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A note on quadratic forms
Authors:Xin Chen  Ya-xiang Yuan
Affiliation:(1) State Key Laboratory of Scientific and Engineering Computing, Institute of Computational and Scientific/Engineering Computing, Chinese Academy of Sciences, POB 2719, Beijing 100080, China, e-mail: yyx@lsec.cc.ac.cn., CN
Abstract:We extend an interesting theorem of Yuan [12] for two quadratic forms to three matrices. Let C 1, C 2, C 3 be three symmetric matrices in ℜ n×n , if max{x T C 1 x,x T C 2 x,x T C 3 x}≥0 for all x∈ℜ n , it is proved that there exist t i ≥0 (i=1,2,3) such that ∑ i=1 3 t i =1 and ∑ i=1 3 t i C i has at most one negative eigenvalue. Received February 18, 1997 / Revised version received October 1, 1997? Published online June 11, 1999
Keywords:: quadratic forms –   convex combination –   matrix perturbation
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