Math 2.0

concept

Rayleigh quotient

Summary

The Rayleigh quotient of a Hermitian matrix AA and a nonzero vector xx is the number x∗Ax/x∗xx^* A x / x^* x. It lies between the least and the greatest eigenvalue of AA.

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Sources

  1. Web https://en.wikipedia.org/wiki/Rayleigh_quotient, Bounds for Hermitian M

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