Linear Algebra
9.48 min read

Immediate Uses of SVD

From the SVD A=UΣVA = U\Sigma V^\top, several fundamental properties of AA can be read off immediately. The rank of AA is the number of nonzero singular values. The column space is spanned by the left singular vectors ui\mathbf{u}_i corresponding to nonzero σi\sigma_i. The null space is spanned by the right singular vectors vi\mathbf{v}_i corresponding to zero σi\sigma_i.

The pseudoinverse A+=VΣ+UA^+ = V \Sigma^+ U^\top (where Σ+\Sigma^+ replaces each nonzero σi\sigma_i with 1/σi1/\sigma_i) gives the minimum-norm least-squares solution. The condition number σ1/σr\sigma_1 / \sigma_r measures numerical sensitivity.

Formal View

Corollary 9.1 — Properties from SVD
Let A=UΣVA = U\Sigma V^\top with r=rank(A)r = \operatorname{rank}(A). Then: - rank(A)=r=#{σi>0}\operatorname{rank}(A) = r = \#\{\sigma_i > 0\} - col(A)=span(u1,,ur)\operatorname{col}(A) = \operatorname{span}(\mathbf{u}_1, \ldots, \mathbf{u}_r) - ker(A)=span(vr+1,,vn)\ker(A) = \operatorname{span}(\mathbf{v}_{r+1}, \ldots, \mathbf{v}_n) - A+=VΣ+UA^+ = V\Sigma^+ U^\top (pseudoinverse)

Why This Matters

The SVD gives the most numerically stable way to compute rank, null spaces, and pseudoinverses.

  • Numerical rank computation: software like MATLAB uses SVD (not determinant) to reliably determine rank.
  • Pseudoinverse for over/under-determined systems handles all cases.
  • Condition number σ1/σr\sigma_1/\sigma_r alerts to near-singular matrices before solving systems.

Quiz

Question 1

For A=UΣVA = U\Sigma V^\top with singular values {3,1,0}\{3, 1, 0\}, what is rank(A)\operatorname{rank}(A)?

Question 2

The null space of AA is spanned by the right singular vectors corresponding to zero singular values.

Common Mistakes

  • Confusing left and right singular vectors — left (UU) spans column space; right (VV) spans null space for zero singular values.
  • Forgetting that the pseudoinverse A+A^+ is not the same as A1A^{-1}.