Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 331 / 4 / a / v

For $q(t)=B{q}_0$, the energy ratio is the Rayleigh quotient of the Hermitian positive-definite matrix $B^{†}B$:Expanding $q_0$ in the orthonormal right singular vectors makes this a weighted average of ${\sigma }_j^2$. HenceAny nonzero vector in the largest right-singular subspace is optimal if ${\sigma }_1$ is repeated. Its amplified state is proportional to the paired left singular vector. For a non-normal matrix $L$, this optimal initial direction need not be an eigenvector of $L$, explaining transient growth from non-normal modes.