A constrained eigenvalue problem (Q1117002)
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scientific article; zbMATH DE number 4089722
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| English | A constrained eigenvalue problem |
scientific article; zbMATH DE number 4089722 |
Statements
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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0.9125656485557556
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0.779373824596405
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