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For a Hermitian matrix, the eigenvectors are the stationary points of the Rayleigh quotient and twice the residual is its constrained gradient
Statement
Let be Hermitian and let be a unit vector. Write
Then:
- For every tangent vector to the unit sphere at ,
- The stationary points of on the unit sphere are exactly the unit eigenvectors of .
Thus is the constrained gradient of the Rayleigh quotient for the standard real Riemannian metric on the unit sphere.
Facts & Assumptions
Given: A Hermitian matrix , a unit vector , and a tangent vector with .
Proof
Because is unit and is tangent to the unit sphere at , one has Differentiating at therefore gives By [L1], , so because .
Since , one has So itself lies in the tangent space at .
Conversely, if , then and , so step 1.1 gives for every tangent vector . Thus is a stationary point.
If is a stationary point, then step 1.1 gives for every tangent vector . Since step 2.1 places in that tangent space, choosing yields Hence and .
Steps 1.1, 3.1, and 2.2 prove the gradient and stationary-point claims.
Depends on
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
2 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Per-Olof Persson, The QR Algorithm I (standard reference, not scraped)