Given a matrix $X \in \mathbb{R}^{m \times n},$ then the **spectral** norm is defined by $$\left \| X\right\| = \max\limits_{i \in \{1, \dots, \min\{m,n\}\} }\sigma_i (X)$$ whereas the **nuclear** norm is defined by $$\left \| X \right \|_* = \sum\limits_{i=1}^ {\min\{m,n\}} \sigma_i (X)$$ It is a well known fact that the dual norm of the spectral norm is the nuclear norm https://math.stackexchange.com/questions/1158798/show-that-the-dual-norm-of-the-spectral-norm-is-the-nuclear-norm This implies that $$\|M\| = \sup_{\|X\|_*\leq 1} \langle M, X \rangle.$$ My question is the following. Given a matrix $M \in \mathbb{R}^{n \times n},$ how to find a matrix $X^*$ such that $$ X^* \in arg\sup_{\|X\|_*\leq 1} \langle M, X \rangle.$$ PD: The inner product here is $\langle A, B \rangle := \mathop{\textrm{Tr}}(A^TB)$