Solution

ID: past-exam-of-the-numerical-linear-algebra-course-of-the-university-of-oxford/2011/1/d/solution

For the matrix's Euclidean operator norm, orthogonal invariance of the Euclidean norm gives
Taking gives equality, so . For the Frobenius norm, the trace identity and the singular value decomposition give
Consequently
Here the Euclidean matrix norm means the operator norm induced by the vector Euclidean norm, rather than the entrywise Euclidean length, which is the Frobenius norm.

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