Exercise 2205Linear algebra › Quadratic formsL1Added 3 Nov 2026
Bounding a quadratic form by eigenvalues
#eigenvalues#Rayleigh quotient#inequalities
Statement
Let be a symmetric matrix with eigenvalues . Show that for all :
Hint
Diagonalize orthogonally: . Then .
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Solution
Diagonalization. Since is symmetric, there is an orthogonal matrix with , .
Change of variables. Let . Then .
Bounding. Since :
But (since is orthogonal).
Conclusion. .