How can we show the equivalence of (a) and (b)?
$\max(x^TAx)$ subject to $\|x\|=1$....(a)
$\max{\frac{x^TAx}{x^Tx}}$...(b)
How can we show the equivalence of (a) and (b)?
$\max(x^TAx)$ subject to $\|x\|=1$....(a)
$\max{\frac{x^TAx}{x^Tx}}$...(b)
$$\max \frac{x^TAx}{x^Tx} = \max \frac{x^TAx}{\|x\|^2} = \max \frac{x^T}{\|x\|} A \frac{x}{\|x\|}$$
Rewrite $u = x/\|x\|$ where $u$ always has norm $1$. So the two are equivalent.