$U\in \mathbb{C}^{n\times k}, k
U∗U=Ik 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(λ1,…,λn)U and (λ1,λ2,…)
Another observation (if it helps in anyway):
U∗diag(λ1,…,λn)U also appears like a k×k sub-matrix of another n×n matrix, unitarily similar to diag(λ1,…,λn).
In the worst case, I would want at least the maximum eigenvalue & eigenvector of it.
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