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Question: singularvalues and eigenvectors

Question:singularvalues and eigenvectors

Gillee 232 Maple 2023
linearalgebra eigenvalues eigenvectors singularvalues
March 12 2024
2

 

WHY DOES THE TRANSPOSE OF Vt DETERMINED BY THE FUNCTION SingularValues NOT AGREE WITH THE evectors CALCULATED BY THE FUNCTION Eigenvectors?

 

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restart:
with(LinearAlgebra):
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X := Matrix([[8.79,9.93,9.83,5.45,3.16],
           [6.11,6.91,5.04,-0.27,7.98],
           [-9.15,-7.93,4.86,4.85,3.01],
           [9.57,1.64,8.83,0.74,5.80],
           [-3.49,4.02,9.80,10.00,4.27],
           [9.84,0.15,-8.99,-6.02,-5.31]],
           datatype=float[8],order=Fortran_order);

Matrix(6, 5, {(1, 1) = 8.79, (1, 2) = 9.93, (1, 3) = 9.83, (1, 4) = 5.45, (1, 5) = 3.16, (2, 1) = 6.11, (2, 2) = 6.91, (2, 3) = 5.04, (2, 4) = -.27, (2, 5) = 7.98, (3, 1) = -9.15, (3, 2) = -7.93, (3, 3) = 4.86, (3, 4) = 4.85, (3, 5) = 3.01, (4, 1) = 9.57, (4, 2) = 1.64, (4, 3) = 8.83, (4, 4) = .74, (4, 5) = 5.8, (5, 1) = -3.49, (5, 2) = 4.02, (5, 3) = 9.8, (5, 4) = 10.0, (5, 5) = 4.27, (6, 1) = 9.84, (6, 2) = .15, (6, 3) = -8.99, (6, 4) = -6.02, (6, 5) = -5.31})

 (1)
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U,S,Vt:= SingularValues(X, output = ['U', 'S', 'Vt'],thin=true)

U, S, Vt := Matrix(6, 5, {(1, 1) = -.591142376412437, (1, 2) = .263167814714055, (1, 3) = .355430173862827, (1, 4) = .314264362726927, (1, 5) = .229938315364748, (2, 1) = -.397566794202426, (2, 2) = .243799027926330, (2, 3) = -.222390000685446, (2, 4) = -.753466150953458, (2, 5) = -.363589686697497, (3, 1) = -0.334789690624459e-1, (3, 2) = -.600272580693583, (3, 3) = -.450839268922308, (3, 4) = .233449657244714, (3, 5) = -.305475732747932, (4, 1) = -.429706903137018, (4, 2) = .236166806281125, (4, 3) = -.685862863873811, (4, 4) = .331860018200310, (4, 5) = .164927634884511, (5, 1) = -.469747921566658, (5, 2) = -.350891398883703, (5, 3) = .387444603099673, (5, 4) = .158735559582156, (5, 5) = -.518257437353535, (6, 1) = .293358758464403, (6, 2) = .576262119133891, (6, 3) = -0.208529179808710e-1, (6, 4) = .379077667060160, (6, 5) = -.652551600592398}), Vector(6, {(1) = 27.4687324182218, (2) = 22.6431850097747, (3) = 8.55838822848258, (4) = 5.98572320151213, (5) = 2.01489965871576, (6) = 0.}), Matrix(5, 5, {(1, 1) = -.251382792720498, (1, 2) = -.396845551776930, (1, 3) = -.692151007470363, (1, 4) = -.366170444772230, (1, 5) = -.407635238653352, (2, 1) = .814836686086339, (2, 2) = .358661500188002, (2, 3) = -.248888011159285, (2, 4) = -.368593537944618, (2, 5) = -0.979625692668875e-1, (3, 1) = -.260618505584221, (3, 2) = .700768209407253, (3, 3) = -.220811446720437, (3, 4) = .385938483188542, (3, 5) = -.493250142851024, (4, 1) = .396723777130597, (4, 2) = -.450711241216643, (4, 3) = .251321149693754, (4, 4) = .434248601436671, (4, 5) = -.622684072035804, (5, 1) = -.218027763686546, (5, 2) = .140209949871121, (5, 3) = .589119449239943, (5, 4) = -.626528250364817, (5, 5) = -.439551692342332})

 (2)
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SDM:= DiagonalMatrix(S[1..5],5,5)

Matrix(5, 5, {(1, 1) = 27.46873241822184, (1, 2) = 0., (1, 3) = 0., (1, 4) = 0., (1, 5) = 0., (2, 1) = 0., (2, 2) = 22.643185009774694, (2, 3) = 0., (2, 4) = 0., (2, 5) = 0., (3, 1) = 0., (3, 2) = 0., (3, 3) = 8.558388228482578, (3, 4) = 0., (3, 5) = 0., (4, 1) = 0., (4, 2) = 0., (4, 3) = 0., (4, 4) = 5.985723201512132, (4, 5) = 0., (5, 1) = 0., (5, 2) = 0., (5, 3) = 0., (5, 4) = 0., (5, 5) = 2.014899658715757})

 (3)

THIS EQUALS TO ORIGINAL X MATRIX

 

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U.SDM.Vt

Matrix(6, 5, {(1, 1) = 8.789999999999997, (1, 2) = 9.93, (1, 3) = 9.829999999999995, (1, 4) = 5.449999999999993, (1, 5) = 3.159999999999998, (2, 1) = 6.1099999999999985, (2, 2) = 6.9099999999999975, (2, 3) = 5.0399999999999965, (2, 4) = -.26999999999999996, (2, 5) = 7.980000000000001, (3, 1) = -9.14999999999999, (3, 2) = -7.930000000000001, (3, 3) = 4.859999999999987, (3, 4) = 4.849999999999992, (3, 5) = 3.009999999999995, (4, 1) = 9.569999999999997, (4, 2) = 1.6399999999999977, (4, 3) = 8.82999999999999, (4, 4) = .7399999999999956, (4, 5) = 5.799999999999994, (5, 1) = -3.489999999999992, (5, 2) = 4.019999999999998, (5, 3) = 9.799999999999985, (5, 4) = 9.999999999999988, (5, 5) = 4.269999999999993, (6, 1) = 9.83999999999999, (6, 2) = .15000000000000033, (6, 3) = -8.989999999999982, (6, 4) = -6.0199999999999925, (6, 5) = -5.309999999999993})

 (4)
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X -~ U.SDM.Vt

Matrix(6, 5, {(1, 1) = 0.1776356839e-14, (1, 2) = 0., (1, 3) = 0.5329070518e-14, (1, 4) = 0.7105427358e-14, (1, 5) = 0.2220446049e-14, (2, 1) = 0.1776356839e-14, (2, 2) = 0.2664535259e-14, (2, 3) = 0.3552713679e-14, (2, 4) = -0.5551115123e-16, (2, 5) = -0.8881784197e-15, (3, 1) = -0.1065814104e-13, (3, 2) = 0.8881784197e-15, (3, 3) = 0.1332267630e-13, (3, 4) = 0.7993605777e-14, (3, 5) = 0.4884981308e-14, (4, 1) = 0.3552713679e-14, (4, 2) = 0.2220446049e-14, (4, 3) = 0.1065814104e-13, (4, 4) = 0.4440892099e-14, (4, 5) = 0.6217248938e-14, (5, 1) = -0.7993605777e-14, (5, 2) = 0.1776356839e-14, (5, 3) = 0.1598721155e-13, (5, 4) = 0.1243449788e-13, (5, 5) = 0.6217248938e-14, (6, 1) = 0.1065814104e-13, (6, 2) = -0.3330669074e-15, (6, 3) = -0.1776356839e-13, (6, 4) = -0.7105427358e-14, (6, 5) = -0.6217248938e-14})

 (5)

EIGENVALUES

 

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S*~S

Vector(6, {(1) = 754.5312606638714, (2) = 512.7138273868854, (3) = 73.24600906942915, (4) = 35.82888224512065, (5) = 4.059820634692874, (6) = 0.})

 (6)

EIGENVECTORS

 

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Transpose(Vt)

Matrix(5, 5, {(1, 1) = -.2513827927204978, (1, 2) = .8148366860863387, (1, 3) = -.2606185055842209, (1, 4) = .39672377713059703, (1, 5) = -.21802776368654583, (2, 1) = -.3968455517769299, (2, 2) = .35866150018800186, (2, 3) = .7007682094072526, (2, 4) = -.45071124121664313, (2, 5) = .1402099498711206, (3, 1) = -.6921510074703628, (3, 2) = -.2488880111592855, (3, 3) = -.22081144672043732, (3, 4) = .2513211496937536, (3, 5) = .5891194492399427, (4, 1) = -.3661704447722298, (4, 2) = -.3685935379446182, (4, 3) = .3859384831885419, (4, 4) = .434248601436671, (4, 5) = -.6265282503648171, (5, 1) = -.4076352386533523, (5, 2) = -0.979625692668875e-1, (5, 3) = -.4932501428510237, (5, 4) = -.6226840720358041, (5, 5) = -.4395516923423325})

 (7)

COMPARE LINE (6) AND THE evalues OF  LINE  (8), IN AGREEMENT.

 

COMPARE LINE (7) AND THE evectors OF LINE (8), NOT IN AGREEMENT.

 

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evalues, evectors:= Eigenvectors(Transpose(X).X)

evalues, evectors := Vector(5, {(1) = 754.531260663872+0.*I, (2) = 512.713827386885+0.*I, (3) = 73.2460090694292+0.*I, (4) = 35.8288822451207+0.*I, (5) = 4.05982063469289+0.*I}), Matrix(5, 5, {(1, 1) = -.251382792720496+0.*I, (1, 2) = -.814836686086340+0.*I, (1, 3) = -.260618505584220+0.*I, (1, 4) = .396723777130597+0.*I, (1, 5) = .218027763686546+0.*I, (2, 1) = -.396845551776929+0.*I, (2, 2) = -.358661500188003+0.*I, (2, 3) = .700768209407252+0.*I, (2, 4) = -.450711241216643+0.*I, (2, 5) = -.140209949871121+0.*I, (3, 1) = -.692151007470364+0.*I, (3, 2) = .248888011159284+0.*I, (3, 3) = -.220811446720437+0.*I, (3, 4) = .251321149693753+0.*I, (3, 5) = -.589119449239943+0.*I, (4, 1) = -.366170444772231+0.*I, (4, 2) = .368593537944617+0.*I, (4, 3) = .385938483188543+0.*I, (4, 4) = .434248601436671+0.*I, (4, 5) = .626528250364817+0.*I, (5, 1) = -.407635238653353+0.*I, (5, 2) = 0.979625692668865e-1+0.*I, (5, 3) = -.493250142851024+0.*I, (5, 4) = -.622684072035804+0.*I, (5, 5) = .439551692342333+0.*I})

 (8)
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sdm:= DiagonalMatrix(evalues[1..5],5,5)

Matrix(5, 5, {(1, 1) = 754.5312606638715+0.*I, (1, 2) = 0.*I, (1, 3) = 0.*I, (1, 4) = 0.*I, (1, 5) = 0.*I, (2, 1) = 0.*I, (2, 2) = 512.7138273868852+0.*I, (2, 3) = 0.*I, (2, 4) = 0.*I, (2, 5) = 0.*I, (3, 1) = 0.*I, (3, 2) = 0.*I, (3, 3) = 73.2460090694292+0.*I, (3, 4) = 0.*I, (3, 5) = 0.*I, (4, 1) = 0.*I, (4, 2) = 0.*I, (4, 3) = 0.*I, (4, 4) = 35.82888224512066+0.*I, (4, 5) = 0.*I, (5, 1) = 0.*I, (5, 2) = 0.*I, (5, 3) = 0.*I, (5, 4) = 0.*I, (5, 5) = 4.0598206346928905+0.*I})

 (9)

THIS SHOULD EQUAL TO THE ORIGINAL X MATRIX??

 

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U.sdm.Transpose(evectors)

Matrix(6, 5, {(1, 1) = 0.6552908001635141e-1+0.*I, (1, 2) = 141.65095872384822+0.*I, (1, 3) = 338.83755003799257+0.*I, (1, 4) = 228.5810832324622+0.*I, (1, 5) = 175.59568314998398+0.*I, (2, 1) = -33.23139659260195+0.*I, (2, 2) = 75.17135144556929+0.*I, (2, 3) = 236.421687561631+0.*I, (2, 4) = 136.98207278415265+0.*I, (2, 5) = 158.72195870452097+0.*I, (3, 1) = 268.7849531650388+0.*I, (3, 2) = 93.67237457619457+0.*I, (3, 3) = -48.99100376421241+0.*I, (3, 4) = -114.08088481922744+0.*I, (3, 5) = -9.317711776596651+0.*I, (4, 1) = .7955765643196264+0.*I, (4, 2) = 44.582065761106776+0.*I, (4, 3) = 268.23773062231106+0.*I, (4, 4) = 149.54848119026994+0.*I, (4, 5) = 161.6981236670314+0.*I, (5, 1) = 230.09623253311864+0.*I, (5, 2) = 222.80201293072588+0.*I, (5, 3) = 196.9514995697131+0.*I, (5, 4) = 75.57668964466434+0.*I, (5, 5) = 108.39382140065305+0.*I, (6, 1) = -291.18409102891843+0.*I, (6, 2) = -200.6307865795955+0.*I, (6, 3) = -74.35923030344051+0.*I, (6, 4) = 31.501149679670085+0.*I, (6, 5) = -70.1539507795088+0.*I})

 (10)
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X -~ U.sdm.Transpose(evectors)

Matrix(6, 5, {(1, 1) = 8.724470919983649+0.*I, (1, 2) = -131.7209587238482+0.*I, (1, 3) = -329.0075500379926+0.*I, (1, 4) = -223.1310832324622+0.*I, (1, 5) = -172.435683149984+0.*I, (2, 1) = 39.34139659260195+0.*I, (2, 2) = -68.26135144556929+0.*I, (2, 3) = -231.381687561631+0.*I, (2, 4) = -137.25207278415266+0.*I, (2, 5) = -150.74195870452098+0.*I, (3, 1) = -277.9349531650388+0.*I, (3, 2) = -101.60237457619456+0.*I, (3, 3) = 53.85100376421241+0.*I, (3, 4) = 118.93088481922743+0.*I, (3, 5) = 12.32771177659665+0.*I, (4, 1) = 8.774423435680374+0.*I, (4, 2) = -42.942065761106775+0.*I, (4, 3) = -259.4077306223111+0.*I, (4, 4) = -148.80848119026993+0.*I, (4, 5) = -155.8981236670314+0.*I, (5, 1) = -233.58623253311865+0.*I, (5, 2) = -218.78201293072587+0.*I, (5, 3) = -187.15149956971308+0.*I, (5, 4) = -65.57668964466434+0.*I, (5, 5) = -104.12382140065306+0.*I, (6, 1) = 301.0240910289184+0.*I, (6, 2) = 200.7807865795955+0.*I, (6, 3) = 65.36923030344052+0.*I, (6, 4) = -37.52114967967009+0.*I, (6, 5) = 64.8439507795088+0.*I})

 (11)
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