If I have an SVD, $A = X \Sigma Y$, where $\Sigma \in \mathbb{R}^{m \times n}$ has the singular values on the diagonal and $X \in \mathbb{R}^{m \times m}$ and $Y \in \mathbb{R}^{n \times n}$ are orthogonal matrices, then does the squared frobenius norm $||A||^2$ give the summation of the squared singular values of $A$?
2026-04-01 07:15:41.1775027741
SVD and frobenius norm
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Yes. This is a consequence of the invariance of the Frobenius norm under orthogonal transformations.
If $Q$ is an orthogonal matrix, then $\| QA \|_{F}= \| A \|_{F}$. Similarly, $\| AQ \|_{F}=\| A \|_{F}$.
Since $U$ and $V$ in the SVD are orthogonal, $\| A \|_{F}=\| \Sigma \|_{F}$.