In mathematics, the Courant minimax principle gives the eigenvalues of a real symmetric matrix. It is named after Richard Courant.
The Courant minimax principle gives a condition for finding the eigenvalues for a real symmetric matrix. The Courant minimax principle is as follows:
For any real symmetric matrix A,
where is any matrix.
Notice that the vector x is an eigenvector to the corresponding eigenvalue λ.
The Courant minimax principle is a result of the maximum theorem, which says that for , A being a real symmetric matrix, the largest eigenvalue is given by , where is the corresponding eigenvector. Also (in the maximum theorem) subsequent eigenvalues and eigenvectors are found by induction and orthogonal to each other; therefore, with .
The Courant minimax principle, as well as the maximum principle, can be visualized by imagining that if ||x|| = 1 is a hypersphere then the matrix A deforms that hypersphere into an ellipsoid. When the major axis on the intersecting hyperplane are maximized — i.e., the length of the quadratic form q(x) is maximized — this is the eigenvector, and its length is the eigenvalue. All other eigenvectors will be perpendicular to this.
The minimax principle also generalizes to eigenvalues of positive self-adjoint operators on Hilbert spaces, where it is commonly used to study the Sturm–Liouville problem.
In mathematics, particularly linear algebra and functional analysis, a spectral theorem is a result about when a linear operator or matrix can be diagonalized. This is extremely useful because computations involving a diagonalizable matrix can often be reduced to much simpler computations involving the corresponding diagonal matrix. The concept of diagonalization is relatively straightforward for operators on finite-dimensional vector spaces but requires some modification for operators on infinite-dimensional spaces. In general, the spectral theorem identifies a class of linear operators that can be modeled by multiplication operators, which are as simple as one can hope to find. In more abstract language, the spectral theorem is a statement about commutative C*-algebras. See also spectral theory for a historical perspective.
In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Formally,
In mathematics, particularly in linear algebra, a skew-symmetricmatrix is a square matrix whose transpose equals its negative. That is, it satisfies the condition
In mathematics, a self-adjoint operator on a finite-dimensional complex vector space V with inner product is a linear map A that is its own adjoint: for all vectors v and w. If V is finite-dimensional with a given orthonormal basis, this is equivalent to the condition that the matrix of A is a Hermitian matrix, i.e., equal to its conjugate transpose A∗. By the finite-dimensional spectral theorem, V has an orthonormal basis such that the matrix of A relative to this basis is a diagonal matrix with entries in the real numbers. In this article, we consider generalizations of this concept to operators on Hilbert spaces of arbitrary dimension.
In mathematics, a Hermitian matrix is a complex square matrix that is equal to its own conjugate transpose—that is, the element in the i-th row and j-th column is equal to the complex conjugate of the element in the j-th row and i-th column, for all indices i and j:
In mathematics, an eigenfunction of a linear operator D defined on some function space is any non-zero function f in that space that, when acted upon by D, is only multiplied by some scaling factor called an eigenvalue. As an equation, this condition can be written as
In mathematics, specifically functional analysis, Mercer's theorem is a representation of a symmetric positive-definite function on a square as a sum of a convergent sequence of product functions. This theorem, presented in, is one of the most notable results of the work of James Mercer (1883–1932). It is an important theoretical tool in the theory of integral equations; it is used in the Hilbert space theory of stochastic processes, for example the Karhunen–Loève theorem; and it is also used to characterize a symmetric positive semi-definite kernel.
In mathematics, the Rayleigh quotient for a given complex Hermitian matrix M and nonzero vector x is defined as:
In mathematics, spectral theory is an inclusive term for theories extending the eigenvector and eigenvalue theory of a single square matrix to a much broader theory of the structure of operators in a variety of mathematical spaces. It is a result of studies of linear algebra and the solutions of systems of linear equations and their generalizations. The theory is connected to that of analytic functions because the spectral properties of an operator are related to analytic functions of the spectral parameter.
In numerical analysis, one of the most important problems is designing efficient and stable algorithms for finding the eigenvalues of a matrix. These eigenvalue algorithms may also find eigenvectors.
In linear algebra and functional analysis, the min-max theorem, or variational theorem, or Courant–Fischer–Weyl min-max principle, is a result that gives a variational characterization of eigenvalues of compact Hermitian operators on Hilbert spaces. It can be viewed as the starting point of many results of similar nature.
In the mathematical field of graph theory, the Laplacian matrix, also called the graph Laplacian, admittance matrix, Kirchhoff matrix or discrete Laplacian, is a matrix representation of a graph. The Laplacian matrix can be used to find many useful properties of a graph. Together with Kirchhoff's theorem, it can be used to calculate the number of spanning trees for a given graph. The sparsest cut of a graph can be approximated through the second smallest eigenvalue of its Laplacian by Cheeger's inequality. It can also be used to construct low dimensional embeddings, which can be useful for a variety of machine learning applications.
In linear algebra, the Perron–Frobenius theorem, proved by Oskar Perron (1907) and Georg Frobenius (1912), asserts that a real square matrix with positive entries has a unique largest real eigenvalue and that the corresponding eigenvector can be chosen to have strictly positive components, and also asserts a similar statement for certain classes of nonnegative matrices. This theorem has important applications to probability theory ; to the theory of dynamical systems ; to economics ; to demography ; to social networks ; to Internet search engines (PageRank); and even to ranking of football teams. The first to discuss the ordering of players within tournaments using Perron–Frobenius eigenvectors is Edmund Landau.
In linear algebra, an eigenvector or characteristic vector of a linear transformation is a nonzero vector that changes by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted by , is the factor by which the eigenvector is scaled.
The Born rule is a key postulate of quantum mechanics which gives the probability that a measurement of a quantum system will yield a given result. In its simplest form, it states that the probability density of finding a particle at a given point, when measured, is proportional to the square of the magnitude of the particle's wavefunction at that point. It was formulated by German physicist Max Born in 1926.
In quantum mechanics, notably in quantum information theory, fidelity is a measure of the "closeness" of two quantum states. It expresses the probability that one state will pass a test to identify as the other. The fidelity is not a metric on the space of density matrices, but it can be used to define the Bures metric on this space.
The expander mixing lemma intuitively states that the edges of certain -regular graphs are evenly distributed throughout the graph. In particular, the number of edges between two vertex subsets and is always close to the expected number of edges between them in a random -regular graph, namely .
In functional analysis, the concept of a compact operator on Hilbert space is an extension of the concept of a matrix acting on a finite-dimensional vector space; in Hilbert space, compact operators are precisely the closure of finite-rank operators in the topology induced by the operator norm. As such, results from matrix theory can sometimes be extended to compact operators using similar arguments. By contrast, the study of general operators on infinite-dimensional spaces often requires a genuinely different approach.
In linear algebra, eigendecomposition or sometimes spectral decomposition is the factorization of a matrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues and eigenvectors. Only diagonalizable matrices can be factorized in this way.
This article derives the main properties of rotations in 3-dimensional space.