Linear Algebra Calculator

Find the SVD of $$$\left[\begin{array}{cc}1 & 1\\0 & 1\end{array}\right]$$$.

Find the transpose of the matrix: $$$\left[\begin{array}{cc}1 & 1\\0 & 1\end{array}\right]^{T} = \left[\begin{array}{cc}1 & 0\\1 & 1\end{array}\right]$$$ (for steps, see matrix transpose calculator).

Multiply the matrix with its transpose: $$$W = \left[\begin{array}{cc}1 & 1\\0 & 1\end{array}\right]\cdot \left[\begin{array}{cc}1 & 0\\1 & 1\end{array}\right] = \left[\begin{array}{cc}2 & 1\\1 & 1\end{array}\right]$$$ (for steps, see matrix multiplication calculator).

Now, find the eigenvalues and eigenvectors of $$$W$$$ (for steps, see eigenvalues and eigenvectors calculator).

Eigenvalue: $$$- \frac{-3 + \sqrt{5}}{2}$$$, eigenvector: $$$\left[\begin{array}{c}- \frac{-1 + \sqrt{5}}{2}\\1\end{array}\right]$$$.

Eigenvalue: $$$\frac{\sqrt{5} + 3}{2}$$$, eigenvector: $$$\left[\begin{array}{c}\frac{1 + \sqrt{5}}{2}\\1\end{array}\right]$$$.

Find the square roots of the nonzero eigenvalues ($$$\sigma_{i}$$$):

$$$\sigma_{1} = \frac{\sqrt{2} \sqrt{3 - \sqrt{5}}}{2}$$$

$$$\sigma_{2} = \frac{\sqrt{2} \sqrt{\sqrt{5} + 3}}{2}$$$

The $$$\Sigma$$$ matrix is a zero matrix with $$$\sigma_{i}$$$ on its diagonal: $$$\Sigma = \left[\begin{array}{cc}\frac{\sqrt{2} \sqrt{3 - \sqrt{5}}}{2} & 0\\0 & \frac{\sqrt{2} \sqrt{\sqrt{5} + 3}}{2}\end{array}\right].$$$

The columns of the matrix $$$U$$$ are the normalized (unit) vectors: $$$U = \left[\begin{array}{cc}\frac{- \sqrt{10} + \sqrt{2}}{2 \sqrt{5 - \sqrt{5}}} & \frac{\sqrt{2} + \sqrt{10}}{2 \sqrt{\sqrt{5} + 5}}\\\frac{\sqrt{2}}{\sqrt{5 - \sqrt{5}}} & \frac{\sqrt{2}}{\sqrt{\sqrt{5} + 5}}\end{array}\right]$$$ (for steps in finding a unit vector, see unit vector calculator).

Now, $$$v_{i} = \frac{1}{\sigma_{i}}\cdot \left[\begin{array}{cc}1 & 1\\0 & 1\end{array}\right]^{T}\cdot u_{i}$$$:

$$$v_{1} = \frac{1}{\sigma_{1}}\cdot \left[\begin{array}{cc}1 & 1\\0 & 1\end{array}\right]^{T}\cdot u_{1} = \frac{1}{\frac{\sqrt{2} \sqrt{3 - \sqrt{5}}}{2}}\cdot \left[\begin{array}{cc}1 & 0\\1 & 1\end{array}\right]\cdot \left[\begin{array}{c}\frac{- \sqrt{10} + \sqrt{2}}{2 \sqrt{5 - \sqrt{5}}}\\\frac{\sqrt{2}}{\sqrt{5 - \sqrt{5}}}\end{array}\right] = \left[\begin{array}{c}\frac{1 - \sqrt{5}}{2 \sqrt{5 - 2 \sqrt{5}}}\\\frac{3 - \sqrt{5}}{2 \sqrt{5 - 2 \sqrt{5}}}\end{array}\right]$$$ (for steps, see matrix scalar multiplication calculator and matrix multiplication calculator).

$$$v_{2} = \frac{1}{\sigma_{2}}\cdot \left[\begin{array}{cc}1 & 1\\0 & 1\end{array}\right]^{T}\cdot u_{2} = \frac{1}{\frac{\sqrt{2} \sqrt{\sqrt{5} + 3}}{2}}\cdot \left[\begin{array}{cc}1 & 0\\1 & 1\end{array}\right]\cdot \left[\begin{array}{c}\frac{\sqrt{2} + \sqrt{10}}{2 \sqrt{\sqrt{5} + 5}}\\\frac{\sqrt{2}}{\sqrt{\sqrt{5} + 5}}\end{array}\right] = \left[\begin{array}{c}\frac{1 + \sqrt{5}}{2 \sqrt{2 \sqrt{5} + 5}}\\\frac{\sqrt{5} + 3}{2 \sqrt{2 \sqrt{5} + 5}}\end{array}\right]$$$ (for steps, see matrix scalar multiplication calculator and matrix multiplication calculator).

Therefore, $$$V = \left[\begin{array}{cc}\frac{1 - \sqrt{5}}{2 \sqrt{5 - 2 \sqrt{5}}} & \frac{1 + \sqrt{5}}{2 \sqrt{2 \sqrt{5} + 5}}\\\frac{3 - \sqrt{5}}{2 \sqrt{5 - 2 \sqrt{5}}} & \frac{\sqrt{5} + 3}{2 \sqrt{2 \sqrt{5} + 5}}\end{array}\right].$$$

The matrices $$$U$$$, $$$\Sigma$$$, and $$$V$$$ are such that the initial matrix $$$\left[\begin{array}{cc}1 & 1\\0 & 1\end{array}\right] = U \Sigma V^T$$$.

$$$U = \left[\begin{array}{cc}\frac{- \sqrt{10} + \sqrt{2}}{2 \sqrt{5 - \sqrt{5}}} & \frac{\sqrt{2} + \sqrt{10}}{2 \sqrt{\sqrt{5} + 5}}\\\frac{\sqrt{2}}{\sqrt{5 - \sqrt{5}}} & \frac{\sqrt{2}}{\sqrt{\sqrt{5} + 5}}\end{array}\right]\approx \left[\begin{array}{cc}-0.525731112119134 & 0.85065080835204\\0.85065080835204 & 0.525731112119134\end{array}\right]$$$A

$$$\Sigma = \left[\begin{array}{cc}\frac{\sqrt{2} \sqrt{3 - \sqrt{5}}}{2} & 0\\0 & \frac{\sqrt{2} \sqrt{\sqrt{5} + 3}}{2}\end{array}\right]\approx \left[\begin{array}{cc}0.618033988749895 & 0\\0 & 1.618033988749895\end{array}\right]$$$A

$$$V = \left[\begin{array}{cc}\frac{1 - \sqrt{5}}{2 \sqrt{5 - 2 \sqrt{5}}} & \frac{1 + \sqrt{5}}{2 \sqrt{2 \sqrt{5} + 5}}\\\frac{3 - \sqrt{5}}{2 \sqrt{5 - 2 \sqrt{5}}} & \frac{\sqrt{5} + 3}{2 \sqrt{2 \sqrt{5} + 5}}\end{array}\right]\approx \left[\begin{array}{cc}-0.85065080835204 & 0.525731112119134\\0.525731112119134 & 0.85065080835204\end{array}\right]$$$A