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Linear AlgebraChallengeSingular Values & the SVD

Singular Values & the SVD · Challenge problem

A real 4×44\times 4 matrix AA has ∥A∥2=5\|A\|_2 = 5 and ∥A∥F=6\|A\|_F = 6. Find the largest possible value of its nuclear norm ∥A∥∗=σ1+σ2+σ3+σ4\|A\|_* = \sigma_1 + \sigma_2 + \sigma_3 + \sigma_4. Give your answer in simplest radical form.