Singular Values Calculation:
where \(\lambda_i\) are the non-negative eigenvalues of \(A^TA\) (or \(AA^T\)), ordered decreasingly
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The singular values (σ_i) of a matrix are the square roots of the non-negative eigenvalues of \(A^TA\) (or \(AA^T\)). They provide important information about the matrix's properties and are fundamental in singular value decomposition (SVD).
The calculator uses the following mathematical relationship:
Where:
Explanation: The singular values are always non-negative real numbers, ordered from largest to smallest.
Details: Singular values are crucial in many applications including matrix approximations, principal component analysis (PCA), signal processing, and solving least squares problems.
Tips: Enter your matrix using comma separated values within rows and semicolon separated rows. For example: "1,2,3;4,5,6;7,8,9" for a 3×3 matrix.
Q1: What's the relationship between singular values and eigenvalues?
A: For square symmetric matrices, singular values are absolute values of eigenvalues. For general matrices, they're related via \(A^TA\) or \(AA^T\).
Q2: How many singular values does a matrix have?
A: An m×n matrix has min(m,n) singular values.
Q3: What does a zero singular value indicate?
A: It indicates linear dependence in the matrix columns/rows and that the matrix is rank-deficient.
Q4: Are singular values always real numbers?
A: Yes, singular values are always non-negative real numbers, even for complex matrices.
Q5: What's the condition number of a matrix?
A: It's the ratio of largest to smallest singular value, measuring numerical stability.