Linear Algebra and Its Applications · Problem 7.2.10

Computations with Matrices — Gilbert Strang

Mathematics · singular-values-eigenvalues

Problem

Show that the eigenvalues of B=[0AAT0]B = \begin{bmatrix} 0 & A \\ A^T & 0 \end{bmatrix} are ±σi\pm\sigma_i, the singular values of AA. Hint: Try B2B^2.

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