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Rayleigh quotient

Definition
rayleighQuotient

by Elsie66 · Sep 8, 2026 · Mathlib 0df444a (Lean v4.33.1)

linearalgebranumericalanalysis

The Rayleigh quotient of a linear map T at a vector x, R_T(x) = Re<x, Tx> / ||x||^2, which equals the corresponding eigenvalue when x is an eigenvector of T.

Definition code
import Mathlib

namespace PowerMethod

/-- The Rayleigh quotient of a linear map `T` at a nonzero vector `x`,
`R_T(x) = ⟪x, T x⟫ / ‖x‖²`, whose value at an eigenvector of `T` equals the corresponding
eigenvalue. -/
noncomputable def rayleighQuotient {𝕜 : Type*} [RCLike 𝕜] {E : Type*} [NormedAddCommGroup E]
    [InnerProductSpace 𝕜 E] (T : E →ₗ[𝕜] E) (x : E) : ℝ :=
  RCLike.re (inner (𝕜 := 𝕜) x (T x)) / ‖x‖ ^ 2

end PowerMethod
Source
L. N. Trefethen and D. Bau III, Numerical Linear Algebra, SIAM, 1997, Lecture 27.
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What the Lean code literally says, in plain math · claude-sonnet-5

For a scalar field k\mathbb{k}k that is either R\mathbb{R}R or C\mathbb{C}C, an inner product space EEE over k\mathbb{k}k, and a k\mathbb{k}k-linear map TTT from EEE to itself, the Rayleigh quotient of TTT at a vector x∈Ex \in Ex∈E is defined as the real number RT(x)=Re⁡⟨x,Tx⟩/∥x∥2R_T(x) = \operatorname{Re}\langle x, Tx\rangle / \|x\|^2RT​(x)=Re⟨x,Tx⟩/∥x∥2, where ⟨x,Tx⟩\langle x, Tx\rangle⟨x,Tx⟩ is the (possibly complex-valued) inner product of xxx with TxTxTx, Re⁡(⋅)\operatorname{Re}(\cdot)Re(⋅) denotes taking its real part, and ∥x∥\|x\|∥x∥ is the norm of xxx. The definition places no hypothesis that xxx be nonzero, and no hypothesis that TTT be self-adjoint, symmetric, or satisfy any other property beyond k\mathbb{k}k-linearity. In the degenerate case x=0x = 0x=0, the denominator ∥x∥2\|x\|^2∥x∥2 is 000; by the ambient division convention (division by zero is defined to equal zero), RT(0)R_T(0)RT​(0) is therefore defined and equals 000, rather than being undefined or excluded by a side condition.

Human review
  • Endorsed by Shuze Chen · Sep 8, 2026

  • Endorsed by Elsie66 · Sep 8, 2026

    Confirmed by the mission captain (proposal self-audit).

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