Remark 0.1. A condition for Singular Value Inequalities Let A and B be arbitrary n × n matrices.

We want to know when the following singular value inequalities hold: sj (A) ≤ sj (B) Suppose that A and B have singular value decompositions (SVD) A = U ΣV ∗ and B = SΠT ∗ where the diagonal entries are listed in descending order along the main diagonals of Σ and Π. Let R = U S ∗ and Q∗ = V ∗ T . Since U, V, S and T are unitary, so are R and Q. Then the singular value inequalities hold if and only if U ∗ (A − RBQ∗ )V ≥ 0. Note that expanding out the expression on the left gives U ∗ (A − RBQ∗ )V = U ∗ (U ΣV ∗ − RSΠT ∗ Q∗ )V =Σ−Π and since the diagonal entries are listed in descending order, the inequalities hold if and only if Σ − Π is positive semidefinite.

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