I have a rectangular matrix $Q\in\mathbb R^{p\times n}$, where $p<n$, and a symmetric (but not necessarily positive definite) matrix $A\in\mathbb R^{n\times n}$. Is it true that $\sigma_p(QAQ^T) \geq \sigma_p(Q)^2\sigma_n(A)$?
2026-03-27 18:57:06.1774637826
Singular values of product of three rectangular matrices
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