Let K > 0. Prove the product formula max {xT K x | ||x|| = 1}

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Let K > 0. Prove the product formula
max {xT K x | ||x|| = 1} ∙
min {xT K-1x | ||x|| = 1 } =1.
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Applied Linear Algebra

ISBN: 978-0131473829

1st edition

Authors: Peter J. Olver, Cheri Shakiban

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