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Singular Value


There are two types of singular values, one in the context of elliptic integrals, and the other in linear algebra.

For a square matrix A, the square roots of the eigenvalues of A^(H)A, where A^(H) is the conjugate transpose, are called singular values (Marcus and Minc 1992, p. 69). The so-called singular value decomposition of a complex matrix A is given by

 A=UDV^(H),
(1)

where U and V are unitary matrices and D is a diagonal matrix whose elements are the singular values of A (Golub and Van Loan 1996, pp. 70 and 73). Singular values are returned by the command SingularValueList[m].

If

 A=UH,
(2)

where U is a unitary matrix and H is a Hermitian matrix, then the eigenvalues of H are the singular values of A.

For elliptic integrals, a elliptic modulus k_r such that

 (K^'(k_r))/(K(k_r))=sqrt(r),
(3)

where K(k) is a complete elliptic integral of the first kind, and K^'(k_r)=K(sqrt(1-k_r^2)). The elliptic lambda function lambda^*(r) gives the value of k_r. Abel (quoted in Whittaker and Watson 1990, p. 525) proved that if r is an integer, or more generally whenever

 (K^'(k))/(K(k))=(a+bsqrt(n))/(c+dsqrt(n)),
(4)

where a, b, c, d, and n are integers, then the elliptic modulus k is the root of an algebraic equation with integer coefficients.


See also

Elliptic Integral Singular Value, Elliptic Integral of the First Kind, Elliptic Lambda Function, Elliptic Modulus, Singular Value Decomposition

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References

Golub, G. H. and Van Loan, C. F. Matrix Computations, 3rd ed. Baltimore, MD: Johns Hopkins, 1996.Marcus, M. and Minc, H. Introduction to Linear Algebra. New York: Dover, p. 191, 1988.Marcus, M. and Minc, H. A Survey of Matrix Theory and Matrix Inequalities. New York: Dover, p. 69, 1992.Whittaker, E. T. and Watson, G. N. A Course in Modern Analysis, 4th ed. Cambridge, England: Cambridge University Press, pp. 524-528, 1990.

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Singular Value

Cite this as:

Weisstein, Eric W. "Singular Value." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/SingularValue.html

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