Answer 1:
A <- matrix(c(1,2,3,-1,0,4), 2, byrow=T)
X <- A %*% t(A)
X
## [,1] [,2]
## [1,] 14 11
## [2,] 11 17
Y <- t(A) %*% A
Y
## [,1] [,2] [,3]
## [1,] 2 2 -1
## [2,] 2 4 6
## [3,] -1 6 25
# Calculate Eigen vectors & Eigen values of X and Y
eX <- eigen(X)
e_val_X <- eX$values
e_val_X
## [1] 26.601802 4.398198
e_vec_X <- eX$vectors
e_vec_X
## [,1] [,2]
## [1,] 0.6576043 -0.7533635
## [2,] 0.7533635 0.6576043
eY <- eigen(Y)
e_val_Y <- eY$values
e_val_Y
## [1] 2.660180e+01 4.398198e+00 1.058982e-16
e_vec_Y <- eY$vectors
e_vec_Y
## [,1] [,2] [,3]
## [1,] -0.01856629 -0.6727903 0.7396003
## [2,] 0.25499937 -0.7184510 -0.6471502
## [3,] 0.96676296 0.1765824 0.1849001
# Calculate Singular Values
sVal <- svd(A)
sVal
## $d
## [1] 5.157693 2.097188
##
## $u
## [,1] [,2]
## [1,] -0.6576043 -0.7533635
## [2,] -0.7533635 0.6576043
##
## $v
## [,1] [,2]
## [1,] 0.01856629 -0.6727903
## [2,] -0.25499937 -0.7184510
## [3,] -0.96676296 0.1765824
# Left Vectors (U) = Eigen Vectors of AA^T
e_vec_X[,1:2]
## [,1] [,2]
## [1,] 0.6576043 -0.7533635
## [2,] 0.7533635 0.6576043
sVal$u
## [,1] [,2]
## [1,] -0.6576043 -0.7533635
## [2,] -0.7533635 0.6576043
# Right Vectors(V) = Eigen Vectors of A^TA
sVal$v
## [,1] [,2]
## [1,] 0.01856629 -0.6727903
## [2,] -0.25499937 -0.7184510
## [3,] -0.96676296 0.1765824
e_vec_Y[,1:2]
## [,1] [,2]
## [1,] -0.01856629 -0.6727903
## [2,] 0.25499937 -0.7184510
## [3,] 0.96676296 0.1765824
# Singluar Values
sqrt(e_val_X)
## [1] 5.157693 2.097188
sqrt(e_val_Y)
## [1] 5.157693e+00 2.097188e+00 1.029068e-08