ABSTRACT

It is worth reminding ourselves of one source of eigenvalue problems already considered in Chapter 1. As explained in Example 1.27, the following fact will guide many of our examples:

~xi

{cvˆ : c ∈ R}

~xi − projvˆ ~xi

(a) Input data (b) Principal axis (c) Projection error

When A is symmetric, the eigenvectors of A are the critical points of ~x>A~x under the constraint ‖~x‖2 = 1.