The smallest eigenvalue of a real symmetric n × n matrix, using the canonical descending
Hermitian spectrum endpoint ⊤ when n > 0.
Instances For
Companion bridge: a positive-definite real matrix is symmetric, so the source-facing
symmetric_matrix_min_eigenvalue applies without an extra symmetry hypothesis.
Proposition 5.11 (1): for the quadratic function x ↦ (1 / 2) xᵀ A x + bᵀ x + c on ℝ^n
equipped with the ℓ₂ norm, strong convexity with parameter σ is equivalent to the shifted
symmetric matrix A - σ I being positive semidefinite.
Proposition 5.11 (2): for a real symmetric quadratic form, the strong-convexity modulus σ
is admissible exactly when it does not exceed the smallest eigenvalue of the Hessian matrix A.
Proposition 5.11 (3): the quadratic function x ↦ (1 / 2) xᵀ A x + bᵀ x + c on ℝ^n is
strongly convex for some positive modulus if and only if its symmetric Hessian matrix A is
positive definite.
Proposition 5.11 (4): if the quadratic Hessian matrix A is positive definite, then its
smallest eigenvalue is the largest positive strong-convexity parameter of the associated quadratic
function on ℝ^n with the ℓ₂ norm.