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)

Full triples — surface form annotated when it differs from this entity's canonical label.

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 ⓘ