Math 2.0

Integral equations Eigenvalue problems for integral equations Concept

Rayleigh quotient for symmetric kernels

Summary

Let KK be a Hermitian kernel with integral operator TKT_K. The Rayleigh quotient of KK at a nonzero function φ\varphi is the real number ⟨TKφ,φ⟩/⟨φ,φ⟩\ip{T_K \varphi}{\varphi} / \ip{\varphi}{\varphi}. It is the integral analogue of the Rayleigh quotient of a Hermitian matrix. Its extreme values and critical points give the eigenvalues and eigenfunctions of TKT_K, which turns eigenvalue problems for integral equations into problems of optimization.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Rayleigh_quotient
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MSC45C05, 47A75
SpecializesRayleigh quotient

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