Mo logo [home] [lexicon] [problems] [tests] [courses] [auxiliaries] [notes] [staff] german flag

Mathematics-Online lexicon: Annotation to

Rayleigh Quotient

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z overview

Let $ S$ be a symmetric positive definite matrix. Then the extreme values of quotient

$\displaystyle r_S(x) = \frac{x^{\operatorname t}S x}{x^{\operatorname t}x},\quad x\ne 0\,

coincide with the smallest and the largest eigenvalue of $ S$.

(temporary unavailable)


  automatisch erstellt am 19.  8. 2013