矩阵广义特征值的极值

Minimax Value of Generalized Eigenvalue of Matrixes

利用矩阵的广义Rayleigh商,给出了实对称矩阵的广义特征值的极值,并将结论推广到Hermite矩阵.得到Hermite矩阵最大(小)特征值的存在区域.

This paper gives manimax value of generalized eigenvalue of real symmetric matrix with general-ized Rayleigh quotient,and extends the conclusion to Hermite-matrix , and gets region of existing maximum（mini-mum） value of Hermite-matrix.