Let f(x) = xT Ax be a quadratic form with associated n X n symmetric matrix A. Let the eigenvalues of A be λ1 >= λ2>= ···>= λn Then the following are true, subject to the constraint II x|| = 1: Prove The minimum value of f(x) is λn, and it occurs when x is a unit eigenvector corresponding to λn
Let f(x) = xT Ax be a quadratic form with associated n X n symmetric matrix A. Let the eigenvalues of A be λ1 >= λ2>= ···>= λn Then the following are true, subject to the constraint II x|| = 1: Prove The minimum value of f(x) is λn, and it occurs when x is a unit eigenvector corresponding to λn
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Let f(x) = xT Ax be a quadratic form with associated n X n
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