1
vote
2answers
33 views

proving that $\max Q(x)=\lambda_\max$

Let $Q(x)$ be quadratic form. Prove that $\max_{\|x\|=1}Q(x)=\lambda_\max$. $Q$ is symmetric so it can be presented as $$\langle Ax,x\rangle$$ where $A$ is matrix which on its diagonal appears ...
5
votes
1answer
114 views

Prove that an eigenvector is the maximum of a symmetric matrix

Let $f : S^{n-1} \rightarrow \mathbb{R}, x \mapsto x^TAx$ ( A is a symmetric matrix), then an eigenvector $\xi$ of A is a local maximum of this function. We are supposed to prove this in 6 steps and ...
1
vote
0answers
41 views

Given $\mathbf{A}$ stable (all negative eigenvalues), produce a bound on $\|\mathbf{B}\|$ such that…

Given a system: $\dot{\mathbf{x}}=\left(\mathbf{A}+\mathbf{B}\right)\mathbf{x}$ Can you bound $\|\mathbf{B}\|$ s.t. the origin of $\mathbf{x}$ is exponentially stable using a Lyapunov function? ...
3
votes
1answer
47 views

Distinguishing between the different eigenvalues

Consider the symmetric matrix $$A=\begin{pmatrix} 2 & t & \cos t-1 \\ t & 2 & 0 \\ \cos t-1 & 0 & 2 \end{pmatrix}. $$ The (real) eigenvalues of $A$ can be found easily using ...
1
vote
1answer
74 views

Boundary-value problem in differential equations

Consider the problem: $$u^{(4)} + \lambda u = 0, \ \ \ 0<x<\pi; \ \ \ u(0) = u(\pi) = u''(0) = u''(\pi) =0$$ Find the eigenvalues. How should one proceed about this problem? I am complete ...
2
votes
3answers
215 views

Spectrum of eigenvalues and eigenfunctions

Our O.D.Es professor had the "amazing" idea of heavily introducing advanced linear algebra material (which is not an official prerequisite for the course) along with boundary value problems. Not being ...
1
vote
0answers
125 views

Would this be bounded?

Assume that $M$ is an $m$ by $m$ ($m$ is an even number) symmetric positive-semi-definite matrix with exactly $m/2$ positive eigenvalues and every entry of $M$ is less than $1$. Let $I_{r}$ be an $m$ ...
1
vote
1answer
64 views

Proof that these Hessian matrix identities are similar matrices

I am wondering if $Q, P$ are similar matrices where for a function $f:\mathbb{R^n}\to\mathbb{R}$ and for a diagonal matrix $D$ $Q=I-D^{-1}\nabla^2f(x)$ and $P=I-D^{-1/2}\nabla^2f(x)D^{-1/2}$. ...
5
votes
1answer
426 views

Distinct eigenvalues for integral operator?

Is there some sufficient condition on the kernel $K$ of a (say, finite rank, to simplify) integral operator $$ \mathcal K:f(x)\in L^2(\mathbb R)\mapsto \int K(x,y)f(y)dy $$ so that it has all its ...
3
votes
0answers
182 views

Does matrix convergence in $L^p$ imply convergence of the eigenvalues in $L^p$?

Let $A_n(x)$ be a sequence of symmetric matrix functions that converges in $L^p(\Omega)$ to $A(x)$. Is it true that the eigenvalues of $A_n(x)$, or a subsequence of these, converge to the eigenvalues ...