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Poincaré Separation Theorem


Let {y^k} be a set of orthonormal vectors with k=1, 2, ..., K, such that the inner product (y^k,y^k)=1. Then set

 x=sum_(k=1)^Ku_ky^k
(1)

so that for any square matrix A for which the product Ax is defined, the corresponding quadratic form is

 (x,Ax)=sum_(k,l=1)^Ku_ku_l(y^k,Ay^l).
(2)

Then if

 B_k=(y^k,Ay^l)
(3)

for k,l=1, 2, ..., K, it follows that

 lambda_i(B_K)<=lambda_1(A)
(4)
 lambda_(K-j)(B_K)>=lambda_(N-j)(A)
(5)

for i=1, 2, ..., K and j=0, 1, ..., K-1.


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References

Bellman, R. E. Introduction to Matrix Analysis, 2nd ed. New York: McGraw-Hill, p. 117, 1970.Gradshteyn, I. S. and Ryzhik, I. M. Tables of Integrals, Series, and Products, 6th ed. San Diego, CA: Academic Press, p. 1120, 2000.

Referenced on Wolfram|Alpha

Poincaré Separation Theorem

Cite this as:

Weisstein, Eric W. "Poincaré Separation Theorem." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/PoincareSeparationTheorem.html

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