First, concentrate on the expression which we are minimizing.

We know that
we can break K into two unitary matrices and one diagonal matrix with singu-
lar values as the diagonal. This can be exploited in order to eliminate certain
components of matrix K and allow the simplication of the expression:
g Kf g UV
T
f
Arrange both sides of this so they are on opposite sides of the equals sign:
g = UV
T
f
First: Eliminate the unitary matrix U from the right hand side by multiply-
ing both sides by K
T
= (UV
T
)
T
= V
T
U
T
:
V
T
U
T
g = (V
T
U
T
)UV
T
f = V
T
V
T
f
Second: Solving for f from here is a matter of multiplying both sides of the
expression by the inverse of the dierent multiples on the right hand side:
Multiply by V
T
:
1
V
T
V
T
U
T
g =
T
V
T
f
Multiply by the inverse of the two matrices of singular values :
(
T
)
1

T
U
T
g = V
T
f
Finally, multiply both sides by V:
V (
T
)
1

T
U
T
g = f
In order to simplify this expression further, we have to consider the general
structure of (
T
)
1

T
. Recall that is a diagonal matrix. This means that

T
= . Next, note that when we multiply these two matrices together, each
singular values
k
lines up with the
k
in the next matrix. Finally, the inverse of
a diagonal matrix is another diagonal matrix with an inverted diagonal. Taking
these three qualities into account I can say that:
1.

1
0 0
0
2
0
0 0
.
.
.

1
0 0
0
2
0
0 0
.
.
.

2
1
0 0
0
2
2
0
0 0
.
.
.

2.

2
1
0 0
0
2
2
0
0 0
.
.
.

1
=

2
1
0 0
0
2
2
0
0 0
.
.
.

3.

2
1
0 0
0
2
2
0
0 0
.
.
.

1
0 0
0
2
0
0 0
.
.
.

1
1
0 0
0
1
2
0
0 0
.
.
.

4.

1
1
0 0
0
1
2
0
0 0
.
.
.

We can now simplify the expression from earlier to:

f = V

U
T
=

v
1,1
v
1,2
v
1,3
v
2,1
v
2,2
v
2,3
v
3,1
v
3,2
.
.
.

1
1
0 0
0
1
2
0
0 0
.
.
.

u
1,1
u
2,1
u
3,1
u
1,2
u
2,2
u
3,2
u
1,3
u
2,3
.
.
.

v
1,1
v
1,2
v
1,3
v
2,1
v
2,2
v
2,3
v
3,1
v
3,2
.
.
.

1
1
0 0
0
1
2
0
0 0
.
.
.

v1,1
1
v1,2
2
v1,3
3
v2,1
1
v2,2
2
v2,3
3
v3,1
1
v3,2
2
.
.
.

U
T
=

v1,1
1
v1,2
2
v1,3
3
v2,1
1
v2,2
2
v2,3
3
v3,1
1
v3,2
2
.
.
.

u
1,1
u
2,1
u
3,1
u
1,2
u
2,2
u
3,2
u
1,3
u
2,3
.
.
.

v1,1u1,1
1
v1,2u1,2
2
v1,3u1,3
3
v2,1u2,1
1
v2,2u2,2
2
v2,3u2,3
3
v3,1u3,1
1
v3,2v3,2
2
.
.
.

When we multiply this by g we get the expression:

V

U
T
g =

v1,1u1,1
1
v1,2u1,2
2
v1,3u1,3
3
v2,1u2,1
1
v2,2u2,2
2
v2,3u2,3
3
v3,1u3,1
1
v3,2v3,2
2
.
.
.

g
1
g
2
g
3
...

n
i=1
v1,iu1,i
i
g
i

n
i=1
v2,iu2,i
i
g
i
.
.
.

Each of the entries in the above vector can be written as:

n
i=1
u
T
i
g

i
v
i
Where k is the column vector of the respective matrices.
3