MathCastle
Linear AlgebraSuperchallengeSingular Values & the SVD

Singular Values & the SVD · Superchallenge problem

Let A=(21012000−5)A = \begin{pmatrix}2 & 1 & 0\\1 & 2 & 0\\0 & 0 & -5\end{pmatrix}. Find the minimum over all real 3×33\times 3 matrices BB of 12∥A−B∥F2+2∥B∥∗\dfrac12\|A - B\|_F^2 + 2\|B\|_*, where ∥B∥∗\|B\|_* is the nuclear norm (sum of singular values).