Taking $A=\begin{pmatrix} 2 & -1 & 0 \\-1 & 2 & 1 \\ 0 & 1 & 2 \end{pmatrix}$ and running cvx via MATLAB on the problem replacing the singular value condition with the equivalent trace condition with $c=1$ does roughly give $U_{A}=U_{S}$. cvx_begin variable S(3,3) symmetric; S==semidefinite(3); minimize(-log_det(S+A)); subject to trace(S) ==1; cvx_end [U,S,V]=svd(A) [U1,S1,V1]=svd(S) The output is Successive approximation method to be employed. For improved efficiency, SDPT3 is solving the dual problem. SDPT3 will be called several times to refine the solution. Original size: 40 variables, 16 equality constraints 1 exponentials add 8 variables, 5 equality constraints ----------------------------------------------------------------- Cones | Errors | Mov/Act | Centering Exp cone Poly cone | Status --------+---------------------------------+--------- 1/ 1 | 2.305e-01 3.496e-03 0.000e+00 | Solved 1/ 1 | 2.716e-02 4.906e-05 0.000e+00 | Solved 1/ 1 | 2.918e-03 5.657e-07 0.000e+00 | Solved 0/ 1 | 3.172e-04 6.511e-09 0.000e+00 | Solved ----------------------------------------------------------------- Status: Solved Optimal value (cvx_optval): -2.38217 ans = 3.4142 2.0000 0.5858 U = -0.5000 -0.7071 -0.5000 0.7071 -0.0000 -0.7071 0.5000 -0.7071 0.5000 S = 3.4142 0 0 0 2.0000 0 0 0 0.5858 V = -0.5000 -0.7071 -0.5000 0.7071 0.0000 -0.7071 0.5000 -0.7071 0.5000 U1 = -0.5000 0.7068 -0.5004 -0.7071 0.0004 0.7071 0.5000 0.7074 0.4996 S1 = 1.0000 0 0 0 0.0000 0 0 0 0.0000 V1 = -0.5000 0.7068 -0.5004 -0.7071 0.0004 0.7071 0.5000 0.7074 0.4996 Edit: One can verify that $U_{A}=U_{S}$ as follows. Note that $\det(U_{A}\Sigma_{A}V_{A}^{T}+U_{S}\Sigma_{S}V_{S}^{T})=\det(\Sigma_{A}+U_{A}^{-1}U_{S}\Sigma_{S}V_{S}^{T}V_{A}^{-T})$. Let $Y=U_{A}^{-1}U_{S}\Sigma_{S}V_{S}^{T}V_{A}^{-T}$ so that the problem can be rephrased as: $\max\limits_{Y} \det(\Sigma_{A}+Y) \text{ subject to } Tr(Y)=c,\ Y\succ 0$ Now, let $Z=\Sigma_{A}+Y$ so that the problem is reformulated: $\max\limits_{Z} \det(Z) \text{ subject to } Tr(Z)=c+\sum\limits_{i=1}^{n} \sigma_{A}(i),\ Z\succ 0,\ Z_{i,i}\geq \sigma_{A}(i)$. Since $Z$ can be written $Z=UT$ where $U$ is orthogonal and $T$ upper triangular, $\det(Z)=\det(T)$ and the off-diagonal terms of $T$ do not contribute so that $T$ may be assumed diagonal. Thus, finally one arrives at: $\max\limits_{T} \det(T) \text{ subject to } Tr(T)=c+\sum\limits_{i=1}^{n} \sigma_{A}(i),\ T\succ 0,\ T_{i,i}\geq \sigma_{A}(i),\ \text{T is diagonal}$. This problem is just the water filling problem above: $\max\limits_{t_{k}} \sum\limits_{k=1}^{n} \log(t_{k}+\sigma_{k}) \text{ subject to } t_{k}\geq 0 \text{ and }\sum\limits_{k=1}^{n} t_{k}=c$