grandes-ecoles 2021 Q8

grandes-ecoles · France · centrale-maths1__mp Matrices Matrix Norm, Convergence, and Inequality
Deduce that $$\forall (A,B) \in \mathcal{S}_{n}(\mathbb{R})^{2}, \quad \sum_{i=1}^{n}\left(\lambda_{i}(A) - \lambda_{i}(B)\right)^{2} \leqslant \|A - B\|_{F}^{2}.$$
Deduce that
$$\forall (A,B) \in \mathcal{S}_{n}(\mathbb{R})^{2}, \quad \sum_{i=1}^{n}\left(\lambda_{i}(A) - \lambda_{i}(B)\right)^{2} \leqslant \|A - B\|_{F}^{2}.$$