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The Generalized Rayleigh Quotient
Published online by Cambridge University Press: 20 November 2018
Extract
In this paper we generalize the concept of the Rayleigh quotient to a complex Banach space. Lord Rayleigh investigated the quotient
(1)
considered as a function of the components of q, in the case of a symmetric matrix pencil Aλ+C with A positive definite. It is known that R(q) has a stationary value when q is a characteristic vector of Aλ+C and that
(2)
where qi is a characteristic vector corresponding to the characteristic value λi
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- Copyright © Canadian Mathematical Society 1974
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