Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2009/ia/paper-1/7a/c/solution

Expand in the orthonormal basis from part (a). Then
For , the weights are nonnegative and sum to one. The Rayleigh quotient therefore lies between the smallest and largest eigenvalues. Conversely, normalized extreme eigenvectors give, for ,
Thus the exact Hermitian Rayleigh quotient range is
When , the range is the singleton containing the sole eigenvalue.

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