Stationary directions of the Rayleigh quotient

ID: stationary-directions-of-the-rayleigh-quotient

For a real symmetric matrix and nonzero real vector , the quotient rule and the quadratic form gradient give the displayed gradient. It vanishes exactly when , so the stationary points are eigenvectors. Equivalently, the Lagrange multiplier condition for optimizing on the unit sphere is . The smallest and largest eigenvalues give the global extrema; other eigenvectors can be stationary without being extrema, as a direction mixing larger and smaller eigenvalues changes the quotient in opposite ways.

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