## A constrained eigenvalue problem.(English)Zbl 0666.15006

For the problem of finding $$Min(x^ TAx)$$ for a symmetric matrix A subject to $$x^ Tx=1$$ and $$N^ Tx=t$$ theoretical and numerical methods are described. First the linear constraint is removed and then Lagrange multipliers are employed reducing the problem to solve either a secular equation or a quadratic eigenvalue problem.
Reviewer: V.Mehrmann

### MSC:

 15A18 Eigenvalues, singular values, and eigenvectors 65F15 Numerical computation of eigenvalues and eigenvectors of matrices

GQTPAR
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### References:

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