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For an orthonormal trial set , the Rayleigh quotient on their span is
Its minimum is the smallest eigenvalue of , which is therefore the optimal variational upper bound available in that trial subspace.

Ancestors (8)

  1. Rayleigh-Ritz variational principle
  2. Rayleigh quotient
  3. Linear operator theory
  4. Linear algebra
  5. Algebra
  6. Area of mathematics
  7. Mathematics
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