Courant–Fischer min–max theorem

E825435

The Courant–Fischer min–max theorem is a fundamental result in linear algebra and spectral theory that characterizes the eigenvalues of a Hermitian (or symmetric) matrix via variational min–max principles over subspaces.

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Predicate Object
instanceOf result in linear algebra
result in spectral theory
theorem
alsoKnownAs Courant–Fischer theorem
Courant–Fischer variational principle
appliesTo Hermitian matrices
complex inner product spaces
real inner product spaces
real symmetric matrices
assumes matrix is Hermitian or real symmetric
matrix is diagonalizable by a unitary or orthogonal matrix
characterizes eigenvalues of Hermitian matrices
eigenvalues of symmetric matrices
concerns self-adjoint linear operators in finite dimensions
domain finite-dimensional inner product spaces
field linear algebra
matrix analysis
spectral theory
generalizes Rayleigh–Ritz method
linked to: Rayleigh method
gives max–min formula for k-th smallest eigenvalue
min–max formula for k-th largest eigenvalue
hasConsequence eigenvalues are stationary values of Rayleigh quotient
extreme eigenvalues equal global extrema of Rayleigh quotient
implies ordering of eigenvalues by variational principles
namedAfter Fritz John Fischer
Richard Courant
relatedTo Cauchy interlacing theorem
Poincaré min–max principle
Rayleigh–Ritz theorem
Weyl inequalities
relates eigenvalues to extremal Rayleigh quotients
eigenvalues to subspaces of given dimension
requires orthonormal basis of eigenvectors exists
usedFor bounding eigenvalues of matrices
characterizing extremal eigenvalues
proving eigenvalue interlacing results
usedIn eigenvalue approximation methods
matrix perturbation theory
numerical linear algebra
optimization over subspaces
principal component analysis
spectral analysis of graphs
spectral clustering
spectral theory of self-adjoint operators
usesConcept Rayleigh quotient
min–max principle
variational characterization

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Referenced by (7)

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Cauchy interlacing theorem relatedTo Courant–Fischer min–max theorem
Weyl inequalities relatedTo Courant–Fischer min–max principle
linked to: Courant–Fischer min–max theorem
Courant–Fischer min–max theorem alsoKnownAs Courant–Fischer theorem
linked to: Courant–Fischer min–max theorem
Courant–Fischer min–max theorem alsoKnownAs Courant–Fischer variational principle
linked to: Courant–Fischer min–max theorem
Courant–Fischer min–max theorem relatedTo Rayleigh–Ritz theorem
linked to: Courant–Fischer min–max theorem
Courant–Fischer min–max theorem relatedTo Poincaré min–max principle
linked to: Courant–Fischer min–max theorem
Poincaré separation theorem relatedTo Courant–Fischer min–max theorem