$U\in \mathbb{C}^{n\times k}, k
$U^*U=I_k$ but $UU^*$ is unknown.
Note that, $U$ is tall matrix formed by a few columns of some unitary matrix.
This matrix-form seems to be similar to an Eigen-decomposition,
but I fail to see any relation between the eigenvalues of $~U^* diag(\lambda_1,\ldots,\lambda_n) U~$ and $(\lambda_1,\lambda_2,\ldots)$
Another observation (if it helps in anyway):
$U^*diag(\lambda_1,\ldots,\lambda_n)U$ also appears like a $k\times k$ sub-matrix of another $n\times n$ matrix, unitarily similar to $diag(\lambda_1,\ldots,\lambda_n)$.
In the worst case, I would want at least the maximum eigenvalue & eigenvector of it.
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