2019-21 Approximate isometry

Let \( A \) be an \( m \times n \) matrix and \( \delta \in (0, 1) \). Suppose that \( \| A^T A – I \| \leq \delta \). Prove that all singular values of \( A \) are contained in the interval \( (1-\delta, 1+\delta) \).

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