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Linear AlgebraSuperchallengeSymmetric Matrices & Quadratic Forms

Symmetric Matrices & Quadratic Forms · Superchallenge problem

A real symmetric 3×33\times 3 matrix AA has eigenvalues 11, 44 and 99. Find the maximum of (xTAx)(xTA−1x)(\mathbf x^{T}A\mathbf x)(\mathbf x^{T}A^{-1}\mathbf x) over all unit vectors x\mathbf x.