[Math] 2×2 Fibonacci matrix singular value decomposition

linear algebramatrices

$A = \left[\begin{array}[c]{rr}1 & 1\\1 & 0\end{array}\right]$

I am supposed to find all the eigenvalues and vectors for this matrix so that $Av=σu$ and then form a singular value decomposition $UΣVᵀ$ and show that $A=UΣVᵀ$.

I have attempted this so many times and just keep getting so confused with what the question really wants, since I get something very complicated, as I get when I try to solve it. However, when I look at a similar markscheme it's quite simply put, but I don't understand how.

I know that I can use $det(AᵀA)$ to get $σ^2$ or I can get σ with $det(A-λI)$. So those give me the same, which are the diagonals of $Σ$ and the rest of $Σ$ consists of zeros.

So I get

$$\Sigma = \left(
\begin{array}{cc}
\sqrt{\frac{1}{2} \left(3+\sqrt{5}\right)} & 0 \\
0 & \sqrt{\frac{1}{2} \left(3-\sqrt{5}\right)} \\
\end{array}
\right)$$

and $v_1$ and $v_2$ I calculated to be as follows

$v_1$$=$$\left[\begin{array}[c]{r}(1+√5)/2\\1\end{array}\right]$

$v_2$$=$$\left[\begin{array}[c]{r}(1-√5)/2\\1\end{array}\right]$

After that am I not supposed to convert it to the unit vector? That comes out really messy…

I just feel like I'm doing something wrong because it's not supposed to be a very complicated question, and if I continue from here it gets way ugly. I'm not sure how I am supposed to show what they're asking for.

Also, I believe $u_1=v_1$ and $u_2=-v_2$, but how are those calculated?
Another note – can this be done by keeping the eigenvectors as variables instead of substituting the values? Maybe that would not come out as complicated.

Best Answer

We are given:

$$A = \begin{bmatrix}1 & 1\\1 & 0 \end{bmatrix}$$

We have:

$$W = A^T A = \begin{bmatrix}2 & 1\\1 & 1 \end{bmatrix}$$

The characteristic polynomial and eigenvalues of W are:

$$\lambda^2 +3 \lambda -1 = 0 \implies \lambda_1 = \frac{1}{2} \left(3-\sqrt{5}\right), ~ \lambda_2 = \frac{1}{2} \left(3+\sqrt{5}\right)$$

This gives us the singular values:

$$\sigma_1= \sqrt{\frac{1}{2} \left(3-\sqrt{5}\right)}, ~ \sigma_2= \sqrt{\frac{1}{2} \left(3+\sqrt{5}\right)}$$

The eigenvectors of $W$ are:

$$v_1 = \begin{bmatrix} \frac{1}{2} \left(1-\sqrt{5}\right) \\ 1 \end{bmatrix}, ~ v_2 = \begin{bmatrix} \frac{1}{2} \left(1+\sqrt{5}\right) \\ 1 \end{bmatrix}$$

Normalizing these eigenvectors, we have:

$$v_1 = \begin{bmatrix} \frac{1+\sqrt{5}}{2 \sqrt{\frac{1}{4} \left(1+\sqrt{5}\right)^2+1}} \\ \frac{1}{\sqrt{\frac{1}{4} \left(1+\sqrt{5}\right)^2+1}} \end{bmatrix}, ~ v_2 = \begin{bmatrix} \frac{1-\sqrt{5}}{2 \sqrt{\frac{1}{4} \left(1+\sqrt{5}\right)^2+1}} \\ \frac{1}{\sqrt{\frac{1}{4} \left(1-\sqrt{5}\right)^2+1}} \end{bmatrix}$$

Now, we can write $W = U \Sigma V^T$ as:

$$U = \left( \begin{array}{cc} \frac{\frac{1}{2} \left(1+\sqrt{5}\right)+1}{\sqrt{\frac{1}{4} \left(1+\sqrt{5}\right)^2+\left(\frac{1}{2} \left(1+\sqrt{5}\right)+1\right)^2}} & \frac{\frac{1}{2} \left(1-\sqrt{5}\right)+1}{\sqrt{\frac{1}{4} \left(1-\sqrt{5}\right)^2+\left(\frac{1}{2} \left(1-\sqrt{5}\right)+1\right)^2}} \\ \frac{1+\sqrt{5}}{2 \sqrt{\frac{1}{4} \left(1+\sqrt{5}\right)^2+\left(\frac{1}{2} \left(1+\sqrt{5}\right)+1\right)^2}} & \frac{1-\sqrt{5}}{2 \sqrt{\frac{1}{4} \left(1-\sqrt{5}\right)^2+\left(\frac{1}{2} \left(1-\sqrt{5}\right)+1\right)^2}} \\ \end{array} \right)$$

$$\Sigma = \left( \begin{array}{cc} \sqrt{\frac{1}{2} \left(3+\sqrt{5}\right)} & 0 \\ 0 & \sqrt{\frac{1}{2} \left(3-\sqrt{5}\right)} \\ \end{array} \right)$$

$$V = \left( \begin{array}{cc} \frac{1+\sqrt{5}}{2 \sqrt{\frac{1}{4} \left(1+\sqrt{5}\right)^2+1}} & \frac{1-\sqrt{5}}{2 \sqrt{\frac{1}{4} \left(1-\sqrt{5}\right)^2+1}} \\ \frac{1}{\sqrt{\frac{1}{4} \left(1+\sqrt{5}\right)^2+1}} & \frac{1}{\sqrt{\frac{1}{4} \left(1-\sqrt{5}\right)^2+1}} \\ \end{array} \right)$$

Notes:

  • Recall: The columns of V are called the right singular vectors. The columns of U are called the left singular vectors. To find $U$, we calculate the columns as:

$$u_1 = \dfrac{1}{\sigma_1} A v_1, ~ u_2 = \dfrac{1}{\sigma_2} A v_2$$

Care needs to be taken when one or both of the eigenvalues are zero!

This SVD can also be written as:

$$\sigma_1~u_1~v_1^T + \sigma_2~u_2~v_2^T$$

  • Recall we need to form $V^T$ when writing this out.
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