Courant minimax principle

The Courant minimax principle gives a condition for finding the eigenvalues for a real symmetric matrix. The Courant minimax principle is as follows:

For any real symmetric matrix A,

${\displaystyle \lambda _{k}=\min \limits _{C}\max \limits _{{\|x\|=1},{Cx=0}}\langle Ax,x\rangle ,}$

where ${\displaystyle C}$ is any ${\displaystyle (k-1)\times n}$ matrix.

Notice that the vector x is an eigenvector to the corresponding eigenvalue λ.

The Courant minimax principle is a result of the maximum theorem, which says that for ${\displaystyle q(x)=\langle Ax,x\rangle }$, A being a real symmetric matrix, the largest eigenvalue is given by ${\displaystyle \lambda _{1}=\max _{\|x\|=1}q(x)=q(x_{1})}$, where ${\displaystyle x_{1}}$ is the corresponding eigenvector. Also (in the maximum theorem) subsequent eigenvalues ${\displaystyle \lambda _{k}}$ and eigenvectors ${\displaystyle x_{k}}$ are found by induction and orthogonal to each other; therefore, ${\displaystyle \lambda _{k}=\max q(x_{k})}$ with ${\displaystyle \langle x_{j},x_{k}\rangle =0,\ j<k}$.

The Courant minimax principle, as well as the maximum principle, can be visualized by imagining that if ||x|| = 1 is a hypersphere then the matrix A deforms that hypersphere into an ellipsoid. When the major axis on the intersecting hyperplane are maximized — i.e., the length of the quadratic form q(x) is maximized — this is the eigenvector, and its length is the eigenvalue. All other eigenvectors will be perpendicular to this.

The minimax principle also generalizes to eigenvalues of positive self-adjoint operators on Hilbert spaces, where it is commonly used to study the Sturm–Liouville problem.

• Min-max theorem
• Max–min inequality
• Rayleigh quotient