it was stated that a symmetric matrix A has real eigenvalues 1 , 2 ,

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it was stated that a symmetric matrix A has real eigenvalues λ1, λ2, . . . . , λn (written in descending order) and corresponding orthonormal eigenvectors e1, e2, . . . . , en, that is eTiej= δij. In consequence any vector can be written as

X = ce + ce, t...t cen Deduce that XTAX XX  (5.42)

so that a lower bound of the largest eigenvalue has been found. The left-hand side of (5.42) is called the Rayleigh quotient. It is known that the matrix

[0 1 0 0] 1010 0 0 1 0 0 1 10

has a largest eigenvalue of 1/2((1 + √5)). Check that the result (5.42) holds for any vector of your choice.

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