Sketch: the max-min clause of Courant-Fischer, applied to both diagonalizations and to the span of the first k columns of Q, gives <= ; exchanging the roles gives the reverse inequality.
Fix . We show ; the reverse inequality then follows by symmetry.
First apply The Courant–Fischer Min–Max Theorem (i) to with the decomposition given by and : the span is a subspace of of dimension , and for every unit vector .
Next apply The Courant–Fischer Min–Max Theorem (i) to with the decomposition given by and , and to the subspace just obtained: since , it contains a unit vector with . The previous paragraph applies to this as well, and so
The hypotheses are symmetric in and , so exchanging their roles in the two previous paragraphs gives . Hence for every , and by Euclidean Space : n-Tuples of Real Numbers with Their Componentwise Operations (iii). This proves (i).
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