Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 3 / 40E / a

A complex square matrix $A$ is a normal matrix if it commutes with its conjugate transpose:By unitary diagonalization of a normal matrix, there are a unitary matrix $U$ and a diagonal matrix $\Lambda =\mathrm{diag}({\lambda }_1,\dots ,{\lambda }_N)$ such thatThe matrix 2-norm is invariant under multiplication by unitary matrices, soFor a diagonal matrix,with equality on a coordinate vector belonging to an eigenvalue of greatest modulus. Hencethe matrix 2-norm of a normal matrix.