Rayleigh quotient
LFor a fixed symmetric matrix
,
the normalized quadratic form
is called a Rayleigh quotient.
Given a positive definite matrix
of the same size, the quantity
is called a generalized Rayleigh quotient.
References
- https://www.sjsu.edu/faculty/guangliang.chen/Math253S20/lec4RayleighQuotient.pdf
- Gilbert Strang, Linear Algebra and its Applications, ch.
6.4, p. 379, 4th ed., 2006.