Linear and multilinear algebra; matrix theory Eigenvalues and eigenvectors Concept
Rayleigh quotient
Summary
The Rayleigh quotient of a Hermitian matrix and a nonzero vector is the number . It lies between the least and the greatest eigenvalue of .
Where this leads
11 pages build on this one.
Further reading
- Web https://en.wikipedia.org/wiki/Rayleigh_quotient, Bounds for Hermitian M
About this page
| Tag | 06WHP8SE98 |
|---|---|
| URI | m2://06WHP8SE98 |
| Kind | concept |
| Writing | W0 stub |
| MSC | 15A18, 15A42 |
| Same as |
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What links here
Definitions
Used by
- Power iteration
- Rayleigh–Ritz method
- Courant–Fischer min-max theorem
- Min-max theorem
- Rayleigh quotient for symmetric kernels
- LOBPCG
- Rayleigh quotient iteration