Use the following matlab commands

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By experimenting, in Matlab -- or by hand -- with different matrices, determine the relationship between the singular values of a matrix and its Hilbert-Schmidt norm.  Bonus:  prove that the relationship you found is correct.  Hint:  use the following Matlab commands:

a)  [U, Sigma, V] = svd(A).  This gives the singular value decomposition of A.  Thus A = U*Sigma*V'.  Don't forget to transpose V to get A back!

b)  norm(A, 'fro').  This gives the Hilbrt-Schmidt norm of a matrix.  (The Hilbert-Schmidt norm is also called the Frobenius norm and that's why we put 'fro' in the argument.) 

 

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Reference no: EM13956712

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