The question is written in the title, I met this question when I tried to prove a little problem in my work. It is proved that both the largest singular value and the sum of all singular values can be norms of the n*n matrices space. So, I think this statement is also right. In fact, I only need the proof of the triangle inequality.
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It's called the Ky Fan-k-norm – Broele Jul 10 '23 at 04:15
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Oh, I find it! Thank you! – 谢萧涯 Jul 10 '23 at 04:19