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The trace norm of a matrix: Tr[√(A† A)].
The trace norm of the negative is equal to the trace norm.
The trace norm is nonnegative. Property 9.1.1 in Wilde
The trace norm is zero only if the matrix is zero.
Trace norm is linear under scalar multiplication. Property 9.1.2 in Wilde
For square matrices, the trace norm is max Tr[U * A] over unitaries U.
the trace norm satisfies the triangle inequality (for square matrices). TODO: Prove in general.