Nearest points to the origin on a positive-definite ellipsoid
ID: nearest-points-to-the-origin-on-a-positive-definite-ellipsoid
For a positive-definite symmetric matrix , the ellipsoid has nearest points to the origin exactly at , where ranges over unit vectors in the largest-eigenvalue eigenspace. Indeed, the spectral theorem for real symmetric matrices gives , with equality precisely in that eigenspace. A simple largest eigenvalue gives two opposite nearest points; multiplicity gives a scaled -sphere of nearest points.
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