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Linear AlgebraHardSingular Values & the SVD

Singular Values & the SVD · Hard problem

Least-squares problems are sometimes solved through the normal equations ATAx=ATbA^{T}Ax = A^{T}b. For A=(111−112)A = \begin{pmatrix}1 & 1\\1 & -1\\1 & 2\end{pmatrix}, find the condition number κ(ATA)=σmax⁡(ATA)σmin⁡(ATA)\kappa(A^{T}A) = \dfrac{\sigma_{\max}(A^{T}A)}{\sigma_{\min}(A^{T}A)}.