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Linear Algebra, Optimisation and Numerical Methods / The Full Singular Value Decomposition

Geometric Interpretation: the Four Fundamental Subspaces Made Orthonormal

LA-I's four fundamental subspaces gave every matrix four attached subspaces, with dimensions that fit together (rr, n−rn-r, rr, m−rm-r) but with no particular relationship between their bases — the column space and row space, for instance, were described by whatever basis elimination happened to produce. This note shows the SVD does something LA-I's elimination-based construction never could: it hands all four subspaces orthonormal bases simultaneously, drawn from the same two orthogonal matrices U,VU,V, with the split between subspaces falling exactly at the rank rr.
Learning objectives. By the end of this note you should be able to:
  • identify which columns of UU and VV span each of the four fundamental subspaces;
  • explain why the SVD's split is exactly the rank rr;
  • verify the orthogonality between row space/nullspace and column space/left nullspace using the SVD directly;
  • state why this is a strictly stronger result than LA-I's elimination-based construction.

In this lesson

  1. The four subspaces, read off the SVD

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