- Let A be a Hermitian matrix with eigenvalues λ1≥λ2≥⋯≥λn and orthonormal eigenvectors u1,…,un. For any nonzero vector x in Rn, the Rayleigh quotient ρ(x) is defined by
ρ(x)=⟨x,x⟩⟨Ax,x⟩=xHxxHAx
(a) If x=c1u1+⋯+cnun, show that
ρ(x)=∥c∥2∣c1∣2λ1+∣c2∣2λ2+⋯+∣cn∣2λn
(10%)
(b) Show that λn≤ρ(x)≤λ1. (5%)
(c) Show that maxx=0ρ(x)=λ1 and minx=0ρ(x)=λn. (5%)