grandes-ecoles 2022 Q14

grandes-ecoles · France · centrale-maths1__pc Matrices Eigenvalue and Characteristic Polynomial Analysis

Let $A \in \mathcal{S}_n(\mathbb{R})$ and $C = \left\{ U \in \mathcal{M}_{n,1}(\mathbb{R}) \mid U^\top U = 1 \right\}$. We further assume that the eigenvalues of $A$ are all positive. Show then that $\rho(A) = \max_{U \in C} \left( U^\top A U \right)$.

Let $A \in \mathcal{S}_n(\mathbb{R})$ and $C = \left\{ U \in \mathcal{M}_{n,1}(\mathbb{R}) \mid U^\top U = 1 \right\}$. We further assume that the eigenvalues of $A$ are all positive. Show then that $\rho(A) = \max_{U \in C} \left( U^\top A U \right)$.

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