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Exercise 7.D.10
Answers
Proof. Suppose is an eigenvalue of and a corresponding eigenvector. Then
where the last equality follows because the eigenvalues of self-adjoint operators are real (see 7.13). Therefore, the eigenvectors of are also eigenvectors of with corresponding eigenvalues squared. Since has a basis consisting of eigenvectors, so does and thus all eigenvalues of are squares of the absolute values of eigenvalues of . 7.52 now implies that the singular values of are the absolute values of the eigenvalues of . □