Suppose I have a symetric positive definite matrix $Q$;
I seems that the eigen values of $Q$ are equal to the singular values of $Q$, I did not found any counterexample but I may be wrong ^^
Does anyone can tell me if the proposal is true or not ?
That's what I tried :
$Q = U \Sigma V^*$
$QQ^* = (U \Sigma V^*)(U \Sigma V^*)^*$
$= U \Sigma V^* V \Sigma^* U^*$
$= U \Sigma \Sigma^* U^*$
$= (U \Sigma V^*)(U \Sigma V^*)$
$=...$
$=U \Sigma U*$
$QQ^*=(U\Sigma V^*)(U\Sigma V^*)^*=U\Sigma^2V^*$
$Q^*Q=(U\Sigma V^*)^*(U\Sigma V^*)=V\Sigma^2U^*$
If $Q$ is symetric then :
$U\Sigma^2V^*= V\Sigma^2U^*$
$=> U = V$
Thus :
$Q = U \Sigma V^* = U \Sigma U^*$