I have a matrix A
A = [0.7000 0.7000 0 0;
0 0 0.4000 0.4000;
0.3000 0.3000 0 0;
0 0 0.6000 0.6000;]
if I compute the Eigenvalues of this Matrix and it's transpose I'll get:
Eig = [1.0000;
0.3000;
0.0000;
0.0000]
From what I am remembering I should be able to reduce Matrix A to a 2x2 Matrix by somehow transforming it to 2 Dimensional Space. I was thinking of image(A) since there is a 2D kernel mapping to 0. However I don't quite get what I am looking for. In my opinion the result should look like:
A_reduced = [0.7 0.4;
0.3 0.6];
Is there a mathematical approach that justifies this result? If there is a way, how would I compute it exactly?
Not sure what you are looking for , you could write $A = \begin{bmatrix}0.7 & 0 \\ 0 & 0.4 \\ 0.3 & 0 \\ 0 & 0.6 \end{bmatrix} \begin{bmatrix} 1 & 1 & 0 & 0 \\ 0 & 0 & 1 & 1 \end{bmatrix}$.
Generally the SVD is a first port of call for order reduction.