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Exercise 2205Linear algebra › Quadratic formsL1Added 3 Nov 2026

Bounding a quadratic form by eigenvalues

#eigenvalues#Rayleigh quotient#inequalities

Statement

Let AA be a symmetric n×nn\times n matrix with eigenvalues λ1≤⋯≤λn\lambda_1\le\cdots\le\lambda_n. Show that for all X∈RnX\in\mathbb{R}^n:
λ1∥X∥2≤XTAX≤λn∥X∥2.\lambda_1\|X\|^2\le X^TAX\le\lambda_n\|X\|^2.

Hint

Diagonalize AA orthogonally: A=QDQTA=QDQ^T. Then XTAX=(QTX)TD(QTX)X^TAX=(Q^TX)^TD(Q^TX).

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Solution

Diagonalization. Since AA is symmetric, there is an orthogonal matrix QQ with A=QDQTA=QDQ^T, D=diag⁡(λ1,…,λn)D=\operatorname{diag}(\lambda_1,\ldots,\lambda_n).

Change of variables. Let Y=QTXY=Q^TX. Then XTAX=YTDY=∑iλiyi2X^TAX=Y^TDY=\sum_i\lambda_i y_i^2.

Bounding. Since λ1≤λi≤λn\lambda_1\le\lambda_i\le\lambda_n:
λ1∑iyi2≤∑iλiyi2≤λn∑iyi2.\lambda_1\sum_i y_i^2\le\sum_i\lambda_i y_i^2\le\lambda_n\sum_i y_i^2.
But ∑iyi2=∥Y∥2=∥X∥2\sum_i y_i^2=\|Y\|^2=\|X\|^2 (since QQ is orthogonal).

Conclusion. λ1∥X∥2≤XTAX≤λn∥X∥2\lambda_1\|X\|^2\le X^TAX\le\lambda_n\|X\|^2.