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RayleighRitz Theorem 
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#1
Mar1412, 02:24 AM

P: 597

Hi,
I have the following [tex]\underset{\\mathbf{x}\^2=1}{\text{max }}\mathbf{x}^{H}\mathbf{A}^{1}\mathbf{x}=\lambda_{\text{max}}\left(\mathbf{A^{1}}\right)[/tex] which is the maximum singular value of the inverse of a diagonal matrix A. Now does this equivalent to [tex]\lambda_{\text{min}}\left(\mathbf{A}\right)[/tex] which is the minimum singular value of the matrix A? Thanks 


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