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I've been staring at this proof for a long time so any suggestions would be of great help! Prove that for any $m\times n$ matrix $A$ there is an orthonormal Basis $B =\{ v_1,\ldots,v_n\}$ of $\mathbb R^n$ such that the vectors $A v_1,\ldots,A v_n$ are orthogonal. Note that some of the vectors $A v_i$ may be zero.

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Here's a suggestion: Suppose you found those vectors. Then one must have $Av_j \cdot Av_1 = 0$ for all $j = 2, \ldots, n$. That can also be written as $v_j \cdot A^TAv_1=0$ for all $j = 2, \ldots, n$. Since $A^TAv_1$ must be orthogonal to all the other vectors in the basis, it follows that $A^TAv_1$ must be a multiple of $v_1$ (possibly 0). That makes $v_1$ an eigenvector of $A^TA$. Same with the other vectors $v_2, \ldots, v_n$.

Now use the fact that $A^TA$ is a symmetric matrix to conclude that it has an orthonormal eigenbasis.

(The argument above is used in finding the Singular Value Decomposition of $A$)

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  • $\begingroup$ To user330970: If my answer is not clear enough for you to accept it, please let me know what else should I add. Thank you. $\endgroup$ Nov 30 '16 at 21:07
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We know that $A^tA$ is symmetric (you can easily verify this.)

Then $A^tA$ must be orthogonally diagonalizable, i.e., there is an orthonormal basis $B = \{v_1, ..., v_n\}$ of $\mathbb R^n$ that consists of normalized, pairwise-orthogonal, eigenvectors of $A^tA$, by the Spectral Theorem.

Now we return to the action of $A$ and see that, for any $i,j$, the inner product is:

\begin{align*} \langle A v_i ,A v_j \rangle &= \langle A^tA v_i, v_j \rangle \\ &= \langle \lambda_i v_i, v_j \rangle\\ &= \lambda_i \langle v_i, v_j \rangle \\ &=\lambda_i \cdot 0 \\ &= 0 \end{align*}

which proves the result.

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    $\begingroup$ This is almost correct. You should be using $A^T A$ instead, so the $v_i$ are in $\mathbb R^n$. Then your inner-product equations go through. Also, for formatting, use \langle and \rangle instead of < and >. $\endgroup$ Apr 14 '16 at 3:28
  • $\begingroup$ Ah, right @JonWarneke. I have edited my answer just now. Thanks so much for the suggestions :-) $\endgroup$
    – User001
    Apr 14 '16 at 3:42

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