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Courant–Fischer min-max principle

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Functional analysis Compact operator Spectral theorem for compact Hermitian operators
2026-09-28  0 By others on same topic  0 Discussions Create my own version
For a compact positive self-adjoint operator T with decreasing eigenvalues λ1​≥λ2​≥⋯, the Courant–Fischer principle gives
λk​=mindimV=k−1​maxx⊥V∥x∥=1​​⟨Tx,x⟩.
(1)
In particular, S≥T in quadratic-form order implies λk​(S)≥λk​(T) for every k.

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  • Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 225 / 2 / b / Solution

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