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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)

1 Answers1

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$$\max \frac{x^TAx}{x^Tx} = \max \frac{x^TAx}{\|x\|^2} = \max \frac{x^T}{\|x\|} A \frac{x}{\|x\|}$$

Rewrite $u = x/\|x\|$ where $u$ always has norm $1$. So the two are equivalent.

dmh
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