. (a) Let A be an n - n-symmetric matrix. Diagonalize A to show that x • Ax || x || ² is greater than or equal to the smallest eigenvalue of A for all x 0 in R". (b) Show that the quadratic form Q₁(x) = x Ax is coercive if and only if A is positive definite. (c) Conclude from (b) that if f(x) = a + b x + x• Ax is any quadratic function where a € R, be R" and A is an n × n-symmetric matrix, then f(x) is coercive if and only if A is positive definite.

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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31. (a) Let A be an n × n-symmetric matrix. Diagonalize A to show that
X. Ax
|| x || ²
is greater than or equal to the smallest eigenvalue of A for all x # 0 in R".
(b) Show that the quadratic form Q₁(x) = x Ax is coercive if and only if A is
positive definite.
•
(c) Conclude from (b) that if
f(x) = a + b⋅x + 1x• Ax
is any quadratic function where a ≤ R, b ≤ Rª and A is an n × n-symmetric
matrix, then f(x) is coercive if and only if A is positive definite.
Transcribed Image Text:31. (a) Let A be an n × n-symmetric matrix. Diagonalize A to show that X. Ax || x || ² is greater than or equal to the smallest eigenvalue of A for all x # 0 in R". (b) Show that the quadratic form Q₁(x) = x Ax is coercive if and only if A is positive definite. • (c) Conclude from (b) that if f(x) = a + b⋅x + 1x• Ax is any quadratic function where a ≤ R, b ≤ Rª and A is an n × n-symmetric matrix, then f(x) is coercive if and only if A is positive definite.
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