Hi, I am reading a linear algebra book which has the following statements. I try to understand why singular values of ATA+r * In is (σ i)2+r, where σ i , i=1,2,...,n are singular values of A and r is a real number.
My thought: Is V(Σ 2+r * In)VT a spectral diagonization of
the first matrix ATA+r * In? If it is, how do i prove that V is an eigenvector matrix of ATA+r * In?
My thought: Is V(Σ 2+r * In)VT a spectral diagonization of
the first matrix ATA+r * In? If it is, how do i prove that V is an eigenvector matrix of ATA+r * In?
