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View Code? Open in Web Editor NEW18.065/18.0651: Matrix Methods in Data Analysis, Signal Processing, and Machine Learning
18.065/18.0651: Matrix Methods in Data Analysis, Signal Processing, and Machine Learning
Hello,
Can I ask a question about on the (d) part on problem 1 from pset3.
The solution says
The answer becomes clear if we choose $b$ and $\Delta b$ to saturate the bound. In order to do this we must change our inequalities to equalities in part (a). That is, we must have $\Vert b \Vert_2 = \Vert A \Vert_2 \Vert x \Vert_2 = \sigma_1 \Vert x \Vert_2$, which requires that $x$ **must be a multiple of the first right-singular vector** $v_1$ and hence $b$ is a **multiple of the first left-singular vector** $u_1$.
Not too sure about why x must be multiple of first right-singular vector v_1 and b is multiple of the first left singular vector u_1.
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