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Golub (1973) showed that the constrained minimization problem of equations
(1) and (2) is equivalent to minimization of
the so-called Rayleigh Quotient. If we define the vector
and , the Rayleigh Quotient
takes the following form:
| |
(3) |

After the minimization of equation (3), the resultant vector **q**
is the eigenvector associated with the smallest eigenvalue of .

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Stanford Exploration Project

11/11/2002