Formula
Minimizer of an Eigendecomposed Quadratic Function
When a quadratic optimization problem is simplified using the eigendecomposition , the transformed variables become and . In this simplified coordinate system, the optimal minimizer is directly computed as , yielding a minimum function value of . This formulation is highly efficient to calculate because is a diagonal matrix containing the eigenvalues of , allowing each coordinate to be solved individually.
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Updated 2026-05-15
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