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Linear AlgebraSuperchallengeSingular Values & the SVD

Singular Values & the SVD · Superchallenge problem

Over all 4×44\times 4 matrices whose sixteen entries are each +1+1 or −1-1, find the largest possible nuclear norm ∥A∥∗=σ1+σ2+σ3+σ4\|A\|_* = \sigma_1 + \sigma_2 + \sigma_3 + \sigma_4.