In: Statistics and Probability
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).