A constrained eigenvalue problem (Q1117002)

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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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