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Let $A \in \mathbb C^{m \times n}$. There exists a singular value decomposition such that $A = U\Sigma V^H$, where $U = (u_1, \cdots, u_m)$ and $V = (v_1, \cdots, v_n)$. Suppose that $m \geq n$. According to here: https://www.cs.utexas.edu/users/flame/laff/alaff/chapter02-the-reduced-svd.html

$A = U\Sigma V^H = \sum_{i=1}^n \sigma^i u_i v^H_i$.

Algebraically, this makes sense since $A$ is just a matrix that maps each $v_i \mapsto \sigma^i u_i$, and every $x \in \mathbb C^m$ can be represented as $x = \sum \langle x, v_i\rangle v_i$. Hence, $Ax = A(\sum \langle x, v_i\rangle v_i) = \sum \sigma^i \langle x, v_i\rangle u_i$. Note that in $(\sum_{i=1}^n \sigma^i u_i v^H_i)$, the expression $v^H_i$ is just equivalent to $\langle \cdot, v^H_i\rangle$.

However, I just cannot figure out in matrix-multiplication sense that $U \Sigma V^H = \sum_{i=1}^n \sigma^i u_i v^H_i$. If $A,B$ are matrices in $\mathbb R^{k \times k}$ in general, is it generally true that $AB = \sum a_i b^i$, where $a_i$ is $i$-th col of $A$ and $b^i$ is $i$-th row of $B$? (sorry for bad notation, I don't mean $a_i b^i$ to be a tensor product with Einstein notation. It is merely a $\mathbb R^{n \times n}$ matrix)

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After some work, I think $AB = \sum a_i b^i$ is true. Let

\begin{equation*} \hat a_1:= \begin{pmatrix} \mid & \mid & \cdots & \mid\\ a_1 & 0 & \cdots & 0 \\ \mid & \mid & \cdots & \mid\end{pmatrix}, \end{equation*} and define similarly for $\hat a_i$ for other $i$'s.

I may define \begin{equation*} \hat b^1 = \begin{pmatrix} - & b^1 & - \\ - & 0 & - \\ &\vdots& \\ - & 0 & - \end{pmatrix} \end{equation*} and define similarly for all other $\hat b^j$'s.

Then, $AB = (\sum \hat a_i)(\sum \hat b^j)$. Furthermore,

\begin{equation*} \hat a_i \hat b^j = \delta_i^j a_ib^j \end{equation*}

so that $AB = \sum_{i,j} \hat a_i \hat b^j = \sum \delta_i^j a_ib^j = \sum_{i=1} a_i b^j$.

Is this correct algebra?

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1 Answer 1

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Yes, the result is correct and your answer is correct. A more succinct method is to use block matrix multiplication. In particular, if we treat the columns of $A$ and rows of $B$ as if they were numerical entries, we have (sticking to your notation) $$ AB = \pmatrix{a_1 & \cdots & a_n} \pmatrix{b^1\\ \vdots \\ b^n} = a_1b^1 + \cdots + a_nb^n. $$

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