Can someone help me with this problem. I have no idea how to solve it!!
If A is a p×q matrix, U is a p×p orthogonal matrix, and Z is a q×q orthogonal matrix, prove that $||A||_2=||UAZ||_2$
Can someone help me with this problem. I have no idea how to solve it!!
If A is a p×q matrix, U is a p×p orthogonal matrix, and Z is a q×q orthogonal matrix, prove that $||A||_2=||UAZ||_2$
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$$\|UAZ\|_2^2=\rho(Z^*A^*U^*UAZ)=\rho(Z^*A^*AZ)=\rho(AZZ^*A^*)=\rho(AA^*)=\rho(A^*A)=\|A\|_2^2$$