Relative eigenvalues and the Rayleigh quotient in tensor notation

The name of the pictureThe name of the pictureThe name of the pictureClash Royale CLAN TAG#URR8PPP











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

























    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























      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






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Aug 31 at 4:30









      themathandlanguagetutor

      50019




      50019




















          1 Answer
          1






          active

          oldest

          votes

















          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










          Your Answer




          StackExchange.ifUsing("editor", function ()
          return StackExchange.using("mathjaxEditing", function ()
          StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
          StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
          );
          );
          , "mathjax-editing");

          StackExchange.ready(function()
          var channelOptions =
          tags: "".split(" "),
          id: "69"
          ;
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function()
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled)
          StackExchange.using("snippets", function()
          createEditor();
          );

          else
          createEditor();

          );

          function createEditor()
          StackExchange.prepareEditor(
          heartbeatType: 'answer',
          convertImagesToLinks: true,
          noModals: false,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: 10,
          bindNavPrevention: true,
          postfix: "",
          noCode: true, onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          );



          );













           

          draft saved


          draft discarded


















          StackExchange.ready(
          function ()
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2900323%2frelative-eigenvalues-and-the-rayleigh-quotient-in-tensor-notation%23new-answer', 'question_page');

          );

          Post as a guest






























          1 Answer
          1






          active

          oldest

          votes








          1 Answer
          1






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes








          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

















           

          draft saved


          draft discarded















































           


          draft saved


          draft discarded














          StackExchange.ready(
          function ()
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2900323%2frelative-eigenvalues-and-the-rayleigh-quotient-in-tensor-notation%23new-answer', 'question_page');

          );

          Post as a guest













































































          這個網誌中的熱門文章

          How to combine Bézier curves to a surface?

          Mutual Information Always Non-negative

          Why am i infinitely getting the same tweet with the Twitter Search API?