Added subsections when they appear, added all of the appendices, and finished the packet

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2024-02-22 13:45:47 -07:00
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Let $A$ be an $m \times n$ matrix of rank $r$ with positive singular values $\sigma_1 \geq \sigma_2 \geq \dots \geq \sigma_r$. A factorization $A = U\Sigma V^*$ where $U$ and $V$ are unitary matrices and $\Sigma$ is the $m \times n$ matrix defined as in \autoref{Theorem 6.27} is called a \textbf{singular value decomposition} of $A$.
\end{definition}
\begin{theorem}
\subsection*{The Polar Decomposition of a Square Matrix}
\addcontentsline{toc}{subsection}{The Polar Decomposition of a Square Matrix}
\begin{theorem}[\textbf{Polar Decomposition}]
\hfill\\
For any square matrix $A$, there exists a unitary matrix $W$ and a positive semidefinite matrix $P$ such that
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The factorization of a square matrix $A$ as $WP$ where $W$ is unitary and $P$ is positive semidefinite is called a \textbf{polar decomposition} of $A$.
\end{definition}
\subsection*{The Pseudoinverse}
\addcontentsline{toc}{subsection}{The Pseudoinverse}
\begin{definition}
\hfill\\
Let $V$ and $W$ be finite-dimensional inner product spaces over the same field, and let $T: V \to W$ be a linear transformation. Let $L: \n{T}^\perp \to \range{T}$ be the linear transformation defined by $L(x) = T(x)$ for all $x \in \n{T}^\perp$. The \textbf{pseudoinverse} (or \textit{Moore-Penrose generalized inverse}) of $T$, denoted by $T^\dagger$, is defined as the unique linear transformation from $W$ to $V$ such that
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\begin{definition}
\hfill\\
Let $A$ be an $m \times n$ matrix. Then there exists a unique $n \times m$ matrix $B$ such that $(L_A)^\dagger: F^m \to F^n$ is equal to the left-multiplication transformation $L_B$. We call $B$ the \textbf{pseudoinverse} of $A$ and denote it by $B = A^\dagger$.
Let $A$ be an $m \times n$ matrix. Then there exists a unique $n \times m$ matrix $B$ such that $(L_A)^\dagger: F^m \to F^n$ is equal to the left-multiplication transformation $L_B$. We call $B$ the \textbf{pseudoinverse} of $A$ and denote it by $B = A^\dagger$. Thus
\[(L_A)^\dagger = L_{A^\dagger}\]
\end{definition}
\begin{theorem}
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Then $A^\dagger = V\Sigma^\dagger U^*$, and this is a singular value decomposition of $A^\dagger$.
\end{theorem}
\subsection*{The Pseudoinverse and Systems of Linear Equations}
\addcontentsline{toc}{subsection}{The Pseudoinverse and Systems of Linear Equations}
\begin{lemma}
\hfill\\
Let $V$ and $W$ be finite-dimensional inner product spaces, and let $T: V \to W$ be linear. Then