advanced-linear-algebra
The Rayleigh quotient
taught
$R_A(x)=\dfrac{x^{\mathsf T}Ax}{x^{\mathsf T}x}$ turns eigenvalues into the solutions of an honest optimization problem -- its value is trapped between A's smallest and largest eigenvalues for every nonzero x.
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The Rayleigh quotient
Advanced Linear Algebra
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