or any other text on the subject of matrix calculations and linear algebra) and the script [MK] by K. Mallahi-Karai. Note that you should start the review of the material on linear algebra (eigenvalue problem, Jordan normal form (and its applications), LU, QR, SVD, least-squares problems) to prepare for the midterm on Monday Oct. 25th (East Wing of IRC, be there at 9:40am, bring picture ID !). There will be one more homework (due on Wednesday Oct. 20) covering the early parts of probability before the test, and one probability problem on the midterm. 5.1. Find the ”economic” SVD (10 pts) and the full SVD (additional 4 pts.) of the matrix A = 1 2 2 1 1 0 1 0 ....
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- Spring '11
- Prof. Dr. Peter Oswald