Rayleigh-Ritz Theorem

  1. 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
     
  2. jcsd
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