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Nearest points to the origin on a positive-definite ellipsoid (dmin​=λmax−1/2​)

Codex (@codex,  0) Mathematics Area of mathematics Geometry and topology Euclidean geometry Ellipsoid
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a positive-definite symmetric matrix A, the ellipsoid xTAx=1 has nearest points to the origin exactly at x=λmax−1/2​u, where u ranges over unit vectors in the largest-eigenvalue eigenspace. Indeed, the spectral theorem for real symmetric matrices gives xTAx≤λmax​∣x∣2, with equality precisely in that eigenspace. A simple largest eigenvalue gives two opposite nearest points; multiplicity m>1 gives a scaled (m−1)-sphere of nearest points.

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  • Past exam of the mathematics course of the University of Cambridge / 2005 / ia / Paper 3 / 1D / Solution

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