[Math] SVD with singular matrix

matricesmatrix decompositionsvd

How does SVD work if the $A^TA$ matrix is singular? Lets say that the matrix looks like $$\begin{matrix}X & 0 \\0 & 0 \\\end{matrix} $$ Where X is an arbitrary real valued number. Is it still possible to obtain $\Sigma$ ? or will it now be in Jordan form? What about the case of repeated Eignevalues? how will this now impact $\Sigma$ along with $U$ and $V$ Matrix?

Best Answer

Singular value decomposition works the same whether A$^{\mathrm T}$A is singular or not or whether it has multiple eigenvalues or not. In all cases, $\Sigma$ will be diagonal (not necessarily of the form of the corresponding matrix in the Jordan decomposition).

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