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Jul 1, 2021 at 12:32 comment added eaglebrain Thank you. This also clarifies the difficulty with generalising this construction to an $N\times N$ block matrix, unless we can do a simultaneous SVD of all the off-diagonal blocks.
Jun 28, 2021 at 12:17 vote accept eaglebrain
Jun 28, 2021 at 11:41 history edited jlewk CC BY-SA 4.0
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Jun 28, 2021 at 11:19 history answered jlewk CC BY-SA 4.0