Verify the special theorem for the hermitian matrix


Questions:

Matrices

1. Show that for a real symmetric matrix A=AT, its singular values are exactly the absolute values of its eigenvalues, i.e. for every eigenvalue λ, there is a singular value σ = |λ|

2. Find the singular decomposition of. A = [ 3  5]
                                                                  [ 4  0]

3. Verify the special theorem for the Hermitian matrix

                        A = [ 3 2i]
                              [-2i 6]

i.e. find scales λ1 and λ2 and orthonormal vectors u1 and u2 such that

                                A = λ1u1u1* + λ2u2u2*

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Algebra: Verify the special theorem for the hermitian matrix
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