# SVD, best rank one, and PCA energy

> ML Prep screening item.

- Stable ID: `math-la-08-svd-low-rank-pca`
- Collection: screening
- Area: Mathematics
- Topic: Linear Algebra
- Origin: original
- Difficulty: hard
- Expected time: 5 minutes
- Skills: svd, low-rank-approximation, pca-via-svd
- Item JSON: https://mlprep.iwase.dev/item/math-la-08-svd-low-rank-pca.json

## Problem

Let $X=\operatorname{diag}(4,2,1)$. Give one SVD of $X$, its best rank-$1$
approximation in Frobenius norm, and the approximation error. If $4,2,1$ are
the singular values of a centered data matrix, what fraction of its total squared
variation is retained by the first principal component?


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