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In: Statistics and Probability

For the matrix X answer the questions below. X = ( 4 8 8 ; 3...

For the matrix X answer the questions below. X = ( 4 8 8 ; 3 6 − 9 ), this is a 2x3 matrix

(a) Calculate XX’ and compute the corresponding Eigen values and Eigen vectors.

(b) Obtain the singular-value decomposition of the matrix X.

Note that: Eigen values for X’X are: λ1 =150, λ2 = 120, and λ3 = 0. The corresponding Eigen vectors are: eigenvector1 = 1/√30 (1 2 5),

eigenvector2 = 1/√6 (1 2 -1), and eigenvector3 = 1/√5 (2 -1 0).

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