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Exercise 7.D.16
Answers
Proof. Let be isometries such that and and let and be orthonormal basis of consisting of eigenvectors of and , respectively, corresponding to the singular values . Defin by
for each . Then is also an isometry and we have
So . Therefore
where the last equality follows by multiplying both sides of the equation by . This gives the desired result, because the product of isometries is also an isometry. □