Set . The squares of the singular values of are the eigenvalues of the finite-dimensional positive operatorThe Rayleigh-Ritz variational principle and its min-max characterization show that, as the trial space grows, its -st eigenvalue counted upward cannot increase. Therefore, for each fixed ,once . Being nonnegative, it has a limitThe core assumption ensures that these Ritz limits are the min-max values of , rather than values for a smaller closed restriction.
- If , then for some , so every .
- If is a discrete eigenvalue of multiplicity , exactly
- If lies in the essential spectrum, the min-max principle or an orthonormal Weyl sequence gives for every fixed .
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