A constrained eigenvalue problem (Q1117002): Difference between revisions
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Revision as of 01:32, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constrained eigenvalue problem |
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A constrained eigenvalue problem (English)
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1989
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For the problem of finding \(Min(x^ TAx)\) for a symmetric matrix A subject to \(x^ Tx=1\) and \(N^ Tx=t\) theoretical and numerical methods are described. First the linear constraint is removed and then Lagrange multipliers are employed reducing the problem to solve either a secular equation or a quadratic eigenvalue problem.
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Lagrange equation
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singular value decomposition
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QR decomposition
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Rayleigh quotient
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symmetric matrix
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Lagrange multipliers
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secular equation
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quadratic eigenvalue problem
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