[Math] Row space and column space for SVD

linear algebramatricessvd

I have two questions.

  1. I know if I multiply a matrix like $A$ by vector $x$ then $Ax$ is like linear combination of columns of $A$. Now I would like to know what is the intuition when I multiply a matrix $A$ by another matrix $V$ so how can I imagine $AV$ like $Ax$?

  2. In terms of $\operatorname{SVD}$: $AV=U\Sigma$ why here $U$ is considered as a column space of $A$ and more importantly $V$ is in row space of $A$?

Best Answer

For question 1, you can regard the matrix $V$ as $n$ columns of $v_i, i = 1, 2, \ldots, n$. The product $AV$ is just columns of $Av_i, i = 1, 2, \ldots, n$.

For question 2, the SVD have two important properties

$$ Av_i = \sigma_i u_i \quad \forall i=1,2,\ldots,r$$ $$ A^Tu_i = \sigma_i v_i \quad \forall i=1,2,\ldots,r$$

We see that each $u_i$ is in the column space $C(A)$ of $A$ and each $v_i$ is in the column space $C(A^T)$ of $A^T$ but $C(A^T)$ is nothing but the row space of $A$.

More importantly, we have

$$ R(A) = span\{u_1, u_2, \dots u_r\} $$ $$ N(A) = span\{v_{r+1}, v_{r+2}, \dots v_m\} $$ $$ R(A^T) = span\{v_1, v_2, \dots v_r\} $$ $$ N(A^T) = span\{u_{r+1}, u_{r+2}, \dots u_n\} $$