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Effect of Eigenvalues on Minimizer Sensitivity to Perturbation

When minimizing an eigendecomposed quadratic function, slight perturbations to the linear coefficient vector c\mathbf{c} can cause disproportionate changes in the true minimizer xˉ\bar{\mathbf{x}}. The sensitivity of the minimizer to these perturbations depends inversely on the magnitude of the eigenvalues Λi\boldsymbol{\Lambda}_i of the quadratic matrix. Specifically, if the eigenvalues are large, perturbing c\mathbf{c} results in only small changes to the minimizer's coordinates xˉi\bar{x}_i. Conversely, if the eigenvalues are small, even slight changes to c\mathbf{c} can lead to dramatic, sensitive changes in the minimizer. This mathematical insight connects the eigendecomposition of a quadratic function to the definition of the condition number and the fundamental difficulty of ill-conditioned optimization.

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Updated 2026-05-15

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