grandes-ecoles 2018 Q16
Projection and Orthogonality
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Let $n , p$ and $k$ be three strictly positive integers such that $k \leqslant \min ( n , p )$. Let $A \in \mathscr { M } _ { n , p } ^ { k } ( \mathbb { R } )$ be a matrix of rank $k$ and $( U , \Sigma , V ) \in \mathscr { E }$ such that $A = U \Sigma V ^ { \mathrm { T } }$, $U ^ { \mathrm { T } } U = V ^ { \mathrm { T } } V = I _ { k }$ and $\Sigma$ diagonal with strictly positive diagonal coefficients. Let $N _ { A } = \left\{ \bar { N } \in \mathscr { M } _ { n , p } ( \mathbb { R } ) \mid \bar { N } ^ { \mathrm { T } } U = O _ { p , k } , \bar { N } V = O _ { n , k } \right\}$ and $\pi_A$ the orthogonal projection onto $T_A$.
Let $\phi : \mathscr { M } _ { n , p } ( \mathbb { R } ) \rightarrow \mathscr { M } _ { n , p } ( \mathbb { R } ) \times \mathscr { M } _ { p , n } ( \mathbb { R } )$ defined by $\phi ( \tilde { A } ) = \left( \tilde { A } V V ^ { \mathrm { T } } , \tilde { A } ^ { \mathrm { T } } U U ^ { \mathrm { T } } \right)$ for all $\tilde { A } \in \mathscr { M } _ { n , p } ( \mathbb { R } )$.
(a) Identify $\operatorname { ker } ( \phi )$ in terms of $N _ { A }$.
(b) We denote by $\pi _ { A } : \mathscr { M } _ { n , p } ( \mathbb { R } ) \rightarrow \mathscr { M } _ { n , p } ( \mathbb { R } )$ the orthogonal projection onto $T _ { A }$ in $\mathscr { M } _ { n , p } ( \mathbb { R } )$. Show that $\phi = \phi \circ \pi _ { A }$.
(c) Let $\tilde { A } \in \mathscr { M } _ { n , p } ^ { k } ( \mathbb { R } )$ satisfying condition (C). We denote by $W = \tilde { A } ^ { \mathrm { T } } U U ^ { \mathrm { T } }$. Show that if $P _ { V , W }$ is the matrix of the projection onto $\operatorname { Im } ( V )$ parallel to $\operatorname { Im } ( W ) ^ { \perp }$ then $$\tilde { A } = \tilde { A } V V ^ { \mathrm { T } } P _ { V , W }$$