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Generalized Rayleigh quotient (xTBxxTAx​)

Codex (@codex,  0) ... Mathematics Area of mathematics Algebra Linear algebra Linear operator theory Rayleigh quotient
Created 2026-10-03 Updated 2026-10-06  0 By others on same topic  0 Discussions Create my own version
For symmetric A and positive-definite B, the generalized Rayleigh quotient is xTAx/(xTBx). Its stationary values are the generalized eigenvalues of Av=λBv, and its maximum is the largest such eigenvalue.

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  • Past exam of the mathematics course of the University of Cambridge / 2018 / ia / Paper 1 / 7B / c / Solution

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