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Exercise 2210Linear algebra › Quadratic formsL1Added 3 Nov 2026

Minimizing a quadratic form on the sphere

#minimum#sphere#eigenvalues

Statement

Minimize the quadratic form
Q(x,y)=3x2+2xy+3y2Q(x,y)=3x^2+2xy+3y^2
on the unit circle x2+y2=1x^2+y^2=1.

Hint

The minimum is the smallest eigenvalue of the matrix A=(3113)A=\begin{pmatrix}3&1\\1&3\end{pmatrix}.

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Solution

Matrix. A=(3113)A=\begin{pmatrix}3&1\\1&3\end{pmatrix}.

Eigenvalues. det⁡(A−λI)=(3−λ)2−1\det(A-\lambda I)=(3-\lambda)^2-1, roots λ=2\lambda=2 and λ=4\lambda=4.

Rayleigh quotient. For ∥X∥=1\|X\|=1, XTAXX^TAX ranges in [λmin⁡,λmax⁡]=[2,4][\lambda_{\min},\lambda_{\max}]=[2,4].

Minimum. The minimum is 22, attained at the unit eigenvector for λ=2\lambda=2, i.e. (1,−1)/2(1,-1)/\sqrt2.

Conclusion. min⁡Q=2\min Q=2 on the unit circle, attained at ±(1,−1)/2\pm(1,-1)/\sqrt2.