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A note on quadratic forms

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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 ℜn×n, if max{x T C 1 x,x T C 2 x,x T C 3 x}≥0 for all x∈ℜn, 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.

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Received February 18, 1997 / Revised version received October 1, 1997¶ Published online June 11, 1999

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Chen, X., Yuan, Yx. A note on quadratic forms. Math. Program. 86, 187–197 (1999). https://doi.org/10.1007/s101070050085

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  • DOI: https://doi.org/10.1007/s101070050085