This exercise relates the singular values of a well-behaved linear operator or matrix to its eigenvalues. (a) Let T be a normal linear operator on an n-dimensional inner product space with eigenvalues λ1, λ2, . . . , λn. Prove that the singular values of T are |λ1| |λ2|, . . . , |λn|. (b) State and prove a result for matrices analogous to (a).

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.3: Eigenvalues And Eigenvectors Of N X N Matrices
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This exercise relates the singular values of a well-behaved linear operator or matrix to its eigenvalues.

(a) Let T be a normal linear operator on an n-dimensional inner product space with eigenvalues λ1, λ2, . . . , λn. Prove that the singular values of T are |λ1| |λ2|, . . . , |λn|.

(b) State and prove a result for matrices analogous to (a).

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