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Exercise 3.5.7
Answers
If is positive semidefinite, then we can write , trace of equals to the sum of its eigenvalues. We have , so the singular values of equal to its eigenvalues (because is positive semidefinite, all its eigenvalues are larger than or equal to 0). equals to the sum of its singular values, which is also sum of its eigenvalues, which is the trace of .
If , then we have
Where the last inequality comes from equation (13) in I.11 on page 92.