阿摩線上測驗
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阿摩線上測驗
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Problem 3. Let 
denote the set of real m x n matrices
and the set of real n x 1 column vectors, respectively, and let 
denote the set
of real n x n symmetric positive semidefinite (PSD) matrices. This problem
includes two parts as follows:
with r singular values σ1, . ,
consisting of the associated r left singular vectors and 
,
consisting of the associated r right singular vectors.
such that 
, and 
;