求解广义瑞利商的极值问题包括局部最优值和全局最优值的论证
GivensymmetricmatricesB,D∈Rn×nandasymmetricpositivedefinite
matrixW∈Rn×n,maximizingthesumoftheRayleighquotientx?Dxandthegener-
alizedRayleighquotient
x?Bx
x?Wx
ontheunitspherenotonlyisofmathematicalinterest
initsownright,butalsofindsapplicationsinprac
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