Recall that the squares of the singular values are the eigenvalues of $A^*A$. So $$ B = \begin{pmatrix} A \\\ b \end{pmatrix} \implies B^*B = A^*A+ b^*b , $$ and the eigenvalues increase (though perhaps not strictly) by the min-max principle.
Recall that the squares of the singular values are the eigenvalues of $A^*A$. So $$ B = \begin{pmatrix} A \\\ b \end{pmatrix} \implies B^*B = A^*A+ b^*b , $$ and the eigenvalues increase (though perhaps not strictly) by the min-max principle.