Relative eigenvalues and the Rayleigh quotient in tensor notation

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I'm working through Pavel Grinfeld's Introduction to Tensor Analysis and the Calculus of Moving Surfaces and I'm very stuck on exercise 118, which reads:




Show that the eigenvalues of the generalized equation (7.71) are given by the Rayleigh quotient
$$lambda = A_ij x^i x^j.$$




This references an equation from a preceding section of text:




In this section, we show that, much like $A x = b$, the eigenvalue problem
$$A x = lambda M xtag7.66$$
can be formulated as a variational problem. The matrix $M$ is assumed to be symmetric and positive define [sic]. The variational formulation is to find the extrema of
$$f(x) = A_ij x^i x^jtag7.67$$
subject to the constraint that
$$M_ij x^i x^j = 1.tag7.68$$
Geometrically, equation (7.68) states that the vector $x^i$ unit length [sic]. Use a Lagrange multiplier $lambda$ to incorporate the constraint on the augmented function $E(x, lambda)$
$$E(x, lambda) = A_ij x^i x^j - lambda (M_ij x^i x^j - 1).tag7.69$$
Following earlier analysis,
$$frac1 2 fracpartial E(x) partial x^i = A_ij x^j - lambda M_ij x^j.tag7.70$$
Equating the partial derivatives to zero yields
$$A_ij x^j = lambda M_ij x^jtag7.71$$
which is equivalent to the eigenvalue problem (7.66).




First I tried plugging the expression for $lambda$ (with renamed indices) into the RHS of equation (7.71) to try and obtain the LHS, but I didn't really get any further than plugging it in. Then I considered solving the variational problem for $lambda$ supposing we'd found an $x$ that works, but had no idea where to begin.










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    I'm working through Pavel Grinfeld's Introduction to Tensor Analysis and the Calculus of Moving Surfaces and I'm very stuck on exercise 118, which reads:




    Show that the eigenvalues of the generalized equation (7.71) are given by the Rayleigh quotient
    $$lambda = A_ij x^i x^j.$$




    This references an equation from a preceding section of text:




    In this section, we show that, much like $A x = b$, the eigenvalue problem
    $$A x = lambda M xtag7.66$$
    can be formulated as a variational problem. The matrix $M$ is assumed to be symmetric and positive define [sic]. The variational formulation is to find the extrema of
    $$f(x) = A_ij x^i x^jtag7.67$$
    subject to the constraint that
    $$M_ij x^i x^j = 1.tag7.68$$
    Geometrically, equation (7.68) states that the vector $x^i$ unit length [sic]. Use a Lagrange multiplier $lambda$ to incorporate the constraint on the augmented function $E(x, lambda)$
    $$E(x, lambda) = A_ij x^i x^j - lambda (M_ij x^i x^j - 1).tag7.69$$
    Following earlier analysis,
    $$frac1 2 fracpartial E(x) partial x^i = A_ij x^j - lambda M_ij x^j.tag7.70$$
    Equating the partial derivatives to zero yields
    $$A_ij x^j = lambda M_ij x^jtag7.71$$
    which is equivalent to the eigenvalue problem (7.66).




    First I tried plugging the expression for $lambda$ (with renamed indices) into the RHS of equation (7.71) to try and obtain the LHS, but I didn't really get any further than plugging it in. Then I considered solving the variational problem for $lambda$ supposing we'd found an $x$ that works, but had no idea where to begin.










    share|cite|improve this question























      up vote
      1
      down vote

      favorite









      up vote
      1
      down vote

      favorite











      I'm working through Pavel Grinfeld's Introduction to Tensor Analysis and the Calculus of Moving Surfaces and I'm very stuck on exercise 118, which reads:




      Show that the eigenvalues of the generalized equation (7.71) are given by the Rayleigh quotient
      $$lambda = A_ij x^i x^j.$$




      This references an equation from a preceding section of text:




      In this section, we show that, much like $A x = b$, the eigenvalue problem
      $$A x = lambda M xtag7.66$$
      can be formulated as a variational problem. The matrix $M$ is assumed to be symmetric and positive define [sic]. The variational formulation is to find the extrema of
      $$f(x) = A_ij x^i x^jtag7.67$$
      subject to the constraint that
      $$M_ij x^i x^j = 1.tag7.68$$
      Geometrically, equation (7.68) states that the vector $x^i$ unit length [sic]. Use a Lagrange multiplier $lambda$ to incorporate the constraint on the augmented function $E(x, lambda)$
      $$E(x, lambda) = A_ij x^i x^j - lambda (M_ij x^i x^j - 1).tag7.69$$
      Following earlier analysis,
      $$frac1 2 fracpartial E(x) partial x^i = A_ij x^j - lambda M_ij x^j.tag7.70$$
      Equating the partial derivatives to zero yields
      $$A_ij x^j = lambda M_ij x^jtag7.71$$
      which is equivalent to the eigenvalue problem (7.66).




      First I tried plugging the expression for $lambda$ (with renamed indices) into the RHS of equation (7.71) to try and obtain the LHS, but I didn't really get any further than plugging it in. Then I considered solving the variational problem for $lambda$ supposing we'd found an $x$ that works, but had no idea where to begin.










      share|cite|improve this question













      I'm working through Pavel Grinfeld's Introduction to Tensor Analysis and the Calculus of Moving Surfaces and I'm very stuck on exercise 118, which reads:




      Show that the eigenvalues of the generalized equation (7.71) are given by the Rayleigh quotient
      $$lambda = A_ij x^i x^j.$$




      This references an equation from a preceding section of text:




      In this section, we show that, much like $A x = b$, the eigenvalue problem
      $$A x = lambda M xtag7.66$$
      can be formulated as a variational problem. The matrix $M$ is assumed to be symmetric and positive define [sic]. The variational formulation is to find the extrema of
      $$f(x) = A_ij x^i x^jtag7.67$$
      subject to the constraint that
      $$M_ij x^i x^j = 1.tag7.68$$
      Geometrically, equation (7.68) states that the vector $x^i$ unit length [sic]. Use a Lagrange multiplier $lambda$ to incorporate the constraint on the augmented function $E(x, lambda)$
      $$E(x, lambda) = A_ij x^i x^j - lambda (M_ij x^i x^j - 1).tag7.69$$
      Following earlier analysis,
      $$frac1 2 fracpartial E(x) partial x^i = A_ij x^j - lambda M_ij x^j.tag7.70$$
      Equating the partial derivatives to zero yields
      $$A_ij x^j = lambda M_ij x^jtag7.71$$
      which is equivalent to the eigenvalue problem (7.66).




      First I tried plugging the expression for $lambda$ (with renamed indices) into the RHS of equation (7.71) to try and obtain the LHS, but I didn't really get any further than plugging it in. Then I considered solving the variational problem for $lambda$ supposing we'd found an $x$ that works, but had no idea where to begin.







      linear-algebra matrices eigenvalues-eigenvectors tensors index-notation






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      asked Aug 31 at 4:30









      themathandlanguagetutor

      50019




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          You can just multiply both sides of $(7.71)$ by $x^i$ and use the constraint:



          $$ A_ij x^j x^i = lambda M_ij x^i x^j = lambda ,.$$






          share|cite|improve this answer




















          • Oh my god I can't believe I didn't see that. Thank you.
            – themathandlanguagetutor
            Aug 31 at 7:23










          Your Answer




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          up vote
          0
          down vote



          accepted










          You can just multiply both sides of $(7.71)$ by $x^i$ and use the constraint:



          $$ A_ij x^j x^i = lambda M_ij x^i x^j = lambda ,.$$






          share|cite|improve this answer




















          • Oh my god I can't believe I didn't see that. Thank you.
            – themathandlanguagetutor
            Aug 31 at 7:23














          up vote
          0
          down vote



          accepted










          You can just multiply both sides of $(7.71)$ by $x^i$ and use the constraint:



          $$ A_ij x^j x^i = lambda M_ij x^i x^j = lambda ,.$$






          share|cite|improve this answer




















          • Oh my god I can't believe I didn't see that. Thank you.
            – themathandlanguagetutor
            Aug 31 at 7:23












          up vote
          0
          down vote



          accepted







          up vote
          0
          down vote



          accepted






          You can just multiply both sides of $(7.71)$ by $x^i$ and use the constraint:



          $$ A_ij x^j x^i = lambda M_ij x^i x^j = lambda ,.$$






          share|cite|improve this answer












          You can just multiply both sides of $(7.71)$ by $x^i$ and use the constraint:



          $$ A_ij x^j x^i = lambda M_ij x^i x^j = lambda ,.$$







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Aug 31 at 7:21









          gj255

          1,375819




          1,375819











          • Oh my god I can't believe I didn't see that. Thank you.
            – themathandlanguagetutor
            Aug 31 at 7:23
















          • Oh my god I can't believe I didn't see that. Thank you.
            – themathandlanguagetutor
            Aug 31 at 7:23















          Oh my god I can't believe I didn't see that. Thank you.
          – themathandlanguagetutor
          Aug 31 at 7:23




          Oh my god I can't believe I didn't see that. Thank you.
          – themathandlanguagetutor
          Aug 31 at 7:23

















           

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