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        <title>adamheins.com</title>
        <link>https://adamheins.com/</link>
        <description>The blog and project site of Adam Heins.</description>
        <lastBuildDate>Sun, 26 Apr 2026 15:18:40 GMT</lastBuildDate>
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        <item>
            <title><![CDATA[Continuous Collision Detection as a Visual Effect]]></title>
            <link>https://adamheins.com/ccd-visual</link>
            <guid>ccd-visual</guid>
            <pubDate>Sun, 12 Apr 2026 04:00:00 GMT</pubDate>
            <description><![CDATA[Continuous collision detection is useful in physics engines and can also look quite cool.]]></description>
            <content:encoded><![CDATA[<h2 id="continuous-collision-detection">Continuous Collision Detection</h2>
<p>Physics engines are widely used in games and simulators. These engines simulate
an environment in a discrete manner: at a given time <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>t</mi></mrow><annotation encoding="application/x-tex">t</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6151em;"></span><span class="mord mathnormal">t</span></span></span></span>, they compute the
state of the environment (that is, the position and velocities of all objects)
at the next time <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>t</mi><mo>+</mo><mi mathvariant="normal">Δ</mi><mi>t</mi></mrow><annotation encoding="application/x-tex">t+\Delta t</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6984em;vertical-align:-0.0833em;"></span><span class="mord mathnormal">t</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span></span></span></span>, where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">Δ</mi><mi>t</mi><mo>&gt;</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\Delta t&gt;0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7224em;vertical-align:-0.0391em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span> is a small, usually fixed,
time step. This process is repeated until the desired duration has elapsed or
the simulation is otherwise ended.</p>
<p>One of the physics engine&#8217;s main tasks is <em>collision detection</em>; that is,
checking if two objects are in contact or overlapping after each time step. For
simple shapes like circles and spheres, conditions for collision can be
easily derived by hand; for more general shapes, there are many interesting
collision detection algorithms like
<a href="https://dyn4j.org/2010/01/sat/">SAT</a>,
<a href="https://dyn4j.org/2010/04/gjk-gilbert-johnson-keerthi/">GJK</a>, and
<a href="https://dyn4j.org/2010/05/epa-expanding-polytope-algorithm/">EPA</a>.</p>
<p>However, what if the collision occurs <em>during</em> a time step? For example,
consider the shapes in Figure 1 below. The circle (red) is moving with constant
velocity toward the stationary wall (blue). As we can see, the circle <em>should</em>
collide with the wall during the time step <em>between</em> times <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>t</mi></mrow><annotation encoding="application/x-tex">t</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6151em;"></span><span class="mord mathnormal">t</span></span></span></span> and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>t</mi><mo>+</mo><mi mathvariant="normal">Δ</mi><mi>t</mi></mrow><annotation encoding="application/x-tex">t+\Delta t</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6984em;vertical-align:-0.0833em;"></span><span class="mord mathnormal">t</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span></span></span></span>,
but the two shapes are <em>not</em> colliding <em>at</em> times <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>t</mi></mrow><annotation encoding="application/x-tex">t</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6151em;"></span><span class="mord mathnormal">t</span></span></span></span> or <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>t</mi><mo>+</mo><mi mathvariant="normal">Δ</mi><mi>t</mi></mrow><annotation encoding="application/x-tex">t+\Delta t</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6984em;vertical-align:-0.0833em;"></span><span class="mord mathnormal">t</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span></span></span></span>. This means
that if we only check for collisions at these discrete instants in time, we
would miss the collision entirely. This phenomenon is called <em>tunnelling</em>,
and is more likely to occur with objects that are thin and/or moving
quickly.</p>
<div class="figure w-100">
<img src="https://static.adamheins.com/blog/ccd-visual/discrete_collision.svg" alt="A circle tunnelling through a wall." title="A circle tunnelling through a wall." />
<div class="caption">
<p>Figure 1: A circle (red) tunnelling through a wall (blue) during the time step
between times <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>t</mi></mrow><annotation encoding="application/x-tex">t</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6151em;"></span><span class="mord mathnormal">t</span></span></span></span> and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>t</mi><mo>+</mo><mi mathvariant="normal">Δ</mi><mi>t</mi></mrow><annotation encoding="application/x-tex">t+\Delta t</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6984em;vertical-align:-0.0833em;"></span><span class="mord mathnormal">t</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span></span></span></span>.</p>
</div>
</div>
<p>The solution is <em>continuous collision detection (CCD)</em>, in which we check for
overlap between the <em>swept areas</em> (or <em>swept volumes</em>, in 3D) of the two
objects over the time step. That is, we don&#8217;t just look at where the objects
end up, but at <em>all of the space they pass through</em> over the time step. Figure 2
shows the swept area of the circle from Figure 1, which does overlap with the
wall. Having computed the swept areas, we can use any of the algorithms
mentioned above to check for a collision between them.</p>
<div class="figure w-80-100">
<img src="https://static.adamheins.com/blog/ccd-visual/continuous_collision.svg" alt="The swept area of the circle from Figure 1 overlaps the wall." title="The swept area of the circle from Figure 1 overlaps the wall." />
<div class="caption">
<p>Figure 2: The swept area of the circle from Figure 1, which overlaps the wall
in the hatched region.</p>
</div>
</div>
<p>When a collision is detected between two swept areas, we typically also want to
compute exactly when the collision occurred during the time step, so that
behaviour can be adjusted accordingly. For example, at the instant of collision
between a ball and a wall, we may reverse the ball&#8217;s direction (normal to the
wall) to simulate a bounce. We won&#8217;t get more into calculating
collision time in this post, but you can read more about CCD in games
<a href="https://box2d.org/files/ErinCatto_ContinuousCollision_GDC2013.pdf">here</a> and
<a href="https://docs.bepuphysics.com/ContinuousCollisionDetection.html">here</a> and in
robot motion planning
<a href="https://rll.berkeley.edu/trajopt/ijrr/2013-IJRR-TRAJOPT.pdf">here</a>. I also
described a form of CCD I used in a research paper in <a href="https://adamheins.com/blog/dodge-a-ball">this previous blog
post</a>.</p>
<h2 id="as-a-visual-effect">As a Visual Effect</h2>
<p>Last year I had some fun making a little browser-based game called
<a href="https://adamheins.com/projects/saber/">Saber</a>, in which the player swings
around a lightsaber to destroy bouncing balls (if you haven&#8217;t played it before,
I encourage you to go do so now&#8212;it&#8217;s fun and will make the rest of this post
easier to follow). The saber itself is essentially a thin line segment
which can move quite fast, so CCD is needed to reliably detect collisions
between it and the balls. </p>
<p>However, the swept area of the saber is not straightforward to compute exactly.
Indeed, since the saber experiences both linear and angular motion, the swept
area may not even be a convex shape (convexity generally makes collision
detection easier). Therefore, to simplify things, I just approximated the swept
area over each time step as a quadrilateral (i.e., a four-sided polygon), as
shown in the examples in Figure 3 below (the figure is animated&#8212;press the
small play button in the bottom left corner).</p>
<div class="figure w-100">
<object data="https://static.adamheins.com/blog/ccd-visual/sweep.svg" type="image/svg+xml" alt="The swept areas of two line segments." title="The swept areas of two line segments."></object>
<div class="caption">
<p>Figure 3: Two swept areas of line segments moving with both linear and angular
velocity (the linear velocity is the same in both cases but the angular
velocity differs). The line segment starts oriented vertically (coloured blue)
and transitions to red as time progresses. The quadrilateral approximation of
the swept area is outlined in black. Press the play button to watch the areas
get swept out over time.</p>
</div>
</div>
<p>As a collision detection method for the game, the quadrilateral approximation
works well. While it may result in spurious detections for non-convex swept
areas like the one on the right side of Figure 3, I haven&#8217;t really noticed this
during gameplay. And besides, tunnelling would be far more jarring than a
slightly conservative collision shape.</p>
<p>What I didn&#8217;t realize is that this application of CCD also produces a <em>really
cool visual effect</em> (in my opinion) if the swept area is drawn at each
time step: it looks like the light trail left by a swinging lightsaber, hence
the name of the game. You can play with an interactive demo of this effect in
Figure 4 (but you should also just go <a href="https://adamheins.com/projects/saber/">play the
game</a>).</p>
<div class="figure w-80-100">
  <canvas id="canvas" style="border: 1px solid #aaa; aspect-ratio: 1 / 1;"></canvas>
  <div>
    <form style="text-align: left; margin-top: 0.5rem;">
      <input type="checkbox" name="lightTrail" id="lightTrail" checked></input>
      <label for="lightTrail">Draw Light Trail</label>
      <button id="reset" type="button" style="float: right;">Reset</button>
    </form>
  </div>
  <div class="caption">
    <p>Figure 4: Interactive demo of the CCD light trail effect. Move your
    mouse to the saber&#8217;s hilt (black) to start moving it around. Use the
    checkbox in the bottom left corner to enable or disable the light trail.</p>
  </div>
</div>

<p><em>Thanks to Galen Leir-Taha for reviewing a draft of this post.</em></p>
]]></content:encoded>
            <author>mail@adamheins.com (Adam Heins)</author>
        </item>
        <item>
            <title><![CDATA[The Maximum Eigenvalue is a Convex Function]]></title>
            <link>https://adamheins.com/max-eigenvalue-convex</link>
            <guid>max-eigenvalue-convex</guid>
            <pubDate>Fri, 06 Mar 2026 05:00:00 GMT</pubDate>
            <description><![CDATA[A look at the convexity of the function mapping a real symmetric matrix to its maximum eigenvalue.]]></description>
            <content:encoded><![CDATA[<p>Suppose we have a real square matrix <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mrow><mi>n</mi><mo>×</mo><mi>n</mi></mrow></msup></mrow><annotation encoding="application/x-tex">\bm{A}\in\R^{n\times n}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7252em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.7713em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7713em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">×</span><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span></span></span></span></span>, the eigenvalues
of which determine the amount of scaling <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> performs along each
dimension. Recall that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>λ</mi></mrow><annotation encoding="application/x-tex">\lambda</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">λ</span></span></span></span> is an <em>eigenvalue</em> of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> if
it satisfies the equation</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi><mo>=</mo><mi>λ</mi><mi mathvariant="bold-italic">v</mi></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{1}
    \bm{A}\bm{v} = \lambda\bm{v}
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="enclosing" id="1"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-2.85em;"><span class="pstrut" style="height:2.84em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span></span>
<p>for some <em>eigenvector</em> <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi></mrow><annotation encoding="application/x-tex">\bm{v}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span></span>. A general real square matrix may have complex
eigenvalues and eigenvectors, so we will limit ourselves to real <em>symmetric</em>
matrices (that is, those satisfying <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi><mo>=</mo><msup><mi mathvariant="bold-italic">A</mi><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\bm{A}=\bm{A}^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.9173em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9173em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span>), which are guaranteed to
have real eigenvalues and eigenvectors (note the converse is not true: a matrix
does not necessarily have to be symmetric for all of its eigenvalues to be
real). We denote the set of real symmetric <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>n</mi><mo>×</mo><mi>n</mi></mrow><annotation encoding="application/x-tex">n\times n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal">n</span></span></span></span> matrices as
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="double-struck">S</mi><mi>n</mi></msup></mrow><annotation encoding="application/x-tex">\mathbb{S}^n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6889em;"></span><span class="mord"><span class="mord mathbb">S</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span></span></span></span>.</p>
<p>The eigenvector <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi></mrow><annotation encoding="application/x-tex">\bm{v}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span></span> in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#1"><mo stretchy="false">(</mo><mtext>1</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#1"><span class="mopen">(</span><span class="mord text"><span class="mord">1</span></span><span class="mclose">)</span></a></span></span></span> is free to take any non-zero
magnitude, so we will assume <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">v</mi><msub><mi mathvariant="normal">∥</mi><mn>2</mn></msub><mo>=</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">\|\bm{v}\|_2=1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">∥</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mord"><span class="mord">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span>. We can then left-multiply both
sides of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#1"><mo stretchy="false">(</mo><mtext>1</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#1"><span class="mopen">(</span><span class="mord text"><span class="mord">1</span></span><span class="mclose">)</span></a></span></span></span> by <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\bm{v}^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8413em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span> to obtain the relationship
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi><mo>=</mo><mi>λ</mi></mrow><annotation encoding="application/x-tex">\bm{v}^T\bm{A}\bm{v}=\lambda</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8413em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">λ</span></span></span></span>. Thus the maximum eigenvalue
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mrow><mi>max</mi><mo>⁡</mo><mrow></mrow></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\lambda_{\max{}}(\bm{A})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mop mtight"><span class="mtight">m</span><span class="mtight">a</span><span class="mtight">x</span></span><span class="mspace mtight" style="margin-right:0.1952em;"></span><span class="mord mtight"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mclose">)</span></span></span></span> can be expressed as the optimization problem</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>λ</mi><mrow><mi>max</mi><mo>⁡</mo><mrow></mrow></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo stretchy="false">)</mo><mo><mi mathvariant="normal">≔</mi></mo><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mi mathvariant="bold-italic">v</mi></munder></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtext>subject to</mtext></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">v</mi><msub><mi mathvariant="normal">∥</mi><mn>2</mn></msub><mo>=</mo><mn>1.</mn></mrow></mstyle></mtd></mtr></mtable></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{2}
\begin{aligned}
    \lambda_{\max{}}(\bm{A}) \coloneqq \max_{\bm{v}} &amp;\quad \bm{v}^T\bm{A}\bm{v} \\
    \text{subject to} &amp;\quad \|\bm{v}\|_2=1.
\end{aligned}
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.3913em;vertical-align:-1.4457em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.9457em;"><span style="top:-3.9457em;"><span class="pstrut" style="height:3.9457em;"></span><span class="mord"><span class="enclosing" id="2"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.9457em;"><span style="top:-4.0543em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mop mtight"><span class="mtight">m</span><span class="mtight">a</span><span class="mtight">x</span></span><span class="mspace mtight" style="margin-right:0.1952em;"></span><span class="mord mtight"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel"><span class="mrel"><span class="mop" style="position:relative;top:-0.0347em;">:</span></span><span class="mrel"><span class="mspace" style="margin-right:-0.0667em;"></span></span><span class="mrel">=</span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.4em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03704em;">v</span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7em;"><span></span></span></span></span></span></span></span><span style="top:-2.2143em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord text"><span class="mord">subject to</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4457em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.9457em;"><span style="top:-4.0543em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span><span style="top:-2.2143em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord">∥</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mord"><span class="mord">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">1.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4457em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4457em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.9457em;"><span style="top:-3.9457em;"><span class="pstrut" style="height:3.9457em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4457em;"><span></span></span></span></span></span></span></span></span>
<p>It turns out that the maximum eigenvalue function
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mrow><mi>max</mi><mo>⁡</mo><mrow></mrow></mrow></msub><mo>:</mo><msup><mi mathvariant="double-struck">S</mi><mi>n</mi></msup><mo>→</mo><mi mathvariant="double-struck">R</mi></mrow><annotation encoding="application/x-tex">\lambda_{\max{}}:\mathbb{S}^n\to\R</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mop mtight"><span class="mtight">m</span><span class="mtight">a</span><span class="mtight">x</span></span><span class="mspace mtight" style="margin-right:0.1952em;"></span><span class="mord mtight"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">:</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6889em;"></span><span class="mord"><span class="mord mathbb">S</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">→</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6889em;"></span><span class="mord mathbb">R</span></span></span></span> is convex, even though
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span> looks like a non-convex problem. Indeed,
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span> is a quadratically-constrained quadratic program (QCQP),
but neither the objective function nor the constraint are convex (since we have
made no definiteness assumptions about <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> and the constraint is a
quadratic equality&#8212;we will come back to this).</p>
<p>We will explore the convexity of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mrow><mi>max</mi><mo>⁡</mo><mrow></mrow></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\lambda_{\max{}}(\bm{A})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mop mtight"><span class="mtight">m</span><span class="mtight">a</span><span class="mtight">x</span></span><span class="mspace mtight" style="margin-right:0.1952em;"></span><span class="mord mtight"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mclose">)</span></span></span></span> in the rest of the
post, which will allow us to have some fun with convex optimization and <a href="https://en.wikipedia.org/wiki/Duality_(optimization)">Lagrangian
duality</a>. Similar
arguments also reveal that the <em>minimum</em> eigenvalue is a <em>concave</em> function,
but we leave that as an exercise to the reader. If you&#8217;ve read <a href="https://web.stanford.edu/~boyd/cvxbook/">Convex
Optimization</a> by Boyd and Vandenberghe
(it&#8217;s freely available at the link provided) there shouldn&#8217;t be much here
that&#8217;s totally new to you, but I think we can still enjoy ourselves.</p>
<p>Of course, if your goal is just to find the maximum eigenvalue of a (symmetric)
matrix, there are <a href="https://arxiv.org/abs/1105.1185">much faster algorithms</a>
than the convex optimization problems we&#8217;ll explore in this post, but reasoning
about eigenvalues is quite fundamental to convex programs arising in control
theory, structural analysis, and portfolio optimization, among others. An
interactive Python notebook that accompanies this post can be accessed directly
in the browser
<a href="https://mybinder.org/v2/gh/adamheins/max-eigenvalue-convex/HEAD?urlpath=/doc/tree/max_eigenvalue_convex.ipynb">here</a>.</p>
<h2 id="convexity">Convexity</h2>
<p>Recall that a function is
<a href="https://en.wikipedia.org/wiki/Convex_function">convex</a> if a line segment drawn
between any two points on the function lies on or above the function itself. In
our case, we have a function of the form <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>g</mi><mo>:</mo><msup><mi mathvariant="double-struck">S</mi><mi>n</mi></msup><mo>→</mo><mi mathvariant="double-struck">R</mi></mrow><annotation encoding="application/x-tex">g:\mathbb{S}^n\to\mathbb{R}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.1944em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">:</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6889em;"></span><span class="mord"><span class="mord mathbb">S</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">→</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6889em;"></span><span class="mord mathbb">R</span></span></span></span>; by
definition, it is convex if and only if</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>g</mi><mo stretchy="false">(</mo><mi>t</mi><mi mathvariant="bold-italic">A</mi><mo>+</mo><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><mi>t</mi><mo stretchy="false">)</mo><mi mathvariant="bold-italic">B</mi><mo stretchy="false">)</mo><mo>≤</mo><mi>t</mi><mi>g</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo stretchy="false">)</mo><mo>+</mo><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><mi>t</mi><mo stretchy="false">)</mo><mi>g</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">B</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    g(t\bm{A} + (1-t)\bm{B}) \leq tg(\bm{A}) + (1-t)g(\bm{B})
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord mathnormal">t</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.04835em;">B</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal">t</span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.04835em;">B</span></span></span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>for any <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi><mo separator="true">,</mo><mi mathvariant="bold-italic">B</mi><mo>∈</mo><msup><mi mathvariant="double-struck">S</mi><mi>n</mi></msup></mrow><annotation encoding="application/x-tex">\bm{A},\bm{B}\in\mathbb{S}^n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8805em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.04835em;">B</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6889em;"></span><span class="mord"><span class="mord mathbb">S</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span></span></span></span> and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>t</mi><mo>∈</mo><mo stretchy="false">[</mo><mn>0</mn><mo separator="true">,</mo><mn>1</mn><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">t\in[0,1]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6542em;vertical-align:-0.0391em;"></span><span class="mord mathnormal">t</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">1</span><span class="mclose">]</span></span></span></span>. Using
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span>, we have</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>λ</mi><mrow><mi>max</mi><mo>⁡</mo><mrow></mrow></mrow></msub><mo stretchy="false">(</mo><mi>t</mi><mi mathvariant="bold-italic">A</mi><mo>+</mo><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><mi>t</mi><mo stretchy="false">)</mo><mi mathvariant="bold-italic">B</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mrow><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">v</mi><msub><mi mathvariant="normal">∥</mi><mn>2</mn></msub><mo>=</mo><mn>1</mn></mrow></munder><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mo stretchy="false">(</mo><mi>t</mi><mi mathvariant="bold-italic">A</mi><mo>+</mo><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><mi>t</mi><mo stretchy="false">)</mo><mi mathvariant="bold-italic">B</mi><mo stretchy="false">)</mo><mi mathvariant="bold-italic">v</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mrow><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">v</mi><msub><mi mathvariant="normal">∥</mi><mn>2</mn></msub><mo>=</mo><mn>1</mn></mrow></munder><mi>t</mi><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi><mo>+</mo><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><mi>t</mi><mo stretchy="false">)</mo><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">B</mi><mi mathvariant="bold-italic">v</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>≤</mo><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mrow><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">v</mi><msub><mi mathvariant="normal">∥</mi><mn>2</mn></msub><mo>=</mo><mn>1</mn></mrow></munder><mi>t</mi><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi><mo>+</mo><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mrow><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">v</mi><msub><mi mathvariant="normal">∥</mi><mn>2</mn></msub><mo>=</mo><mn>1</mn></mrow></munder><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><mi>t</mi><mo stretchy="false">)</mo><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">B</mi><mi mathvariant="bold-italic">v</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mi>t</mi><msub><mi>λ</mi><mrow><mi>max</mi><mo>⁡</mo><mrow></mrow></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo stretchy="false">)</mo><mo>+</mo><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><mi>t</mi><mo stretchy="false">)</mo><msub><mi>λ</mi><mrow><mi>max</mi><mo>⁡</mo><mrow></mrow></mrow></msub><mo stretchy="false">(</mo><mi mathvariant="bold-italic">B</mi><mo stretchy="false">)</mo><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \lambda_{\max{}}(t\bm{A} + (1-t)\bm{B}) &amp;= \max_{\|\bm{v}\|_2=1} \bm{v}^T(t\bm{A} + (1-t)\bm{B})\bm{v} \\
    &amp;= \max_{\|\bm{v}\|_2=1} t\bm{v}^T\bm{A}\bm{v} + (1-t)\bm{v}^T\bm{B}\bm{v} \\
    &amp;\leq \max_{\|\bm{v}\|_2=1} t\bm{v}^T\bm{A}\bm{v} + \max_{\|\bm{v}\|_2=1}(1-t)\bm{v}^T\bm{B}\bm{v} \\
    &amp;= t\lambda_{\max{}}(\bm{A}) + (1-t)\lambda_{\max{}}(\bm{B}),
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:7.972em;vertical-align:-3.736em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.236em;"><span style="top:-6.236em;"><span class="pstrut" style="height:6.236em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.236em;"><span style="top:-6.3447em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mop mtight"><span class="mtight">m</span><span class="mtight">a</span><span class="mtight">x</span></span><span class="mspace mtight" style="margin-right:0.1952em;"></span><span class="mord mtight"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">t</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.04835em;">B</span></span></span><span class="mclose">)</span></span></span><span style="top:-4.1873em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-2.03em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:0.076em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.736em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.236em;"><span style="top:-6.3447em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.309em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∥</span><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03704em;">v</span></span></span><span class="mord mtight"><span class="mord mtight">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3173em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.966em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">t</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.04835em;">B</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span><span style="top:-4.1873em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.309em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∥</span><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03704em;">v</span></span></span><span class="mord mtight"><span class="mord mtight">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3173em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.966em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">t</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.04835em;">B</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span><span style="top:-2.03em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.309em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∥</span><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03704em;">v</span></span></span><span class="mord mtight"><span class="mord mtight">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3173em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.966em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">t</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.309em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∥</span><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03704em;">v</span></span></span><span class="mord mtight"><span class="mord mtight">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3173em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.966em;"><span></span></span></span></span></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.04835em;">B</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span><span style="top:0.076em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal">t</span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mop mtight"><span class="mtight">m</span><span class="mtight">a</span><span class="mtight">x</span></span><span class="mspace mtight" style="margin-right:0.1952em;"></span><span class="mord mtight"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">t</span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mop mtight"><span class="mtight">m</span><span class="mtight">a</span><span class="mtight">x</span></span><span class="mspace mtight" style="margin-right:0.1952em;"></span><span class="mord mtight"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.04835em;">B</span></span></span><span class="mclose">)</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.736em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.736em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where we have used the fact that the sum of maxima is at least as large as the
maximum of a sum, revealing that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mrow><mi>max</mi><mo>⁡</mo><mrow></mrow></mrow></msub></mrow><annotation encoding="application/x-tex">\lambda_{\max{}}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mop mtight"><span class="mtight">m</span><span class="mtight">a</span><span class="mtight">x</span></span><span class="mspace mtight" style="margin-right:0.1952em;"></span><span class="mord mtight"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> is indeed convex.</p>
<p>In general, the pointwise maximum over a family of convex functions is itself
convex (see Figure 1 below for a visual example). That is, if a function
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>f</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo separator="true">,</mo><mi mathvariant="bold-italic">v</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">f(\bm{A},\bm{v})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mclose">)</span></span></span></span> is convex in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> for every <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi><mo>∈</mo><mi mathvariant="script">V</mi></mrow><annotation encoding="application/x-tex">\bm{v}\in\mathcal{V}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathcal" style="margin-right:0.08222em;">V</span></span></span></span>, then
the function</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>g</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo stretchy="false">)</mo><mo><mi mathvariant="normal">≔</mi></mo><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mrow><mi mathvariant="bold-italic">v</mi><mo>∈</mo><mi mathvariant="script">V</mi></mrow></munder><mi>f</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo separator="true">,</mo><mi mathvariant="bold-italic">v</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    g(\bm{A}) \coloneqq \max_{\bm{v}\in\mathcal{V}}f(\bm{A},\bm{v})
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.6117em;vertical-align:-0.5559em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0559em;"><span style="top:-3.2159em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel"><span class="mrel"><span class="mop" style="position:relative;top:-0.0347em;">:</span></span><span class="mrel"><span class="mspace" style="margin-right:-0.0667em;"></span></span><span class="mrel">=</span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.3557em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03704em;">v</span></span></span><span class="mrel mtight">∈</span><span class="mord mathcal mtight" style="margin-right:0.08222em;">V</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7717em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5559em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>is also convex (see Section 3.2.3 of <a href="https://web.stanford.edu/~boyd/cvxbook/">Convex
Optimization</a>). In our case,
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>f</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo separator="true">,</mo><mi mathvariant="bold-italic">v</mi><mo stretchy="false">)</mo><mo><mi mathvariant="normal">≔</mi></mo><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi></mrow><annotation encoding="application/x-tex">f(\bm{A},\bm{v})\coloneqq\bm{v}^T\bm{A}\bm{v}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel"><span class="mrel"><span class="mop" style="position:relative;top:-0.0347em;">:</span></span><span class="mrel"><span class="mspace" style="margin-right:-0.0667em;"></span></span><span class="mrel">=</span></span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8413em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span></span> is linear in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span>, which means it
is both convex and concave in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span>, for every <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi></mrow><annotation encoding="application/x-tex">\bm{v}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span></span>.</p>
<div class="figure w-80-100">
<img src="https://static.adamheins.com/blog/max-eigenvalue-convex/max_of_convex.svg" alt="The pointwise maximum of convex functions is also convex." />
<div class="caption">
<p>Figure 1: The function <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>g</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo><mi mathvariant="normal">≔</mi></mo><msub><mrow><mi>max</mi><mo>⁡</mo></mrow><mrow><mi>i</mi><mo>=</mo><mn>1</mn><mo separator="true">,</mo><mn>2</mn></mrow></msub><mtext> </mtext><msub><mi>f</mi><mi>i</mi></msub><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">g(x)\coloneqq\max_{i=1,2}\ f_i(x)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel"><span class="mrel"><span class="mop" style="position:relative;top:-0.0347em;">:</span></span><span class="mrel"><span class="mspace" style="margin-right:-0.0667em;"></span></span><span class="mrel">=</span></span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0361em;vertical-align:-0.2861em;"></span><span class="mop"><span class="mop">max</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span><span class="mpunct mtight">,</span><span class="mord mtight">2</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace"> </span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:-0.1076em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span></span></span></span> (highlighted in red) is the
pointwise maximum of two convex functions <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>f</mi><mn>1</mn></msub></mrow><annotation encoding="application/x-tex">f_1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:-0.1076em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>f</mi><mn>2</mn></msub></mrow><annotation encoding="application/x-tex">f_2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:-0.1076em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>, and is therefore
itself convex.</p>
</div>
</div>
<h2 id="strong-duality">(Strong) Duality</h2>
<p>Earlier we stated that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span> is a QCQP, but that it is not a
convex problem. For it to be convex, the constraint would need to define a
convex set (for example, <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">v</mi><msub><mi mathvariant="normal">∥</mi><mn>2</mn></msub><mo>≤</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">\|\bm{v}\|_2\leq1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">∥</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mord"><span class="mord">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span>), and, since <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span>
is a maximization problem, the objective function would need to be concave
(with respect to the optimization variable <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi></mrow><annotation encoding="application/x-tex">\bm{v}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span></span>). The function
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi></mrow><annotation encoding="application/x-tex">\bm{v}^T\bm{A}\bm{v}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8413em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span></span> is only concave if <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> is <em>negative semidefinite</em>,
which means <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi><mo>≤</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\bm{v}^T\bm{A}\bm{v}\leq0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9773em;vertical-align:-0.136em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span> for all <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mi>n</mi></msup></mrow><annotation encoding="application/x-tex">\bm{v}\in\mathbb{R}^n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6889em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span></span></span></span>, and
which we denote as <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi><mo>≼</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{A}\preccurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8228em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≼</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span> (analogously, <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> is <em>positive</em>
semidefinite if <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi><mo>≥</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\bm{v}^T\bm{A}\bm{v}\geq0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9773em;vertical-align:-0.136em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span> for all <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mi>n</mi></msup></mrow><annotation encoding="application/x-tex">\bm{v}\in\mathbb{R}^n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6889em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span></span></span></span>,
and is denoted <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi><mo>≽</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{A}\succcurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8228em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span>). The eigenvalues of a negative
semidefinite matrix are all non-positive (and those of a positive semidefinite
matrix are all non-negative).</p>
<p>Luckily, despite its non-convexity, <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span> enjoys
<em>strong duality</em>. This means that its (convex) <a href="https://en.wikipedia.org/wiki/Duality_(optimization)">dual
problem</a> has the same
optimal value. To see this, let&#8217;s derive the dual problem. The Lagrangian of
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span> is</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="script">L</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">v</mi><mo separator="true">,</mo><mi>λ</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi><mo>−</mo><mi>λ</mi><mo stretchy="false">(</mo><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">v</mi><mo>−</mo><mn>1</mn><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo>−</mo><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub><mo stretchy="false">)</mo><mi mathvariant="bold-italic">v</mi><mo>+</mo><mi>λ</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \mathcal{L}(\bm{v},\lambda) &amp;= \bm{v}^T\bm{A}\bm{v} - \lambda(\bm{v}^T\bm{v} - 1) \\
                                &amp;= \bm{v}^T(\bm{A} - \lambda\bm{1}_n)\bm{v} + \lambda,
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.1027em;vertical-align:-1.3013em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8013em;"><span style="top:-3.8013em;"><span class="pstrut" style="height:3.8013em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8013em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathcal">L</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">λ</span><span class="mclose">)</span></span></span><span style="top:-2.3587em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3013em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8013em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">λ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">1</span><span class="mclose">)</span></span></span><span style="top:-2.3587em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">λ</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3013em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3013em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub></mrow><annotation encoding="application/x-tex">\bm{1}_n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7944em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> is the <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>n</mi><mo>×</mo><mi>n</mi></mrow><annotation encoding="application/x-tex">n\times n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6667em;vertical-align:-0.0833em;"></span><span class="mord mathnormal">n</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal">n</span></span></span></span> identity matrix and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>λ</mi><mo>∈</mo><mi mathvariant="double-struck">R</mi></mrow><annotation encoding="application/x-tex">\lambda\in\mathbb{R}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7335em;vertical-align:-0.0391em;"></span><span class="mord mathnormal">λ</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6889em;"></span><span class="mord mathbb">R</span></span></span></span>
is the dual variable. The dual function is</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>d</mi><mo stretchy="false">(</mo><mi>λ</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><munder><mrow><mi>sup</mi><mo>⁡</mo></mrow><mi mathvariant="bold-italic">v</mi></munder><mi mathvariant="script">L</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">v</mi><mo separator="true">,</mo><mi>λ</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mo fence="true">{</mo><mtable rowspacing="0.36em" columnalign="left left" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>λ</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mspace width="1em"/><mtext>if </mtext><mi mathvariant="bold-italic">A</mi><mo>−</mo><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub><mo>≼</mo><mi mathvariant="bold">0</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi mathvariant="normal">∞</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mspace width="1em"/><mtext>otherwise</mtext><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mrow></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    d(\lambda) &amp;= \sup_{\bm{v}}\mathcal{L}(\bm{v},\lambda) \\
               &amp;= \begin{cases}
                    \lambda &amp;\quad \text{if } \bm{A}-\lambda\bm{1}_n\preccurlyeq\bm{0}, \\
                    \infty &amp;\quad \text{otherwise},
               \end{cases}
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:5.3345em;vertical-align:-2.4172em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9172em;"><span style="top:-4.9172em;"><span class="pstrut" style="height:4.9172em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9172em;"><span style="top:-5.8272em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord mathnormal">λ</span><span class="mclose">)</span></span></span><span style="top:-2.8828em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4172em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9172em;"><span style="top:-5.8272em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.2056em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03704em;">v</span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">sup</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.8944em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathcal">L</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">λ</span><span class="mclose">)</span></span></span><span style="top:-2.8828em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">{</span></span><span class="mord"><span class="mtable"><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.69em;"><span style="top:-3.69em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mord mathnormal">λ</span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mord">∞</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.19em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:1em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.69em;"><span style="top:-3.69em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mspace" style="margin-right:1em;"></span><span class="mord text"><span class="mord">if </span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≼</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="mpunct">,</span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mspace" style="margin-right:1em;"></span><span class="mord text"><span class="mord">otherwise</span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.19em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4172em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4172em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where the <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>sup</mi><mo>⁡</mo></mrow><annotation encoding="application/x-tex">\sup</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.1944em;"></span><span class="mop">sup</span></span></span></span> is the
<a href="https://en.wikipedia.org/wiki/Infimum_and_supremum">supremum</a>, or <em>least upper
bound</em> (that is, it is the smallest value that is greater than every value of
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">L</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">v</mi><mo separator="true">,</mo><mi>λ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathcal{L}(\bm{v},\lambda)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathcal">L</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">λ</span><span class="mclose">)</span></span></span></span>). When <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi><mo>−</mo><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub></mrow><annotation encoding="application/x-tex">\bm{A}-\lambda\bm{1}_n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7694em;vertical-align:-0.0833em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> is negative
semidefinite, the value <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo>−</mo><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub><mo stretchy="false">)</mo><mi mathvariant="bold-italic">v</mi></mrow><annotation encoding="application/x-tex">\bm{v}^T(\bm{A}-\lambda\bm{1}_n)\bm{v}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span></span> is at most
zero for any <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mi>n</mi></msup></mrow><annotation encoding="application/x-tex">\bm{v}\in\mathbb{R}^n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6889em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6644em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span></span></span></span>, and so <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">L</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">v</mi><mo separator="true">,</mo><mi>λ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathcal{L}(\bm{v},\lambda)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathcal">L</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">λ</span><span class="mclose">)</span></span></span></span> is
at most <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>λ</mi></mrow><annotation encoding="application/x-tex">\lambda</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">λ</span></span></span></span>; in all other cases it is unbounded above. Since we don&#8217;t
care about the unbounded case, we restrict the domain to keep the dual function
bounded. This yields the dual problem</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><munder><mrow><mi>min</mi><mo>⁡</mo></mrow><mi>λ</mi></munder></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mi>λ</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtext>subject to</mtext></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mi mathvariant="bold-italic">A</mi><mo>≼</mo><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{3}
\begin{aligned}
    \min_{\lambda} &amp;\quad \lambda \\
    \text{subject to} &amp;\quad \bm{A}\preccurlyeq\lambda\bm{1}_n,
\end{aligned}
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.3921em;vertical-align:-1.4461em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.9461em;"><span style="top:-3.9461em;"><span class="pstrut" style="height:3.9461em;"></span><span class="mord"><span class="enclosing" id="3"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.9461em;"><span style="top:-4.1061em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6679em;"><span style="top:-2.3479em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">λ</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">min</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7521em;"><span></span></span></span></span></span></span></span><span style="top:-2.2139em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord text"><span class="mord">subject to</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4461em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.9461em;"><span style="top:-4.1061em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord mathnormal">λ</span></span></span><span style="top:-2.2139em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≼</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4461em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4461em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.9461em;"><span style="top:-3.9461em;"><span class="pstrut" style="height:3.9461em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4461em;"><span></span></span></span></span></span></span></span></span>
<p>which is a <a href="https://en.wikipedia.org/wiki/Semidefinite_programming">semidefinite
program</a> (SDP), because
it includes a semidefinite constraint (that is, a linear matrix inequality).
The dual problem is always convex, and SDPs in particular are a class of convex
problems that can be solved efficiently with off-the-shelf software, as long as
the number of optimization variables is not too large.</p>
<h3 id="diagonalization-interpretation">Diagonalization Interpretation</h3>
<p>One way to interpret <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#3"><mo stretchy="false">(</mo><mtext>3</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#3"><span class="mopen">(</span><span class="mord text"><span class="mord">3</span></span><span class="mclose">)</span></a></span></span></span> is to consider the
<a href="https://en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix">eigendecomposition</a>
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi><mo>=</mo><mi mathvariant="bold-italic">V</mi><mi mathvariant="bold">Λ</mi><msup><mi mathvariant="bold-italic">V</mi><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\bm{A}=\bm{V}\bm{\Lambda}\bm{V}^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.9173em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">V</span></span></span><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">V</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9173em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span>, where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">V</mi></mrow><annotation encoding="application/x-tex">\bm{V}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">V</span></span></span></span></span></span> is the
<a href="https://en.wikipedia.org/wiki/Orthogonal_matrix">orthonormal</a> matrix of
eigenvectors and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Λ</mi></mrow><annotation encoding="application/x-tex">\bm{\Lambda}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span></span></span></span> is the diagonal matrix of eigenvalues, which we
can use to rearrange the constraint <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi><mo>≼</mo><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub></mrow><annotation encoding="application/x-tex">\bm{A}\preccurlyeq\lambda\bm{1}_n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8228em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≼</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> to
the diagonalized form <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Λ</mi><mo>≼</mo><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub></mrow><annotation encoding="application/x-tex">\bm{\Lambda}\preccurlyeq\lambda\bm{1}_n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8228em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≼</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>. Since both <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Λ</mi></mrow><annotation encoding="application/x-tex">\bm{\Lambda}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span></span></span></span> and
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub></mrow><annotation encoding="application/x-tex">\lambda\bm{1}_n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> are diagonal, the constraint simply requires <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>λ</mi></mrow><annotation encoding="application/x-tex">\lambda</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">λ</span></span></span></span> to be
no smaller than the largest diagonal element (eigenvalue) of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Λ</mi></mrow><annotation encoding="application/x-tex">\bm{\Lambda}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Λ</span></span></span></span></span></span>.
Thus the minimum possible value of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>λ</mi></mrow><annotation encoding="application/x-tex">\lambda</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">λ</span></span></span></span> is the maximum eigenvalue of
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span>, revealing that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span> and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#3"><mo stretchy="false">(</mo><mtext>3</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#3"><span class="mopen">(</span><span class="mord text"><span class="mord">3</span></span><span class="mclose">)</span></a></span></span></span>
have the same optimal values.</p>
<h3 id="extremal-interpretation">Extremal Interpretation</h3>
<p>Another (related) way to interpret <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#3"><mo stretchy="false">(</mo><mtext>3</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#3"><span class="mopen">(</span><span class="mord text"><span class="mord">3</span></span><span class="mclose">)</span></a></span></span></span> is as follows. We
can rewrite the semidefinite constraint <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi><mo>≼</mo><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub></mrow><annotation encoding="application/x-tex">\bm{A}\preccurlyeq\lambda\bm{1}_n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8228em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≼</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> as</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo>−</mo><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub><mo stretchy="false">)</mo><mi mathvariant="bold-italic">v</mi><mo>≤</mo><mn>0</mn><mspace width="1em"/><mtext>for all </mtext><mi mathvariant="bold-italic">v</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mi>n</mi></msup><mi mathvariant="normal">.</mi></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{v}^T(\bm{A}-\lambda\bm{1}_n)\bm{v} \leq 0 \quad \text{for all } \bm{v}\in\mathbb{R}^n.
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2513em;vertical-align:-0.3757em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8757em;"><span style="top:-2.9843em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">0</span><span class="mspace" style="margin-right:1em;"></span><span class="mord text"><span class="mord">for all </span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3757em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>Without loss of generality, take <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">v</mi><msub><mi mathvariant="normal">∥</mi><mn>2</mn></msub><mo>=</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">\|\bm{v}\|_2=1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">∥</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mord"><span class="mord">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span>. Then the constraint becomes</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi><mo>≤</mo><mi>λ</mi><mspace width="1em"/><mtext>for all </mtext><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">v</mi><msub><mi mathvariant="normal">∥</mi><mn>2</mn></msub><mo>=</mo><mn>1</mn><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{v}^T\bm{A}\bm{v} \leq \lambda \quad \text{for all } \|\bm{v}\|_2=1,
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2513em;vertical-align:-0.3757em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8757em;"><span style="top:-2.9843em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal">λ</span><span class="mspace" style="margin-right:1em;"></span><span class="mord text"><span class="mord">for all </span></span><span class="mord">∥</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mord"><span class="mord">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">1</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3757em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>which is equivalent to</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow><mo fence="true">(</mo><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mrow><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">v</mi><msub><mi mathvariant="normal">∥</mi><mn>2</mn></msub><mo>=</mo><mn>1</mn></mrow></munder><mtext> </mtext><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi><mo fence="true">)</mo></mrow><mo>≤</mo><mi>λ</mi><mi mathvariant="normal">.</mi></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \left(\max_{\|\bm{v}\|_2=1}\ \bm{v}^T\bm{A}\bm{v}\right) \leq \lambda.
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.416em;vertical-align:-0.958em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.458em;"><span style="top:-3.458em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">(</span></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.309em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∥</span><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03704em;">v</span></span></span><span class="mord mtight"><span class="mord mtight">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3173em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.966em;"><span></span></span></span></span></span><span class="mspace"> </span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">)</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal">λ</span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.958em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>Obviously, the minimum value of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>λ</mi></mrow><annotation encoding="application/x-tex">\lambda</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">λ</span></span></span></span> is obtained at equality:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msup><mi>λ</mi><mo lspace="0em" rspace="0em">⋆</mo></msup><mo>=</mo><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mrow><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">v</mi><msub><mi mathvariant="normal">∥</mi><mn>2</mn></msub><mo>=</mo><mn>1</mn></mrow></munder><mtext> </mtext><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \lambda^{\star} = \max_{\|\bm{v}\|_2=1}\ \bm{v}^T\bm{A}\bm{v},
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.8573em;vertical-align:-0.6787em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.1787em;"><span style="top:-3.2873em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7387em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">⋆</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.309em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">∥</span><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03704em;">v</span></span></span><span class="mord mtight"><span class="mord mtight">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3173em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.966em;"><span></span></span></span></span></span><span class="mspace"> </span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.6787em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>which is the same problem as <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span>.</p>
<h3 id="geometric-interpretation">Geometric Interpretation</h3>
<p>Finally, in the special case when <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> is positive definite (that is, all
of its eigenvalues are strictly positive), it can be interpreted as defining an
ellipsoid <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">E</mi></mrow><annotation encoding="application/x-tex">\mathcal{E}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathcal" style="margin-right:0.08944em;">E</span></span></span></span> in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>n</mi></mrow><annotation encoding="application/x-tex">n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal">n</span></span></span></span>-dimensional space centered at the origin:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="script">E</mi><mo>=</mo><mo stretchy="false">{</mo><mi mathvariant="bold-italic">x</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mi>n</mi></msup><mo>∣</mo><msup><mi mathvariant="bold-italic">x</mi><mi>T</mi></msup><msup><mi mathvariant="bold-italic">A</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup><mi mathvariant="bold-italic">x</mi><mo>≤</mo><mn>1</mn><mo stretchy="false">}</mo><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \mathcal{E} = \{ \bm{x}\in\mathbb{R}^n \mid \bm{x}^T\bm{A}^{-1}\bm{x} \leq 1 \},
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2513em;vertical-align:-0.3757em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8757em;"><span style="top:-2.9843em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathcal" style="margin-right:0.08944em;">E</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mopen">{</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∣</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8901em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">1</span><span class="mclose">}</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3757em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where the eigenvectors of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> define the direction of the principal
semi-axes of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">E</mi></mrow><annotation encoding="application/x-tex">\mathcal{E}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathcal" style="margin-right:0.08944em;">E</span></span></span></span> and the eigenvalues of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> are the squares of
the lengths of the semi-axes. The problem <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#3"><mo stretchy="false">(</mo><mtext>3</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#3"><span class="mopen">(</span><span class="mord text"><span class="mord">3</span></span><span class="mclose">)</span></a></span></span></span> can then be
interpreted as finding the (square of the) radius of the minimum-volume
bounding sphere of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">E</mi></mrow><annotation encoding="application/x-tex">\mathcal{E}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathcal" style="margin-right:0.08944em;">E</span></span></span></span>. A two-dimensional example is shown in Figure
2.</p>
<div class="figure w-80-100">
<img src="https://static.adamheins.com/blog/max-eigenvalue-convex/bounding_sphere.svg" alt="Minimum-volume bounding sphere of an ellipse." />
<div class="caption">
<p>Figure 2: The ellipse <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">E</mi></mrow><annotation encoding="application/x-tex">\mathcal{E}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathcal" style="margin-right:0.08944em;">E</span></span></span></span> can be defined by a <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>2</mn><mo>×</mo><mn>2</mn></mrow><annotation encoding="application/x-tex">2\times2</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7278em;vertical-align:-0.0833em;"></span><span class="mord">2</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">2</span></span></span></span> matrix
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> with eigenvalues <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mn>1</mn></msub><mo>≥</mo><msub><mi>λ</mi><mn>2</mn></msub><mo>&gt;</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\lambda_1\geq\lambda_2&gt;0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span>. The radius of the
minimum-volume bounding sphere of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="script">E</mi></mrow><annotation encoding="application/x-tex">\mathcal{E}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord mathcal" style="margin-right:0.08944em;">E</span></span></span></span> is <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msqrt><msub><mi>λ</mi><mn>1</mn></msub></msqrt></mrow><annotation encoding="application/x-tex">\sqrt{\lambda_1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.04em;vertical-align:-0.1828em;"></span><span class="mord sqrt"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8572em;"><span class="svg-align" style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord" style="padding-left:0.833em;"><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.8172em;"><span class="pstrut" style="height:3em;"></span><span class="hide-tail" style="min-width:0.853em;height:1.08em;"><svg xmlns="http://www.w3.org/2000/svg" width="400em" height="1.08em" viewBox="0 0 400000 1080" preserveAspectRatio="xMinYMin slice"><path d="M95,702
c-2.7,0,-7.17,-2.7,-13.5,-8c-5.8,-5.3,-9.5,-10,-9.5,-14
c0,-2,0.3,-3.3,1,-4c1.3,-2.7,23.83,-20.7,67.5,-54
c44.2,-33.3,65.8,-50.3,66.5,-51c1.3,-1.3,3,-2,5,-2c4.7,0,8.7,3.3,12,10
s173,378,173,378c0.7,0,35.3,-71,104,-213c68.7,-142,137.5,-285,206.5,-429
c69,-144,104.5,-217.7,106.5,-221
l0 -0
c5.3,-9.3,12,-14,20,-14
H400000v40H845.2724
s-225.272,467,-225.272,467s-235,486,-235,486c-2.7,4.7,-9,7,-19,7
c-6,0,-10,-1,-12,-3s-194,-422,-194,-422s-65,47,-65,47z
M834 80h400000v40h-400000z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.1828em;"><span></span></span></span></span></span></span></span></span>. </p>
</div>
</div>
<p>If you know of a good geometric interpretation of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#3"><mo stretchy="false">(</mo><mtext>3</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#3"><span class="mopen">(</span><span class="mord text"><span class="mord">3</span></span><span class="mclose">)</span></a></span></span></span>
when <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> is a general real symmetric matrix with no definiteness
assumptions, I&#8217;d like to hear about it!</p>
<h3 id="general-semidefinite-constraints">General Semidefinite Constraints</h3>
<p>Any semidefinite constraint is really just an eigenvalue constraint. For
example, the constraint <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">Y</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>≼</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{Y}(\bm{x})\preccurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">Y</span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≼</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span>, where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">x</mi></mrow><annotation encoding="application/x-tex">\bm{x}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span></span></span></span> is
our optimization variable, just constrains the maximum eigenvalue of
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">Y</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\bm{Y}(\bm{x})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">Y</span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span></span></span></span> to be at most zero. As long as <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">Y</mi></mrow><annotation encoding="application/x-tex">\bm{Y}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">Y</span></span></span></span></span></span> is affine in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">x</mi></mrow><annotation encoding="application/x-tex">\bm{x}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span></span></span></span>,
then the constraint <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">Y</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">x</mi><mo stretchy="false">)</mo><mo>≼</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{Y}(\bm{x})\preccurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">Y</span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">x</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≼</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span> is convex. We can easily
write the constraint from <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#3"><mo stretchy="false">(</mo><mtext>3</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#3"><span class="mopen">(</span><span class="mord text"><span class="mord">3</span></span><span class="mclose">)</span></a></span></span></span> in this form by defining
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">Y</mi><mo stretchy="false">(</mo><mi>λ</mi><mo stretchy="false">)</mo><mo><mi mathvariant="normal">≔</mi></mo><mi mathvariant="bold-italic">A</mi><mo>−</mo><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub></mrow><annotation encoding="application/x-tex">\bm{Y}(\lambda)\coloneqq\bm{A}-\lambda\bm{1}_n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">Y</span></span></span><span class="mopen">(</span><span class="mord mathnormal">λ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel"><span class="mrel"><span class="mop" style="position:relative;top:-0.0347em;">:</span></span><span class="mrel"><span class="mspace" style="margin-right:-0.0667em;"></span></span><span class="mrel">=</span></span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.7694em;vertical-align:-0.0833em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>, which is affine in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>λ</mi></mrow><annotation encoding="application/x-tex">\lambda</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal">λ</span></span></span></span>.</p>
<h3 id="trust-region-subproblem">Trust Region Subproblem</h3>
<p>In general, the problem of optimizing a quadratic objective function subject to
a single quadratic constraint (equality or inequality) enjoys strong duality
regardless of whether the objective and constraint are convex
(see <a href="https://web.stanford.edu/~boyd/papers/pdf/qcqp.pdf">this paper</a> as well
as <a href="https://scholar.harvard.edu/files/javierzazo/files/quadratic_jzazo.pdf">these
slides</a>
for more information). This class of problem is often known as the <em>trust
region subproblem</em>, because it arises as a step in <a href="https://optimization.cbe.cornell.edu/index.php?title=Trust-region_methods">trust
region</a>
optimization methods. This result is the consequence of a theorem of alternatives known as
the <a href="https://en.wikipedia.org/wiki/S-procedure">S-lemma</a>.</p>
<h2 id="dual-of-the-dual">Dual of the Dual</h2>
<p>We can also take the dual of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#3"><mo stretchy="false">(</mo><mtext>3</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#3"><span class="mopen">(</span><span class="mord text"><span class="mord">3</span></span><span class="mclose">)</span></a></span></span></span>. The Lagrangian of
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#3"><mo stretchy="false">(</mo><mtext>3</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#3"><span class="mopen">(</span><span class="mord text"><span class="mord">3</span></span><span class="mclose">)</span></a></span></span></span> is</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="script">L</mi><mo stretchy="false">(</mo><mi>λ</mi><mo separator="true">,</mo><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mi>λ</mi><mo>+</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mo>−</mo><mi>λ</mi><msub><mi mathvariant="bold">1</mi><mi>n</mi></msub><mo stretchy="false">)</mo><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mi>λ</mi><mo stretchy="false">(</mo><mn>1</mn><mo>−</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">)</mo><mo stretchy="false">)</mo><mo>+</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">)</mo><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \mathcal{L}(\lambda,\bm{Z}) &amp;= \lambda + \mathrm{tr}(\bm{Z}(\bm{A} - \lambda\bm{1}_n)) \\
                                &amp;= \lambda(1 - \mathrm{tr}(\bm{Z})) + \mathrm{tr}(\bm{A}\bm{Z}),
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3em;vertical-align:-1.25em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.75em;"><span style="top:-3.75em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.75em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathcal">L</span><span class="mopen">(</span><span class="mord mathnormal">λ</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mclose">)</span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.25em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.75em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal">λ</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">λ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">))</span></span></span><span style="top:-2.41em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal">λ</span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mclose">))</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mclose">)</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.25em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.25em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mo>⋅</mo><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathrm{tr}(\cdot)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord">⋅</span><span class="mclose">)</span></span></span></span> denotes the matrix trace and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">Z</mi><mo>≽</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{Z}\succcurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8228em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span>
is the dual variable. The dual function is</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>d</mi><mo stretchy="false">(</mo><mi>λ</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><munder><mrow><mi>inf</mi><mo>⁡</mo></mrow><mi>λ</mi></munder><mi mathvariant="script">L</mi><mo stretchy="false">(</mo><mi>λ</mi><mo separator="true">,</mo><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mo fence="true">{</mo><mtable rowspacing="0.36em" columnalign="left left" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mspace width="1em"/><mtext>if </mtext><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">)</mo><mo>=</mo><mn>1</mn><mo separator="true">,</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mi mathvariant="normal">∞</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mspace width="1em"/><mtext>otherwise</mtext><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mrow></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    d(\lambda) &amp;= \inf_{\lambda}\mathcal{L}(\lambda,\bm{Z}) \\
               &amp;= \begin{cases}
                    \mathrm{tr}(\bm{A}\bm{Z}) &amp;\quad \text{if } \mathrm{tr}(\bm{Z})=1, \\
                    -\infty &amp;\quad \text{otherwise},
               \end{cases}
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:5.1921em;vertical-align:-2.3461em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.8461em;"><span style="top:-4.8461em;"><span class="pstrut" style="height:4.8461em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.8461em;"><span style="top:-5.7561em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="mopen">(</span><span class="mord mathnormal">λ</span><span class="mclose">)</span></span></span><span style="top:-2.954em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.3461em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.8461em;"><span style="top:-5.7561em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-2.3479em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">λ</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">in<span style="margin-right:0.07778em;">f</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7521em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathcal">L</span><span class="mopen">(</span><span class="mord mathnormal">λ</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mclose">)</span></span></span><span style="top:-2.954em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">{</span></span><span class="mord"><span class="mtable"><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.69em;"><span style="top:-3.69em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mclose">)</span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mord">−</span><span class="mord">∞</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.19em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:1em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.69em;"><span style="top:-3.69em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mspace" style="margin-right:1em;"></span><span class="mord text"><span class="mord">if </span></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">1</span><span class="mpunct">,</span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mspace" style="margin-right:1em;"></span><span class="mord text"><span class="mord">otherwise</span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.19em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.3461em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.3461em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>inf</mi><mo>⁡</mo></mrow><annotation encoding="application/x-tex">\inf</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mop">in<span style="margin-right:0.07778em;">f</span></span></span></span></span> is the <em>infinimum</em>, or <em>greatest lower bound</em>,
so the dual problem is</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mi mathvariant="bold-italic">Z</mi></munder></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtext>subject to</mtext></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">)</mo><mo>=</mo><mn>1</mn><mo separator="true">,</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mi mathvariant="bold-italic">Z</mi><mo>≽</mo><mi mathvariant="bold">0</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{4}
\begin{aligned}
    \max_{\bm{Z}} &amp;\quad \mathrm{tr}(\bm{A}\bm{Z}) \\
    \text{subject to} &amp;\quad \mathrm{tr}(\bm{Z})=1, \\
                      &amp;\quad \bm{Z}\succcurlyeq\bm{0},
\end{aligned}
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:4.8863em;vertical-align:-2.1931em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.6931em;"><span style="top:-4.6931em;"><span class="pstrut" style="height:4.6931em;"></span><span class="mord"><span class="enclosing" id="4"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.6931em;"><span style="top:-4.8531em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.3537em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.06979em;">Z</span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span></span></span></span></span></span></span></span><span style="top:-2.9669em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord text"><span class="mord">subject to</span></span></span></span><span style="top:-1.4669em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.1931em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.6931em;"><span style="top:-4.8531em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mclose">)</span></span></span><span style="top:-2.9669em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">1</span><span class="mpunct">,</span></span></span><span style="top:-1.4669em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.1931em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.1931em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.6931em;"><span style="top:-4.6931em;"><span class="pstrut" style="height:4.6931em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.1931em;"><span></span></span></span></span></span></span></span></span>
<p>which is also an SDP.</p>
<h3 id="relaxation-interpretation">Relaxation Interpretation</h3>
<p>It turns out that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#4"><mo stretchy="false">(</mo><mtext>4</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{4}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#4"><span class="mopen">(</span><span class="mord text"><span class="mord">4</span></span><span class="mclose">)</span></a></span></span></span> is just a <a href="https://hankyang.seas.harvard.edu/Semidefinite/Shor.html">semidefinite
relaxation</a> of
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span>. To see this, observe that we can express
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span> in the equivalent form</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mi mathvariant="bold-italic">v</mi></munder></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">v</mi><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtext>subject to</mtext></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">v</mi><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mo stretchy="false">)</mo><mo>=</mo><mn>1</mn><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \max_{\bm{v}} &amp;\quad \mathrm{tr}(\bm{A}\bm{v}\bm{v}^T) \\
    \text{subject to} &amp;\quad \mathrm{tr}(\bm{v}\bm{v}^T)=1,
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.4427em;vertical-align:-1.4713em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.9713em;"><span style="top:-3.9713em;"><span class="pstrut" style="height:3.9713em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.9713em;"><span style="top:-4.08em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.4em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03704em;">v</span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7em;"><span></span></span></span></span></span></span></span><span style="top:-2.1887em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord text"><span class="mord">subject to</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4713em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.9713em;"><span style="top:-4.08em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span><span style="top:-2.1887em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">1</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4713em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.4713em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>which we obtained using the <a href="https://en.wikipedia.org/wiki/Trace_(linear_algebra)#Cyclic_property">cyclic
property</a>
of the trace. We can replace <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\bm{v}\bm{v}^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8413em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span> with a matrix variable
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">Z</mi><mo>≽</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{Z}\succcurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8228em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span> constrained to be rank one (because then <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">Z</mi></mrow><annotation encoding="application/x-tex">\bm{Z}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span></span></span></span>
can always be decomposed into the outer product <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">Z</mi><mo>=</mo><mi mathvariant="bold-italic">v</mi><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\bm{Z}=\bm{v}\bm{v}^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8413em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span>),
yielding</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mi mathvariant="bold-italic">Z</mi></munder></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtext>subject to</mtext></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">)</mo><mo>=</mo><mn>1</mn><mo separator="true">,</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mi mathvariant="bold-italic">Z</mi><mo>≽</mo><mi mathvariant="bold">0</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mrow><mi mathvariant="normal">r</mi><mi mathvariant="normal">a</mi><mi mathvariant="normal">n</mi><mi mathvariant="normal">k</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">Z</mi><mo stretchy="false">)</mo><mo>=</mo><mn>1.</mn></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \max_{\bm{Z}} &amp;\quad \mathrm{tr}(\bm{A}\bm{Z}) \\
    \text{subject to} &amp;\quad \mathrm{tr}(\bm{Z})=1, \\
                      &amp;\quad \bm{Z}\succcurlyeq\bm{0}, \\
                      &amp;\quad \mathrm{rank}(\bm{Z}) = 1.
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:6.3863em;vertical-align:-2.9431em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4431em;"><span style="top:-5.4431em;"><span class="pstrut" style="height:5.4431em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4431em;"><span style="top:-5.6031em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.3537em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.06979em;">Z</span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span></span></span></span></span></span></span></span><span style="top:-3.7169em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord text"><span class="mord">subject to</span></span></span></span><span style="top:-2.2169em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-0.7169em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9431em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.4431em;"><span style="top:-5.6031em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mclose">)</span></span></span><span style="top:-3.7169em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">1</span><span class="mpunct">,</span></span></span><span style="top:-2.2169em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="mpunct">,</span></span></span><span style="top:-0.7169em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord mathrm">rank</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.06979em;">Z</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">1.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9431em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.9431em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>Finally, relaxing the problem by dropping the non-convex rank constraint gives us
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#4"><mo stretchy="false">(</mo><mtext>4</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{4}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#4"><span class="mopen">(</span><span class="mord text"><span class="mord">4</span></span><span class="mclose">)</span></a></span></span></span>. We say that this relaxation is <em>tight</em> because it
retains the same optimal value as the original problem <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span>.</p>
<h2 id="sum-of-the-kkk-largest-eigenvalues">Sum of the <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span> Largest Eigenvalues</h2>
<p>Not only is the <em>maximum</em> eigenvalue of a real symmetric matrix a convex
function, but so is the sum of the <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span> largest eigenvalues. If we arrange the
eigenvalues of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">A</mi></mrow><annotation encoding="application/x-tex">\bm{A}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span></span></span></span> in decreasing order
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mn>1</mn></msub><mo>≥</mo><msub><mi>λ</mi><mn>2</mn></msub><mo>≥</mo><mo>⋯</mo><mo>≥</mo><msub><mi>λ</mi><mi>n</mi></msub></mrow><annotation encoding="application/x-tex">\lambda_1\geq\lambda_2\geq\dots\geq\lambda_n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.7719em;vertical-align:-0.136em;"></span><span class="minner">⋯</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>, the sum of the <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>k</mi></mrow><annotation encoding="application/x-tex">k</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span></span> largest is</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>k</mi></munderover><msub><mi>λ</mi><mi>i</mi></msub><mo>=</mo><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mrow><mo stretchy="false">{</mo><msub><mi mathvariant="bold-italic">v</mi><mi>i</mi></msub><msubsup><mo stretchy="false">}</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>k</mi></msubsup></mrow></munder></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>k</mi></munderover><msubsup><mi mathvariant="bold-italic">v</mi><mi>i</mi><mi>T</mi></msubsup><mi mathvariant="bold-italic">A</mi><msub><mi mathvariant="bold-italic">v</mi><mi>i</mi></msub></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtext>subject to</mtext></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><msubsup><mi mathvariant="bold-italic">v</mi><mi>i</mi><mi>T</mi></msubsup><msub><mi mathvariant="bold-italic">v</mi><mi>i</mi></msub><mo>=</mo><mn>1</mn><mspace width="1em"/><mtext>for all </mtext><mi>i</mi><mo>=</mo><mn>1</mn><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><mi>k</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><msubsup><mi mathvariant="bold-italic">v</mi><mi>i</mi><mi>T</mi></msubsup><msub><mi mathvariant="bold-italic">v</mi><mi>j</mi></msub><mo>=</mo><mn>0</mn><mspace width="1em"/><mtext>for all </mtext><mi>i</mi><mo separator="true">,</mo><mi>j</mi><mo>=</mo><mn>1</mn><mo separator="true">,</mo><mo>…</mo><mo separator="true">,</mo><mi>k</mi><mo separator="true">,</mo><mtext> </mtext><mi>i</mi><mo mathvariant="normal">≠</mo><mi>j</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \sum_{i=1}^k\lambda_i = \max_{\{\bm{v}_i\}_{i=1}^k} &amp;\quad \sum_{i=1}^k \bm{v}_i^T\bm{A}\bm{v}_i \\
    \text{subject to} &amp;\quad \bm{v}_i^T\bm{v}_i = 1 \quad \text{for all } i=1,\dots,k \\
                      &amp;\quad \bm{v}_i^T\bm{v}_j = 0 \quad \text{for all } i,j=1,\dots,k,\ i\neq j, 
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:6.5164em;vertical-align:-3.0082em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.5082em;"><span style="top:-5.5082em;"><span class="pstrut" style="height:5.5082em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.5082em;"><span style="top:-5.5082em;"><span class="pstrut" style="height:3.8361em;"></span><span class="mord"><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8361em;"><span style="top:-1.8723em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2777em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.2454em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">{</span><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3281em;"><span style="top:-2.357em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mclose mtight"><span class="mclose mtight">}</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8408em;"><span style="top:-2.1777em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-2.8448em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3223em;"><span></span></span></span></span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.0802em;"><span></span></span></span></span></span></span></span><span style="top:-3.0392em;"><span class="pstrut" style="height:3.8361em;"></span><span class="mord"><span class="mord text"><span class="mord">subject to</span></span></span></span><span style="top:-1.4879em;"><span class="pstrut" style="height:3.8361em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.0082em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.5082em;"><span style="top:-5.5082em;"><span class="pstrut" style="height:3.8361em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8361em;"><span style="top:-1.8723em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2777em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-2.453em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.0392em;"><span class="pstrut" style="height:3.8361em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-2.453em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">1</span><span class="mspace" style="margin-right:1em;"></span><span class="mord text"><span class="mord">for all </span></span><span class="mord mathnormal">i</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span></span></span><span style="top:-1.4879em;"><span class="pstrut" style="height:3.8361em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-2.453em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.05724em;">j</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">0</span><span class="mspace" style="margin-right:1em;"></span><span class="mord text"><span class="mord">for all </span></span><span class="mord mathnormal">i</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner">…</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.03148em;">k</span><span class="mpunct">,</span><span class="mspace"> </span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">i</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel"><span class="mrel"><span class="mord vbox"><span class="thinbox"><span class="rlap"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="inner"><span class="mord"><span class="mrel"></span></span></span><span class="fix"></span></span></span></span></span><span class="mrel">=</span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal" style="margin-right:0.05724em;">j</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.0082em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.0082em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where we have constrained each eigenvector to be orthonormal. We can also
rewrite this problem in the nicer matrix form</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>k</mi></munderover><msub><mi>λ</mi><mi>i</mi></msub><mo>=</mo><munder><mrow><mi>max</mi><mo>⁡</mo></mrow><mi mathvariant="bold-italic">V</mi></munder></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><msup><mi mathvariant="bold-italic">V</mi><mi>T</mi></msup><mi mathvariant="bold-italic">A</mi><mi mathvariant="bold-italic">V</mi><mo stretchy="false">)</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtext>subject to</mtext></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mspace width="1em"/><msup><mi mathvariant="bold-italic">V</mi><mi>T</mi></msup><mi mathvariant="bold-italic">V</mi><mo>=</mo><msub><mi mathvariant="bold">1</mi><mi>k</mi></msub><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \sum_{i=1}^k\lambda_i = \max_{\bm{V}} &amp;\quad \mathrm{tr}(\bm{V}^T\bm{A}\bm{V}) \\
    \text{subject to} &amp;\quad \bm{V}^T\bm{V} = \bm{1}_k,
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:4.9911em;vertical-align:-2.2456em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.7456em;"><span style="top:-4.7456em;"><span class="pstrut" style="height:4.7456em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.7456em;"><span style="top:-4.7456em;"><span class="pstrut" style="height:3.8361em;"></span><span class="mord"><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8361em;"><span style="top:-1.8723em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.05em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.2777em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3117em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.4306em;"><span style="top:-2.3537em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord boldsymbol mtight" style="margin-right:0.25555em;">V</span></span></span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span></span></span></span></span></span></span></span><span style="top:-2.2506em;"><span class="pstrut" style="height:3.8361em;"></span><span class="mord"><span class="mord text"><span class="mord">subject to</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.2456em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.7456em;"><span style="top:-4.7456em;"><span class="pstrut" style="height:3.8361em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">V</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9173em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">A</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">V</span></span></span><span class="mclose">)</span></span></span><span style="top:-2.2506em;"><span class="pstrut" style="height:3.8361em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:1em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">V</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9173em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">V</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.2456em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.2456em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where the columns of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">V</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mrow><mi>n</mi><mo>×</mo><mi>k</mi></mrow></msup></mrow><annotation encoding="application/x-tex">\bm{V}\in\mathbb{R}^{n\times k}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7252em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.25555em;">V</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8491em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8491em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">×</span><span class="mord mathnormal mtight" style="margin-right:0.03148em;">k</span></span></span></span></span></span></span></span></span></span></span></span> are the eigenvectors.
This function is again the pointwise maximum over a family of convex functions,
so it is itself convex.</p>
<p><em>Thanks to Connor Holmes for reviewing a draft of this post.</em></p>
]]></content:encoded>
            <author>mail@adamheins.com (Adam Heins)</author>
        </item>
        <item>
            <title><![CDATA[Rigid Body Inertial Parameters]]></title>
            <link>https://adamheins.com/inertial-params</link>
            <guid>inertial-params</guid>
            <pubDate>Mon, 26 Jan 2026 05:00:00 GMT</pubDate>
            <description><![CDATA[An overview of the set of inertial parameters that are realizable by a real physical rigid body.]]></description>
            <content:encoded><![CDATA[<p>The dynamics of a <a href="https://en.wikipedia.org/wiki/Rigid_body">rigid body</a> (that
is, an idealized body that does not deform) are governed by its <em>inertial
parameters</em>, which consist of the mass <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi><mo>∈</mo><mi mathvariant="double-struck">R</mi></mrow><annotation encoding="application/x-tex">m\in\mathbb{R}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord mathnormal">m</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6889em;"></span><span class="mord mathbb">R</span></span></span></span>, center of mass
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">c</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></mrow><annotation encoding="application/x-tex">\bm{c}\in\mathbb{R}^3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span>, and inertia matrix <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mrow><mn>3</mn><mo>×</mo><mn>3</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\bm{I}\in\mathbb{R}^{3\times3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7252em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">3</span><span class="mbin mtight">×</span><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span>
(not to be confused with the identity matrix, which we denote as <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">1</mi></mrow><annotation encoding="application/x-tex">\bm{1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span></span></span></span>).</p>
<p>This post is aimed at those who have seen the inertial parameters before (for
example, in the <a href="https://en.wikipedia.org/wiki/Newton%E2%80%93Euler_equations">Newton-Euler
equations</a>), but
who do not necessarily know all of their properties offhand. In particular, we
focus on the set of inertial parameters that are realizable by a real physical
object&#8212;that is, those that correspond to a valid (i.e., non-negative) <em>mass
density function</em>. For a paper on this topic, I quite enjoy <a href="https://arxiv.org/pdf/1701.04395">this
one</a> by Wensing, Kim, and Slotine, which
informed a lot of my own understanding of rigid body inertial parameters.</p>
<h2 id="density">Density</h2>
<p>The <a href="https://en.wikipedia.org/wiki/Density">density</a> of a rigid body is
described by a non-negative mass density function
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>ρ</mi><mo>:</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup><mo>→</mo><msub><mi mathvariant="double-struck">R</mi><mo>+</mo></msub></mrow><annotation encoding="application/x-tex">\rho:\mathbb{R}^3\to\mathbb{R}_+</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.1944em;"></span><span class="mord mathnormal">ρ</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">:</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">→</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8972em;vertical-align:-0.2083em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2583em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">+</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span></span></span></span>, where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="double-struck">R</mi><mo>+</mo></msub></mrow><annotation encoding="application/x-tex">\mathbb{R}_+</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8972em;vertical-align:-0.2083em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2583em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">+</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2083em;"><span></span></span></span></span></span></span></span></span></span> denotes the set of
non-negative real numbers. The density function can be thought of as an
unnormalized probability distribution over three-dimensional space (we&#8217;ll come
back to this analogy shortly), which assigns an infinitesimal mass value to
each point in the body&#8217;s volume.</p>
<p>The inertial parameters are related to the density function by the integrals</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mi>m</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mtext> </mtext><mi>d</mi><mi mathvariant="bold-italic">r</mi><mo separator="true">,</mo><mrow></mrow></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi>m</mi><mi mathvariant="bold-italic">c</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mi mathvariant="bold-italic">r</mi><mtext> </mtext><mi>d</mi><mi mathvariant="bold-italic">r</mi><mo separator="true">,</mo><mrow></mrow></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mi mathvariant="bold-italic">I</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mo stretchy="false">(</mo><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup><msup><mo stretchy="false">)</mo><mi>T</mi></msup><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup><mtext> </mtext><mi>d</mi><mi mathvariant="bold-italic">r</mi><mo separator="true">,</mo><mrow></mrow></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{align}
    m &amp;= \int_{\mathbb{R}^3} \rho(\bm{r})\,d\bm{r},\label{1} \\
    m\bm{c} &amp;= \int_{\mathbb{R}^3} \rho(\bm{r})\bm{r}\,d\bm{r},\label{2} \\
    \bm{I} &amp;= \int_{\mathbb{R}^3} \rho(\bm{r})(\bm{r}^{\times})^T\bm{r}^{\times}\,d\bm{r},\label{3} \\
\end{align}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:7.7159em;vertical-align:-3.6079em;"></span><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.1079em;"><span style="top:-6.1079em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord mathnormal">m</span></span></span><span style="top:-3.536em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord mathnormal">m</span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span></span></span><span style="top:-0.964em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.6079em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.1079em;"><span style="top:-6.1079em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mpunct">,</span><span class="enclosing" id="1"></span></span></span><span style="top:-3.536em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mpunct">,</span><span class="enclosing" id="2"></span></span></span><span style="top:-0.964em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mpunct">,</span><span class="enclosing" id="3"></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.6079em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.1079em;"><span style="top:-6.1079em;"><span class="pstrut" style="height:3.36em;"></span><span class="eqn-num"></span></span><span style="top:-3.536em;"><span class="pstrut" style="height:3.36em;"></span><span class="eqn-num"></span></span><span style="top:-0.964em;"><span class="pstrut" style="height:3.36em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.6079em;"><span></span></span></span></span></span></span></span></span>
<p>where we are integrating over the position <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">r</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></mrow><annotation encoding="application/x-tex">\bm{r}\in\R^3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span>, and</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup><mo>=</mo><msup><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>x</mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>y</mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>z</mi></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo lspace="0em" rspace="0em">×</mo></msup><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mi>z</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>y</mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>z</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mi>x</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mi>y</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>x</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mi mathvariant="normal">.</mi></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{4}
    \bm{r}^{\times} = \begin{bmatrix} x \\ y \\ z \end{bmatrix}^{\times} = \begin{bmatrix} 0 &amp; -z &amp; y \\ z &amp; 0 &amp; -x \\ -y &amp; x &amp; 0 \end{bmatrix}.
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.7613em;vertical-align:-1.6306em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.1306em;"><span style="top:-4.1306em;"><span class="pstrut" style="height:4.2112em;"></span><span class="mord"><span class="enclosing" id="4"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M403 1759 V84 H666 V0 H319 V1759 v0 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">x</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.04398em;">z</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M347 1759 V0 H0 V84 H263 V1759 v0 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:2.2112em;"><span style="top:-4.5029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M403 1759 V84 H666 V0 H319 V1759 v0 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.04398em;">z</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">x</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord mathnormal">x</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M347 1759 V0 H0 V84 H263 V1759 v0 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.6306em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.1306em;"><span style="top:-4.1306em;"><span class="pstrut" style="height:4.2112em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.6306em;"><span></span></span></span></span></span></span></span></span>
<p>forms a <a href="https://en.wikipedia.org/wiki/Skew-symmetric_matrix">skew-symmetric
matrix</a>. 
The right-hand
side of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#4"><mo stretchy="false">(</mo><mtext>4</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{4}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#4"><span class="mopen">(</span><span class="mord text"><span class="mord">4</span></span><span class="mclose">)</span></a></span></span></span> is also sometimes called the <em>cross-product matrix</em>
because <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">a</mi><mo lspace="0em" rspace="0em">×</mo></msup><mi mathvariant="bold-italic">b</mi><mo>=</mo><mi mathvariant="bold-italic">a</mi><mo>×</mo><mi mathvariant="bold-italic">b</mi></mrow><annotation encoding="application/x-tex">\bm{a}^{\times}\bm{b}=\bm{a}\times\bm{b}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7713em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">a</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7713em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">b</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6667em;vertical-align:-0.0833em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">a</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">b</span></span></span></span></span></span> for any
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">a</mi><mo separator="true">,</mo><mi mathvariant="bold-italic">b</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></mrow><annotation encoding="application/x-tex">\bm{a},\bm{b}\in\mathbb{R}^3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">a</span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">b</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span>. Since <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup></mrow><annotation encoding="application/x-tex">\bm{r}^{\times}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7713em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7713em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span></span></span></span> is skew-symmetric, it
satisfies <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">(</mo><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup><msup><mo stretchy="false">)</mo><mi>T</mi></msup><mo>=</mo><mo>−</mo><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup></mrow><annotation encoding="application/x-tex">(\bm{r}^{\times})^T=-\bm{r}^{\times}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7713em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8547em;vertical-align:-0.0833em;"></span><span class="mord">−</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7713em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span></span></span></span> by definition, so it is also
common to see <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#3"><mo stretchy="false">(</mo><mtext>3</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#3"><span class="mopen">(</span><span class="mord text"><span class="mord">3</span></span><span class="mclose">)</span></a></span></span></span> written as</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="bold-italic">I</mi><mo>=</mo><mo>−</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup><mtext> </mtext><mi>d</mi><mi mathvariant="bold-italic">r</mi><mi mathvariant="normal">.</mi></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{I} = -\int_{\mathbb{R}^3} \rho(\bm{r})\bm{r}^{\times}\bm{r}^{\times}\,d\bm{r}.
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.2719em;vertical-align:-0.886em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.386em;"><span style="top:-3.386em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">−</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.886em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>The inertia matrix is always taken with respect to a particular reference
point; in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#3"><mo stretchy="false">(</mo><mtext>3</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#3"><span class="mopen">(</span><span class="mord text"><span class="mord">3</span></span><span class="mclose">)</span></a></span></span></span> we simply used the origin. Expressed about a general
reference point <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">p</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></mrow><annotation encoding="application/x-tex">\bm{p}\in\mathbb{R}^3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7335em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span>, the inertia matrix is</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><msub><mi mathvariant="bold-italic">I</mi><mi>p</mi></msub><mo>=</mo><mo>−</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo>−</mo><mi mathvariant="bold-italic">p</mi><msup><mo stretchy="false">)</mo><mo lspace="0em" rspace="0em">×</mo></msup><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo>−</mo><mi mathvariant="bold-italic">p</mi><msup><mo stretchy="false">)</mo><mo lspace="0em" rspace="0em">×</mo></msup><mi>d</mi><mi mathvariant="bold-italic">r</mi><mi mathvariant="normal">.</mi></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{5}
    \bm{I}_p = -\int_{\mathbb{R}^3}\rho(\bm{r})(\bm{r}-\bm{p})^{\times}(\bm{r}-\bm{p})^{\times} d\bm{r}.
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.2719em;vertical-align:-0.886em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.386em;"><span style="top:-3.386em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="enclosing" id="5"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">p</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">−</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.886em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.386em;"><span style="top:-3.386em;"><span class="pstrut" style="height:3.36em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.886em;"><span></span></span></span></span></span></span></span></span>
<p>It is often convenient to use the center of mass <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">c</mi></mrow><annotation encoding="application/x-tex">\bm{c}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span></span></span></span> as the reference
point, in which case we have</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><msub><mi mathvariant="bold-italic">I</mi><mi>c</mi></msub><mo>=</mo><mo>−</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup><mi>d</mi><mi mathvariant="bold-italic">r</mi><mo separator="true">,</mo></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{6}
    \bm{I}_c = -\int_{\mathbb{R}^3}\rho(\bm{r})\Delta\bm{r}^{\times}\Delta\bm{r}^{\times} d\bm{r},
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.2719em;vertical-align:-0.886em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.386em;"><span style="top:-3.386em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="enclosing" id="6"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">−</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.886em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.386em;"><span style="top:-3.386em;"><span class="pstrut" style="height:3.36em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.886em;"><span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">r</mi><mo>=</mo><mi mathvariant="bold-italic">r</mi><mo>−</mo><mi mathvariant="bold-italic">c</mi></mrow><annotation encoding="application/x-tex">\Delta\bm{r}=\bm{r}-\bm{c}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6833em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6667em;vertical-align:-0.0833em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span></span></span></span>.</p>
<h3 id="probability-distribution-analogy">Probability Distribution Analogy</h3>
<p>The quantity <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi><mi mathvariant="bold-italic">c</mi></mrow><annotation encoding="application/x-tex">m\bm{c}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord mathnormal">m</span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span></span></span></span> in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#2"><mo stretchy="false">(</mo><mtext>2</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{2}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#2"><span class="mopen">(</span><span class="mord text"><span class="mord">2</span></span><span class="mclose">)</span></a></span></span></span> is known as the <em>first moment of
mass</em>. This is just the mean of the density function, so we can write</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="double-struck">E</mi><mo stretchy="false">[</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">]</mo><mo>=</mo><mi>m</mi><mi mathvariant="bold-italic">c</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \mathbb{E}[\bm{r}] = m\bm{c},
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathbb">E</span><span class="mopen">[</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal">m</span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="double-struck">E</mi><mo stretchy="false">[</mo><mo>⋅</mo><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">\mathbb{E}[\cdot]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbb">E</span><span class="mopen">[</span><span class="mord">⋅</span><span class="mclose">]</span></span></span></span> denotes the expected value under the distribution
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>ρ</mi></mrow><annotation encoding="application/x-tex">\rho</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.1944em;"></span><span class="mord mathnormal">ρ</span></span></span></span>. If we take <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">m=1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal">m</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span> such that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>ρ</mi></mrow><annotation encoding="application/x-tex">\rho</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.1944em;"></span><span class="mord mathnormal">ρ</span></span></span></span> is a proper (normalized) probability
distribution, then <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="double-struck">E</mi><mo stretchy="false">[</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">]</mo><mo>=</mo><mi mathvariant="bold-italic">c</mi></mrow><annotation encoding="application/x-tex">\mathbb{E}[\bm{r}]=\bm{c}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbb">E</span><span class="mopen">[</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span></span></span></span> and the covariance matrix is</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mi mathvariant="bold">Σ</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mi mathvariant="double-struck">E</mi><mo stretchy="false">[</mo><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo>−</mo><mi mathvariant="double-struck">E</mi><mo stretchy="false">[</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">]</mo><mo stretchy="false">)</mo><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo>−</mo><mi mathvariant="double-struck">E</mi><mo stretchy="false">[</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">]</mo><msup><mo stretchy="false">)</mo><mi>T</mi></msup><mo stretchy="false">]</mo></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">r</mi><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mi>d</mi><mi mathvariant="bold-italic">r</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{7}
\begin{aligned}
    \bm{\Sigma} &amp;= \mathbb{E}[(\bm{r}-\mathbb{E}[\bm{r}])(\bm{r}-\mathbb{E}[\bm{r}])^T] \\
                &amp;= \int_{\mathbb{R}^3}\rho(\bm{r})\Delta\bm{r}\Delta\bm{r}^Td\bm{r},
\end{aligned}
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:4.1233em;vertical-align:-1.8116em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.3116em;"><span style="top:-4.3116em;"><span class="pstrut" style="height:4.3116em;"></span><span class="mord"><span class="enclosing" id="7"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.3116em;"><span style="top:-4.7803em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Σ</span></span></span></span></span><span style="top:-2.7603em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.8116em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.3116em;"><span style="top:-4.7803em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathbb">E</span><span class="mopen">[(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbb">E</span><span class="mopen">[</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">])</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathbb">E</span><span class="mopen">[</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">]</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mclose">]</span></span></span><span style="top:-2.7603em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.8116em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.8116em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.3116em;"><span style="top:-4.3116em;"><span class="pstrut" style="height:4.3116em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.8116em;"><span></span></span></span></span></span></span></span></span>
<p>which encodes the spread of the mass distribution about the center of mass.</p>
<p>More generally, we can define the quantity</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mi mathvariant="bold-italic">S</mi><mo>=</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mi mathvariant="bold-italic">r</mi><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mtext> </mtext><mi>d</mi><mi mathvariant="bold-italic">r</mi><mo separator="true">,</mo></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{8}
    \bm{S} = \int_{\mathbb{R}^3} \rho(\bm{r})\bm{r}\bm{r}^T\,d\bm{r},
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.2719em;vertical-align:-0.886em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.386em;"><span style="top:-3.386em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="enclosing" id="8"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.886em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.386em;"><span style="top:-3.386em;"><span class="pstrut" style="height:3.36em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.886em;"><span></span></span></span></span></span></span></span></span>
<p>which is known as the <em>second moment matrix</em> and does not require a normalized
distribution. The second moment matrix has a one-to-one relationship with the
inertia matrix, and is also taken about a particular reference point. In
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#8"><mo stretchy="false">(</mo><mtext>8</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{8}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#8"><span class="mopen">(</span><span class="mord text"><span class="mord">8</span></span><span class="mclose">)</span></a></span></span></span>, the reference point is the origin. If we use the center of mass
as the reference point instead, we get</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi mathvariant="bold-italic">S</mi><mi>c</mi></msub><mo>=</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">r</mi><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mi>d</mi><mi mathvariant="bold-italic">r</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{S}_c = \int_{\mathbb{R}^3}\rho(\bm{r})\Delta\bm{r}\Delta\bm{r}^Td\bm{r},
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.2719em;vertical-align:-0.886em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.386em;"><span style="top:-3.386em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.886em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>which corresponds to the covariance matrix from <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#7"><mo stretchy="false">(</mo><mtext>7</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{7}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#7"><span class="mopen">(</span><span class="mord text"><span class="mord">7</span></span><span class="mclose">)</span></a></span></span></span>.</p>
<h3 id="physical-consistency">Physical Consistency</h3>
<p>Since the density <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>ρ</mi></mrow><annotation encoding="application/x-tex">\rho</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.1944em;"></span><span class="mord mathnormal">ρ</span></span></span></span> is non-negative everywhere (as you cannot have a
negative mass), it immediately follows from <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#1"><mo stretchy="false">(</mo><mtext>1</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#1"><span class="mopen">(</span><span class="mord text"><span class="mord">1</span></span><span class="mclose">)</span></a></span></span></span> and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#6"><mo stretchy="false">(</mo><mtext>6</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{6}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#6"><span class="mopen">(</span><span class="mord text"><span class="mord">6</span></span><span class="mclose">)</span></a></span></span></span>,
respectively, that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi><mo>≥</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">m\geq0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7719em;vertical-align:-0.136em;"></span><span class="mord mathnormal">m</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span> and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">I</mi><mi>c</mi></msub><mo>≽</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{I}_c\succcurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span>; 
that is, the mass must be positive and the inertia matrix taken about the
center of mass must be positive semidefinite (which means all of its
eigenvalues are non-negative; we will see
<a href="#changing-the-reference-frame">below</a> that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">I</mi><mi>c</mi></msub><mo>≽</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{I}_c\succcurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span>
implies <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">I</mi><mi>p</mi></msub><mo>≽</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{I}_p\succcurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9722em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">p</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span> for any <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">p</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></mrow><annotation encoding="application/x-tex">\bm{p}\in\mathbb{R}^3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7335em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span>).</p>
<p>However, if <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi><mo>=</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">m=0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal">m</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span>, then <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>ρ</mi></mrow><annotation encoding="application/x-tex">\rho</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.1944em;"></span><span class="mord mathnormal">ρ</span></span></span></span> must be zero everywhere and therefore
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">I</mi><mi>c</mi></msub><mo>=</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{I}_c=\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span> as well. To avoid this special case we will require that the
mass is strictly positive, so our two conditions are</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.25em" columnalign="right left right left" columnspacing="0em 1em 0em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mi>m</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>&gt;</mo><mn>0</mn><mo separator="true">,</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><msub><mi mathvariant="bold-italic">I</mi><mi>c</mi></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>≽</mo><mi mathvariant="bold">0</mi><mi mathvariant="normal">.</mi></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{align}\label{9}
    m &amp;&gt; 0, &amp; \bm{I}_c &amp;\succcurlyeq \bm{0}.
\end{align}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.5em;vertical-align:-0.5em;"></span><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1em;"><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="enclosing" id="9"></span><span class="mord mathnormal">m</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1em;"><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">0</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:1em;"></span><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1em;"><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1em;"><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1em;"><span style="top:-3em;"><span class="pstrut" style="height:2.84em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5em;"><span></span></span></span></span></span></span></span></span>
<p>Some authors prefer to also restrict <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">I</mi><mi>c</mi></msub></mrow><annotation encoding="application/x-tex">\bm{I}_c</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> to be strictly positive
definite, which serves to exclude idealized zero-volume bodies like point
masses, lines, or planes. We do not make this restriction.</p>
<p>Despite the fact that the two conditions in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#9"><mo stretchy="false">(</mo><mtext>9</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{9}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#9"><span class="mopen">(</span><span class="mord text"><span class="mord">9</span></span><span class="mclose">)</span></a></span></span></span> are together
known in the literature as <em>physical consistency</em>, confusingly they are
actually not quite sufficient to ensure that the inertial parameters correspond
a non-negative mass density&#8212;we need one more condition on the inertia matrix.</p>
<h2 id="triangle-inequality">Triangle Inequality</h2>
<p>A valid inertia matrix (expressed about any reference point; here we use the
origin for simplicity) must also satisfy the <em>triangle inequality</em>, which
states that none of its eigenvalues is larger than the sum of the other two. To
see this, we will make use of the identity</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mo stretchy="false">(</mo><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup><msup><mo stretchy="false">)</mo><mi>T</mi></msup><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup><mo>=</mo><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mi mathvariant="bold-italic">r</mi><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub><mo>−</mo><mi mathvariant="bold-italic">r</mi><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mo>=</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mo stretchy="false">)</mo><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub><mo>−</mo><mi mathvariant="bold-italic">r</mi><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    (\bm{r}^{\times})^T\bm{r}^{\times} = \bm{r}^T\bm{r}\bm{1}_3 - \bm{r}\bm{r}^T = \mathrm{tr}(\bm{r}\bm{r}^T)\bm{1}_3 - \bm{r}\bm{r}^T,
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2513em;vertical-align:-0.3757em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8757em;"><span style="top:-2.9843em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3757em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub></mrow><annotation encoding="application/x-tex">\bm{1}_3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7944em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> is the <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>3</mn><mo>×</mo><mn>3</mn></mrow><annotation encoding="application/x-tex">3\times3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7278em;vertical-align:-0.0833em;"></span><span class="mord">3</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">3</span></span></span></span> identity matrix and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mo>⋅</mo><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mathrm{tr}(\cdot)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord">⋅</span><span class="mclose">)</span></span></span></span>
denotes the matrix trace. Substituting into <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#3"><mo stretchy="false">(</mo><mtext>3</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{3}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#3"><span class="mopen">(</span><span class="mord text"><span class="mord">3</span></span><span class="mclose">)</span></a></span></span></span>, we get</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mi mathvariant="bold-italic">I</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mo stretchy="false">(</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mo stretchy="false">)</mo><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub><mo>−</mo><mi mathvariant="bold-italic">r</mi><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mo stretchy="false">)</mo><mtext> </mtext><mi>d</mi><mi mathvariant="bold-italic">r</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo fence="true" stretchy="true" minsize="2.4em" maxsize="2.4em">(</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mi mathvariant="bold-italic">r</mi><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mtext> </mtext><mi>d</mi><mi mathvariant="bold-italic">r</mi><mo fence="true" stretchy="true" minsize="2.4em" maxsize="2.4em">)</mo><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub><mo>−</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mi mathvariant="bold-italic">r</mi><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mtext> </mtext><mi>d</mi><mi mathvariant="bold-italic">r</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub><mo>−</mo><mi mathvariant="bold-italic">S</mi><mi mathvariant="normal">.</mi></mrow></mstyle></mtd></mtr></mtable></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{10}
\begin{aligned}
    \bm{I} &amp;= \int_{\mathbb{R}^3} \rho(\bm{r})(\mathrm{tr}(\bm{r}\bm{r}^T)\bm{1}_3 - \bm{r}\bm{r}^T)\,d\bm{r} \\
    &amp;= \mathrm{tr}\biggl(\int_{\mathbb{R}^3} \rho(\bm{r})\bm{r}\bm{r}^T\,d\bm{r}\biggr)\bm{1}_3 - \int_{\mathbb{R}^3} \rho(\bm{r})\bm{r}\bm{r}^T\,d\bm{r} \\
    &amp;= \mathrm{tr}(\bm{S})\bm{1}_3 - \bm{S}.
\end{aligned}
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:6.772em;vertical-align:-3.136em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.636em;"><span style="top:-5.636em;"><span class="pstrut" style="height:5.636em;"></span><span class="mord"><span class="enclosing" id="10"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.636em;"><span style="top:-5.726em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span><span style="top:-3.064em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"></span></span><span style="top:-0.974em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.136em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.636em;"><span style="top:-5.726em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mopen">(</span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span></span></span><span style="top:-3.064em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen"><span class="delimsizing size3">(</span></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose"><span class="delimsizing size3">)</span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span></span></span><span style="top:-0.974em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.136em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.136em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.636em;"><span style="top:-5.636em;"><span class="pstrut" style="height:5.636em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:3.136em;"><span></span></span></span></span></span></span></span></span>
<p>Taking the trace of both sides of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#10"><mo stretchy="false">(</mo><mtext>10</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{10}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#10"><span class="mopen">(</span><span class="mord text"><span class="mord">10</span></span><span class="mclose">)</span></a></span></span></span>, we get</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">I</mi><mo stretchy="false">)</mo><mo>=</mo><mn>2</mn><mtext> </mtext><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mi mathvariant="normal">.</mi></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{11}
    \mathrm{tr}(\bm{I}) = 2\,\mathrm{tr}(\bm{S}).
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="enclosing" id="11"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">2</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-2.85em;"><span class="pstrut" style="height:2.84em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span></span>
<p>Now let <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mn>1</mn></msub><mo>≥</mo><msub><mi>λ</mi><mn>2</mn></msub><mo>≥</mo><msub><mi>λ</mi><mn>3</mn></msub><mo>≥</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\lambda_1\geq\lambda_2\geq\lambda_3\geq0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span> be the eigenvalues of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span> and
let <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></mrow><annotation encoding="application/x-tex">\bm{v}\in\mathbb{R}^3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span> be the normalized (i.e., unit-length) eigenvector
corresponding to <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mn>1</mn></msub></mrow><annotation encoding="application/x-tex">\lambda_1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>, such that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mn>1</mn></msub><mo>=</mo><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">I</mi><mi mathvariant="bold-italic">v</mi></mrow><annotation encoding="application/x-tex">\lambda_1=\bm{v}^T\bm{I}\bm{v}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8413em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span></span>. Substituting in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#10"><mo stretchy="false">(</mo><mtext>10</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{10}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#10"><span class="mopen">(</span><span class="mord text"><span class="mord">10</span></span><span class="mclose">)</span></a></span></span></span>, we get</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><msub><mi>λ</mi><mn>1</mn></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mo stretchy="false">(</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub><mo>−</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mi mathvariant="bold-italic">v</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mo>−</mo><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">S</mi><mi mathvariant="bold-italic">v</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>≤</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{12}
\begin{aligned}
    \lambda_1 &amp;= \bm{v}^T(\mathrm{tr}(\bm{S})\bm{1}_3 - \bm{S})\bm{v} \\
              &amp;= \mathrm{tr}(\bm{S}) - \bm{v}^T\bm{S}\bm{v} \\
              &amp;\leq \mathrm{tr}(\bm{S}),
\end{aligned}
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:4.6027em;vertical-align:-2.0513em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5513em;"><span style="top:-4.5513em;"><span class="pstrut" style="height:4.5513em;"></span><span class="mord"><span class="enclosing" id="12"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5513em;"><span style="top:-4.66em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-3.1087em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-1.6087em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.0513em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5513em;"><span style="top:-4.66em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span><span style="top:-3.1087em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span><span style="top:-1.6087em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.0513em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.0513em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5513em;"><span style="top:-4.5513em;"><span class="pstrut" style="height:4.5513em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.0513em;"><span></span></span></span></span></span></span></span></span>
<p>where the inequality follows because the second moment matrix is always
positive semidefinite (this is easy to see from its definition <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#8"><mo stretchy="false">(</mo><mtext>8</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{8}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#8"><span class="mopen">(</span><span class="mord text"><span class="mord">8</span></span><span class="mclose">)</span></a></span></span></span>)
and therefore <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">S</mi><mi mathvariant="bold-italic">v</mi><mo>≥</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\bm{v}^T\bm{S}\bm{v}\geq0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9773em;vertical-align:-0.136em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span> for any <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi></mrow><annotation encoding="application/x-tex">\bm{v}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span></span>.</p>
<p>Finally, recalling that the trace of a matrix equals the sum of its eigenvalues,
we can combine <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#11"><mo stretchy="false">(</mo><mtext>11</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{11}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#11"><span class="mopen">(</span><span class="mord text"><span class="mord">11</span></span><span class="mclose">)</span></a></span></span></span> and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#12"><mo stretchy="false">(</mo><mtext>12</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{12}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#12"><span class="mopen">(</span><span class="mord text"><span class="mord">12</span></span><span class="mclose">)</span></a></span></span></span> to obtain</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">I</mi><mo stretchy="false">)</mo><mo>=</mo><msub><mi>λ</mi><mn>1</mn></msub><mo>+</mo><msub><mi>λ</mi><mn>2</mn></msub><mo>+</mo><msub><mi>λ</mi><mn>3</mn></msub><mo>=</mo><mn>2</mn><mtext> </mtext><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mo>≥</mo><mn>2</mn><msub><mi>λ</mi><mn>1</mn></msub><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \mathrm{tr}(\bm{I}) = \lambda_1 + \lambda_2 + \lambda_3 = 2\,\mathrm{tr}(\bm{S})\geq 2\lambda_1,
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">2</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">2</span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>which we rearrange to obtain the triangle inequality:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi>λ</mi><mn>1</mn></msub><mo>≤</mo><msub><mi>λ</mi><mn>2</mn></msub><mo>+</mo><msub><mi>λ</mi><mn>3</mn></msub><mi mathvariant="normal">.</mi></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
     \lambda_1 \leq \lambda_2 + \lambda_3.
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<h3 id="full-physical-consistency">Full Physical Consistency</h3>
<p>A set of physically consistent inertial parameters where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span> also
satisfies the triangle inequality are called <a href="https://arxiv.org/abs/1610.08703">fully physically
consistent</a>, which is a necessary and
sufficient condition for the inertial parameters to be realizable by some
non-negative mass density <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>ρ</mi></mrow><annotation encoding="application/x-tex">\rho</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.1944em;"></span><span class="mord mathnormal">ρ</span></span></span></span>. </p>
<h2 id="pseudo-inertia-matrix">Pseudo-Inertia Matrix</h2>
<p>We can gather the inertial parameters into the <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>4</mn><mo>×</mo><mn>4</mn></mrow><annotation encoding="application/x-tex">4\times4</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7278em;vertical-align:-0.0833em;"></span><span class="mord">4</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">×</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">4</span></span></span></span> <em>pseudo-inertia matrix</em></p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="bold">Π</mi><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mi mathvariant="bold-italic">S</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi>m</mi><mi mathvariant="bold-italic">c</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mi>m</mi><msup><mi mathvariant="bold-italic">c</mi><mi>T</mi></msup></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>m</mi></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo>=</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mover accent="true"><mi mathvariant="bold-italic">r</mi><mo>~</mo></mover><msup><mover accent="true"><mi mathvariant="bold-italic">r</mi><mo>~</mo></mover><mi>T</mi></msup><mtext> </mtext><mi>d</mi><mi mathvariant="bold-italic">r</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{\Pi} = \begin{bmatrix} \bm{S} &amp; m\bm{c} \\ m\bm{c}^T&amp; m \end{bmatrix} = \int_{\mathbb{R}^3} \rho(\bm{r})\tilde{\bm{r}}\tilde{\bm{r}}^T\,d\bm{r},
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.4013em;vertical-align:-0.9507em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4507em;"><span style="top:-3.4507em;"><span class="pstrut" style="height:3.4507em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Π</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4507em;"><span style="top:-3.6107em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span><span style="top:-2.4093em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">m</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9507em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4507em;"><span style="top:-3.6107em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">m</span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span></span></span><span style="top:-2.4093em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">m</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9507em;"><span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6813em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span></span><span style="top:-3.3634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">~</span></span></span></span></span></span></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6813em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span></span><span style="top:-3.3634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">~</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9125em;"><span style="top:-3.1342em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9507em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mover accent="true"><mi mathvariant="bold-italic">r</mi><mo>~</mo></mover><mo>=</mo><mo stretchy="false">[</mo><msup><mi mathvariant="bold-italic">r</mi><mi>T</mi></msup><mo separator="true">,</mo><mn>1</mn><msup><mo stretchy="false">]</mo><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\tilde{\bm{r}} = [\bm{r}^T,1]^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6813em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6813em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span></span><span style="top:-3.3634em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">~</span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0913em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord">1</span><span class="mclose"><span class="mclose">]</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span> is the homogeneous representation of
the point <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">r</mi></mrow><annotation encoding="application/x-tex">\bm{r}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span></span></span></span>. </p>
<p>It turns out that necessary and sufficient conditions for a set of inertial
parameters to be fully physically consistent are </p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.25em" columnalign="right left right" columnspacing="0em 1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mi>m</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>&gt;</mo><mn>0</mn><mo separator="true">,</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="bold">Π</mi><mo>≽</mo><mi mathvariant="bold">0</mi><mi mathvariant="normal">.</mi></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{align*}
    m &amp;&gt; 0, &amp; \bm{\Pi}\succcurlyeq\bm{0}.
\end{align*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.5em;vertical-align:-0.5em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1em;"><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">m</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1em;"><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">0</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:1em;"></span><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1em;"><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Π</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>These conditions are convenient
because they are convex, and can therefore be included as constraints in <a href="https://en.wikipedia.org/wiki/Convex_optimization">convex
optimization</a> problems for
<a href="https://arxiv.org/abs/1701.04395">parameter identification</a> or <a href="https://arxiv.org/abs/2411.07079">robust
constraint verification</a>. (For the purposes
of numerical optimization, we can relax the constraint <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi><mo>&gt;</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">m&gt;0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord mathnormal">m</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span> to
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi><mo>≥</mo><mi>ϵ</mi></mrow><annotation encoding="application/x-tex">m\geq\epsilon</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7719em;vertical-align:-0.136em;"></span><span class="mord mathnormal">m</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal">ϵ</span></span></span></span> for some small <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>ϵ</mi><mo>≥</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\epsilon\geq0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7719em;vertical-align:-0.136em;"></span><span class="mord mathnormal">ϵ</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span>, since strict inequalities don&#8217;t
make sense in this case.)</p>
<p>Why do <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi><mo>&gt;</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">m&gt;0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord mathnormal">m</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span> and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold">Π</mi><mo>≽</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{\Pi}\succcurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8228em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">Π</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span> imply full physical consistency?
The <a href="https://en.wikipedia.org/wiki/Schur_complement#Conditions_for_positive_definiteness_and_semi-definiteness">Schur
complement theorem</a> tells us that if <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>m</mi><mo>&gt;</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">m&gt;0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord mathnormal">m</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span>, then</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="bold">Π</mi><mo>≽</mo><mi mathvariant="bold">0</mi><mtext>  </mtext><mo>⟺</mo><mtext>  </mtext><msub><mi mathvariant="bold-italic">S</mi><mi>c</mi></msub><mo>≽</mo><mi mathvariant="bold">0</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{\Pi}\succcurlyeq\bm{0} \iff \bm{S}_c\succcurlyeq\bm{0},
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Π</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">⟺</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">S</mi><mi>c</mi></msub><mo>=</mo><mi mathvariant="bold-italic">S</mi><mo>−</mo><mi>m</mi><mi mathvariant="bold-italic">c</mi><msup><mi mathvariant="bold-italic">c</mi><mi>T</mi></msup></mrow><annotation encoding="application/x-tex">\bm{S}_c=\bm{S}-m\bm{c}\bm{c}^T</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.7694em;vertical-align:-0.0833em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.8413em;"></span><span class="mord mathnormal">m</span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span> (see <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#14"><mo stretchy="false">(</mo><mtext>14</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{14}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#14"><span class="mopen">(</span><span class="mord text"><span class="mord">14</span></span><span class="mclose">)</span></a></span></span></span>
below). We already saw that a positive semidefinite second moment matrix yields
a fully physically consistent inertia matrix in the previous section on the
triangle inequality. Here we need to prove the other direction; that is, if
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">S</mi></mrow><annotation encoding="application/x-tex">\bm{S}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span></span> is <em>not</em> positive semidefinite, then <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span> must not be fully
physically consistent (again, we will use the origin as the reference point
here, but the same logic holds for any reference point, including the center of
mass).</p>
<p>Let us assume that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi><mo>≽</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{I}\succcurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8228em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span> but
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">S</mi><mo>⋡</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\bm{S}\not\succcurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel"><span class="mord vbox"><span class="thinbox"><span class="rlap"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="inner"><span class="mord"><span class="mrel"></span></span></span><span class="fix"></span></span></span></span></span></span><span class="base"><span class="strut" style="height:0.7733em;vertical-align:-0.1367em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span>, which means that there exists some unit-length
vector <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">v</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></mrow><annotation encoding="application/x-tex">\bm{v}\in\mathbb{R}^3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span> such that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">S</mi><mi mathvariant="bold-italic">v</mi><mo>&lt;</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\bm{v}^T\bm{S}\bm{v}&lt;0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8804em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&lt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span>. Using
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#10"><mo stretchy="false">(</mo><mtext>10</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{10}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#10"><span class="mopen">(</span><span class="mord text"><span class="mord">10</span></span><span class="mclose">)</span></a></span></span></span>, we have</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">I</mi><mi mathvariant="bold-italic">v</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mo stretchy="false">(</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub><mo>−</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mi mathvariant="bold-italic">v</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mo>−</mo><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">S</mi><mi mathvariant="bold-italic">v</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>&gt;</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mi mathvariant="normal">.</mi></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \bm{v}^T\bm{I}\bm{v} &amp;= \bm{v}^T(\mathrm{tr}(\bm{S})\bm{1}_3 - \bm{S})\bm{v} \\
                         &amp;= \mathrm{tr}(\bm{S}) - \bm{v}^T\bm{S}\bm{v} \\
                         &amp;&gt; \mathrm{tr}(\bm{S}).
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:4.6027em;vertical-align:-2.0513em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5513em;"><span style="top:-4.5513em;"><span class="pstrut" style="height:4.5513em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5513em;"><span style="top:-4.66em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span><span style="top:-3.1087em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-1.6087em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.0513em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5513em;"><span style="top:-4.66em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span><span style="top:-3.1087em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span></span></span><span style="top:-1.6087em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.0513em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.0513em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>We also know that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">v</mi><mi>T</mi></msup><mi mathvariant="bold-italic">I</mi><mi mathvariant="bold-italic">v</mi><mo>≤</mo><msub><mi>λ</mi><mn>1</mn></msub></mrow><annotation encoding="application/x-tex">\bm{v}^T\bm{I}\bm{v}\leq\lambda_1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9773em;vertical-align:-0.136em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">v</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>, and therefore
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mn>1</mn></msub><mo>&gt;</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\lambda_1&gt;\mathrm{tr}(\bm{S})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span></span></span></span>. Combined with <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#11"><mo stretchy="false">(</mo><mtext>11</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{11}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#11"><span class="mopen">(</span><span class="mord text"><span class="mord">11</span></span><span class="mclose">)</span></a></span></span></span>, we have</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mn>2</mn><msub><mi>λ</mi><mn>1</mn></msub><mo>&gt;</mo><mn>2</mn><mtext> </mtext><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mo>=</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">I</mi><mo stretchy="false">)</mo><mo>=</mo><msub><mi>λ</mi><mn>1</mn></msub><mo>+</mo><msub><mi>λ</mi><mn>2</mn></msub><mo>+</mo><msub><mi>λ</mi><mn>3</mn></msub><mi mathvariant="normal">.</mi></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
   2\lambda_1 &gt; 2\,\mathrm{tr}(\bm{S}) = \mathrm{tr}(\bm{I}) = \lambda_1+\lambda_2+\lambda_3.
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">2</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>Rearranging the above equation reveals that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mn>1</mn></msub><mo>&gt;</mo><msub><mi>λ</mi><mn>2</mn></msub><mo>+</mo><msub><mi>λ</mi><mn>3</mn></msub></mrow><annotation encoding="application/x-tex">\lambda_1&gt;\lambda_2+\lambda_3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>,
showing that the triangle inequality is not satisfied and therefore <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span> is
not fully physically consistent.</p>
<h2 id="changing-the-reference-frame">Changing the Reference Frame</h2>
<h3 id="parallel-axis-theorem">Parallel Axis Theorem</h3>
<p>We can manipulate the equation for the inertia matrix expressed about an arbitrary
point <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">p</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></mrow><annotation encoding="application/x-tex">\bm{p}\in\mathbb{R}^3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7335em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span> from <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#5"><mo stretchy="false">(</mo><mtext>5</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{5}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#5"><span class="mopen">(</span><span class="mord text"><span class="mord">5</span></span><span class="mclose">)</span></a></span></span></span> to obtain</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><msub><mi mathvariant="bold-italic">I</mi><mi>p</mi></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mo>−</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo>−</mo><mi mathvariant="bold-italic">p</mi><msup><mo stretchy="false">)</mo><mo>×</mo></msup><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo>−</mo><mi mathvariant="bold-italic">p</mi><msup><mo stretchy="false">)</mo><mo>×</mo></msup><mi>d</mi><mi mathvariant="bold-italic">r</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mo>−</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mo stretchy="false">(</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">r</mi><mo>−</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">p</mi><msup><mo stretchy="false">)</mo><mo>×</mo></msup><mo stretchy="false">(</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">r</mi><mo>−</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">p</mi><msup><mo stretchy="false">)</mo><mo>×</mo></msup><mi>d</mi><mi mathvariant="bold-italic">r</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mo>−</mo><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mo stretchy="false">(</mo><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">r</mi><mo>×</mo></msup><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">r</mi><mo>×</mo></msup><mo>−</mo><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">r</mi><mo>×</mo></msup><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mo>×</mo></msup><mo>−</mo><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mo>×</mo></msup><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">r</mi><mo>×</mo></msup><mo>+</mo><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mo>×</mo></msup><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mo>×</mo></msup><mo stretchy="false">)</mo><mtext> </mtext><mi>d</mi><mi mathvariant="bold-italic">r</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mi mathvariant="bold-italic">I</mi><mi>c</mi></msub><mo>−</mo><mi>m</mi><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mo>×</mo></msup><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mo>×</mo></msup><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{13}
\begin{aligned}
    \bm{I}_p &amp;= -\int_{\mathbb{R}^3}\rho(\bm{r})(\bm{r}-\bm{p})^\times(\bm{r}-\bm{p})^\times d\bm{r} \\
             &amp;= -\int_{\mathbb{R}^3}\rho(\bm{r})(\Delta\bm{r}-\Delta\bm{p})^\times(\Delta\bm{r}-\Delta\bm{p})^\times d\bm{r} \\
             &amp;= -\int_{\mathbb{R}^3}\rho(\bm{r})(\Delta\bm{r}^\times\Delta\bm{r}^\times-\Delta\bm{r}^\times\Delta\bm{p}^\times - \Delta\bm{p}^\times\Delta\bm{r}^\times+\Delta\bm{p}^\times\Delta\bm{p}^\times)\,d\bm{r} \\
             &amp;= \bm{I}_c - m\Delta\bm{p}^\times\Delta\bm{p}^\times,
\end{aligned}
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:9.2159em;vertical-align:-4.3579em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.8579em;"><span style="top:-6.8579em;"><span class="pstrut" style="height:6.8579em;"></span><span class="mord"><span class="enclosing" id="13"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.8579em;"><span style="top:-6.8579em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">p</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-4.286em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"></span></span><span style="top:-1.714em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"></span></span><span style="top:0.3379em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.3579em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.8579em;"><span style="top:-6.8579em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">−</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span></span></span><span style="top:-4.286em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">−</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mopen">(</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span></span></span><span style="top:-1.714em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">−</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:-0.3895em;"><span style="top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9119em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mopen">(</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span></span></span><span style="top:0.3379em;"><span class="pstrut" style="height:3.36em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">m</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.3579em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.3579em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.8579em;"><span style="top:-6.8579em;"><span class="pstrut" style="height:6.8579em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:4.3579em;"><span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">p</mi><mo>=</mo><mi mathvariant="bold-italic">p</mi><mo>−</mo><mi mathvariant="bold-italic">c</mi></mrow><annotation encoding="application/x-tex">\Delta\bm{p}=\bm{p}-\bm{c}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8778em;vertical-align:-0.1944em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.7778em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span></span></span></span> and we have used the fact that
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mo>∫</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></msub><mi>ρ</mi><mo stretchy="false">(</mo><mi mathvariant="bold-italic">r</mi><mo stretchy="false">)</mo><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">r</mi><mo lspace="0em" rspace="0em">×</mo></msup><mi>d</mi><mi mathvariant="bold-italic">r</mi><mo>=</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\int_{\mathbb{R}^3}\rho(\bm{r})\Delta\bm{r}^{\times}d\bm{r}=\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1608em;vertical-align:-0.3558em;"></span><span class="mop"><span class="mop op-symbol small-op" style="margin-right:0.19445em;position:relative;top:-0.0006em;">∫</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1666em;"><span style="top:-2.3442em;margin-left:-0.1945em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathbb mtight">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7463em;"><span style="top:-2.786em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3558em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal">ρ</span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mclose">)</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7713em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">×</span></span></span></span></span></span></span></span></span><span class="mord mathnormal">d</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03194em;">r</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span>. This
result is known as the <a href="https://en.wikipedia.org/wiki/Parallel_axis_theorem">parallel axis
theorem</a>, and is used to
translate the inertia matrix to and from the center of mass.</p>
<p>Notice that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#13"><mo stretchy="false">(</mo><mtext>13</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{13}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#13"><span class="mopen">(</span><span class="mord text"><span class="mord">13</span></span><span class="mclose">)</span></a></span></span></span> implies that
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">I</mi><mi>p</mi></msub><mo>≽</mo><msub><mi mathvariant="bold-italic">I</mi><mi>c</mi></msub></mrow><annotation encoding="application/x-tex">\bm{I}_p\succcurlyeq\bm{I}_c</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9722em;vertical-align:-0.2861em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">p</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> for any reference point <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">p</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></mrow><annotation encoding="application/x-tex">\bm{p}\in\mathbb{R}^3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7335em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span>,
with equality if and only if <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">p</mi><mo>=</mo><mi mathvariant="bold-italic">c</mi></mrow><annotation encoding="application/x-tex">\bm{p}=\bm{c}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6389em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span></span></span></span>. This means that it is easier
(i.e., less energy is required) to rotate a rigid body about its center of mass
than any other point.</p>
<p>To translate between two <em>arbitrary</em> points <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">p</mi></mrow><annotation encoding="application/x-tex">\bm{p}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6389em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span></span></span></span> and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">q</mi></mrow><annotation encoding="application/x-tex">\bm{q}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6389em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">q</span></span></span></span></span></span>, we have</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi mathvariant="bold-italic">I</mi><mi>p</mi></msub><mo>=</mo><msub><mi mathvariant="bold-italic">I</mi><mi>q</mi></msub><mo>+</mo><mi>m</mi><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">q</mi><mo>×</mo></msup><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">q</mi><mo>×</mo></msup><mo>−</mo><mi>m</mi><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mo>×</mo></msup><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mo>×</mo></msup><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{I}_p = \bm{I}_q + m\Delta\bm{q}^\times\Delta\bm{q}^\times - m\Delta\bm{p}^\times\Delta\bm{p}^\times,
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">p</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">q</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">m</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">q</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">q</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">m</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8213em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">×</span></span></span></span></span></span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">q</mi><mo>=</mo><mi mathvariant="bold-italic">q</mi><mo>−</mo><mi mathvariant="bold-italic">c</mi></mrow><annotation encoding="application/x-tex">\Delta\bm{q}=\bm{q}-\bm{c}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8778em;vertical-align:-0.1944em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">q</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.7778em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">q</span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.4444em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">c</span></span></span></span></span></span>. The analogous rule for the second moment
matrix is</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><msub><mi mathvariant="bold-italic">S</mi><mi>p</mi></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mi mathvariant="bold-italic">S</mi><mi>c</mi></msub><mo>+</mo><mi>m</mi><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">p</mi><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mi>T</mi></msup></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><msub><mi mathvariant="bold-italic">S</mi><mi>q</mi></msub><mo>−</mo><mi>m</mi><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">q</mi><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">q</mi><mi>T</mi></msup><mo>+</mo><mi>m</mi><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">p</mi><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mi>T</mi></msup><mi mathvariant="normal">.</mi></mrow></mstyle></mtd></mtr></mtable></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{14}
\begin{aligned}
    \bm{S}_p &amp;= \bm{S}_c + m\Delta\bm{p}\Delta\bm{p}^T \\
             &amp;= \bm{S}_q - m\Delta\bm{q}\Delta\bm{q}^T + m\Delta\bm{p}\Delta\bm{p}^T.
\end{aligned}
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.1027em;vertical-align:-1.3013em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8013em;"><span style="top:-3.8013em;"><span class="pstrut" style="height:3.8013em;"></span><span class="mord"><span class="enclosing" id="14"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8013em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">p</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.3587em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3013em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8013em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">m</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span><span style="top:-2.3587em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">q</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">m</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">q</span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.03704em;">q</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">m</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3013em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3013em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8013em;"><span style="top:-3.8013em;"><span class="pstrut" style="height:3.8013em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.3013em;"><span></span></span></span></span></span></span></span></span>
<h3 id="full-spatial-transformations">Full Spatial Transformations</h3>
<p>The parallel axis theorem handles translations, but suppose we want to
transform the inertial parameters by a general spatial transformation (i.e.,
translation <em>and</em> rotation) from frame <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>a</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{a\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathnormal">a</span><span class="mclose">}</span></span></span></span> to frame <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>b</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{b\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathnormal">b</span><span class="mclose">}</span></span></span></span>. Let</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right" columnspacing=""><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi mathvariant="bold-italic">T</mi><mrow><mi>b</mi><mi>a</mi></mrow></msub><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold-italic">R</mi><mrow><mi>b</mi><mi>a</mi></mrow></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><msubsup><mi mathvariant="bold-italic">p</mi><mi>b</mi><mrow><mi>a</mi><mi>b</mi></mrow></msubsup></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msup><mi mathvariant="bold">0</mi><mi>T</mi></msup></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo>∈</mo><mi>S</mi><mi>E</mi><mo stretchy="false">(</mo><mn>3</mn><mo stretchy="false">)</mo><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \bm{T}_{ba} = \begin{bmatrix} \bm{R}_{ba} &amp; \bm{p}^{ab}_b \\ \bm{0}^T &amp; 1 \end{bmatrix} \in SE(3),
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.7448em;vertical-align:-1.1224em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6224em;"><span style="top:-3.6224em;"><span class="pstrut" style="height:3.6224em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6224em;"><span style="top:-3.6224em;"><span class="pstrut" style="height:3.4724em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.15972em;">T</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">ba</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4724em;"><span style="top:-3.6233em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.00421em;">R</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">ba</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.3876em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8757em;"><span style="top:-3.0973em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9724em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4724em;"><span style="top:-3.6233em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8491em;"><span style="top:-2.4169em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">b</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">ab</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2831em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.3876em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9724em;"><span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord mathnormal" style="margin-right:0.05764em;">SE</span><span class="mopen">(</span><span class="mord">3</span><span class="mclose">)</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.1224em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.1224em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>be the homogeneous transformation matrix that maps points from <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>a</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{a\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathnormal">a</span><span class="mclose">}</span></span></span></span> to
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>b</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{b\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathnormal">b</span><span class="mclose">}</span></span></span></span>, where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold-italic">R</mi><mrow><mi>b</mi><mi>a</mi></mrow></msub><mo>∈</mo><mi>S</mi><mi>O</mi><mo stretchy="false">(</mo><mn>3</mn><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\bm{R}_{ba}\in SO(3)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.00421em;">R</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">ba</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.02778em;">SO</span><span class="mopen">(</span><span class="mord">3</span><span class="mclose">)</span></span></span></span> is the rotation and
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msubsup><mi mathvariant="bold-italic">p</mi><mi>b</mi><mrow><mi>a</mi><mi>b</mi></mrow></msubsup><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></mrow><annotation encoding="application/x-tex">\bm{p}^{ab}_b\in\mathbb{R}^3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1322em;vertical-align:-0.2831em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8491em;"><span style="top:-2.4169em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">b</span></span></span><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">ab</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2831em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span> is the position of the origin of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>a</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{a\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathnormal">a</span><span class="mclose">}</span></span></span></span> with
respect to <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>b</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{b\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathnormal">b</span><span class="mclose">}</span></span></span></span> expressed in the coordinates of <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>b</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{b\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathnormal">b</span><span class="mclose">}</span></span></span></span>. To map the inertial
parameters from <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>a</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{a\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathnormal">a</span><span class="mclose">}</span></span></span></span> to <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>b</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{b\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathnormal">b</span><span class="mclose">}</span></span></span></span>, we simply represent them as the
pseudo-inertia matrix <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">Π</mi><mi>a</mi></msub></mrow><annotation encoding="application/x-tex">\bm{\Pi}_a</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Π</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">a</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>a</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{a\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathnormal">a</span><span class="mclose">}</span></span></span></span> and apply the &#8220;sandwich&#8221; rule</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd class ="mtr-glue"></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mtable rowspacing="0.25em" columnalign="right" columnspacing=""><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi mathvariant="bold">Π</mi><mi>b</mi></msub><mo>=</mo><msub><mi mathvariant="bold-italic">T</mi><mrow><mi>b</mi><mi>a</mi></mrow></msub><msub><mi mathvariant="bold">Π</mi><mi>a</mi></msub><msubsup><mi mathvariant="bold-italic">T</mi><mrow><mi>b</mi><mi>a</mi></mrow><mi>T</mi></msubsup></mrow></mstyle></mtd></mtr></mtable></mrow></mstyle></mtd><mtd class ="mtr-glue"></mtd><mtd class ="mml-eqn-num"></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation}\label{15}
\begin{aligned}
    \bm{\Pi}_b = \bm{T}_{ba}\bm{\Pi}_a\bm{T}_{ba}^T
\end{aligned}
\end{equation}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.5773em;vertical-align:-0.5387em;"></span><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0387em;"><span style="top:-3.0387em;"><span class="pstrut" style="height:3.0387em;"></span><span class="mord"><span class="enclosing" id="15"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0387em;"><span style="top:-3.1213em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Π</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">b</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.15972em;">T</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">ba</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Π</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">a</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.15972em;">T</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9173em;"><span style="top:-2.453em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">ba</span></span></span></span><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5387em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5387em;"><span></span></span></span></span></span></span></span><span class="tag"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0387em;"><span style="top:-3.0387em;"><span class="pstrut" style="height:3.0387em;"></span><span class="eqn-num"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5387em;"><span></span></span></span></span></span></span></span></span>
<p>to obtain their representation <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="bold">Π</mi><mi>b</mi></msub></mrow><annotation encoding="application/x-tex">\bm{\Pi}_b</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8361em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Π</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">b</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo stretchy="false">{</mo><mi>b</mi><mo stretchy="false">}</mo></mrow><annotation encoding="application/x-tex">\{b\}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">{</span><span class="mord mathnormal">b</span><span class="mclose">}</span></span></span></span>.</p>
<p>We can use <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#15"><mo stretchy="false">(</mo><mtext>15</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{15}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#15"><span class="mopen">(</span><span class="mord text"><span class="mord">15</span></span><span class="mclose">)</span></a></span></span></span> to obtain the parallel-axis theorem rule
for <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">S</mi></mrow><annotation encoding="application/x-tex">\bm{S}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span></span> in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#14"><mo stretchy="false">(</mo><mtext>14</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{14}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#14"><span class="mopen">(</span><span class="mord text"><span class="mord">14</span></span><span class="mclose">)</span></a></span></span></span> by applying
the pure translation</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi mathvariant="bold-italic">T</mi><mrow><mi>p</mi><mi>c</mi></mrow></msub><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">p</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msup><mi mathvariant="bold">0</mi><mi>T</mi></msup></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{T}_{pc} = \begin{bmatrix} \bm{1}_3 &amp; -\Delta\bm{p} \\ \bm{0}^T &amp; 1 \end{bmatrix}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.4357em;vertical-align:-0.9678em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4678em;"><span style="top:-3.4678em;"><span class="pstrut" style="height:3.4678em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.15972em;">T</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">p</span><span class="mord mathnormal mtight">c</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4678em;"><span style="top:-3.6278em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.3922em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8757em;"><span style="top:-3.0973em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9678em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4678em;"><span style="top:-3.6278em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span></span></span><span style="top:-2.3922em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9678em;"><span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9678em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>to the pseudo-inertia matrix expressed about the center of mass</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msub><mi mathvariant="bold">Π</mi><mi>c</mi></msub><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold-italic">S</mi><mi>c</mi></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi mathvariant="bold">0</mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msup><mi mathvariant="bold">0</mi><mi>T</mi></msup></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>m</mi></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{\Pi}_c = \begin{bmatrix} \bm{S}_c &amp; \bm{0} \\ \bm{0}^T &amp; m \end{bmatrix},
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.4357em;vertical-align:-0.9678em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4678em;"><span style="top:-3.4678em;"><span class="pstrut" style="height:3.4678em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">Π</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4678em;"><span style="top:-3.6278em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.3922em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8757em;"><span style="top:-3.0973em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9678em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4678em;"><span style="top:-3.6278em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span><span style="top:-2.3922em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">m</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9678em;"><span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9678em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>which yields</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold-italic">S</mi><mi>p</mi></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mi>m</mi><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">p</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mi>m</mi><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mi>T</mi></msup></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>m</mi></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">p</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msup><mi mathvariant="bold">0</mi><mi>T</mi></msup></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold-italic">S</mi><mi>c</mi></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi mathvariant="bold">0</mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msup><mi mathvariant="bold">0</mi><mi>T</mi></msup></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>m</mi></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi mathvariant="bold">0</mi></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mi>T</mi></msup></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><msub><mi mathvariant="bold-italic">S</mi><mi>c</mi></msub><mo>+</mo><mi>m</mi><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">p</mi><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mi>T</mi></msup></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mi>m</mi><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">p</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mi>m</mi><mi mathvariant="normal">Δ</mi><msup><mi mathvariant="bold-italic">p</mi><mi>T</mi></msup></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mi>m</mi></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \begin{bmatrix} \bm{S}_p &amp; -m\Delta\bm{p} \\ -m\Delta\bm{p}^T &amp; m \end{bmatrix}
    &amp;= \begin{bmatrix} \bm{1}_3 &amp; -\Delta\bm{p} \\ \bm{0}^T &amp; 1 \end{bmatrix}\begin{bmatrix} \bm{S}_c &amp; \bm{0} \\ \bm{0}^T &amp; m \end{bmatrix}\begin{bmatrix} \bm{1}_3 &amp; \bm{0} \\ -\Delta\bm{p}^T &amp; 1 \end{bmatrix} \\
    &amp;= \begin{bmatrix} \bm{S}_c + m\Delta\bm{p}\Delta\bm{p}^T &amp; -m\Delta\bm{p} \\ -m\Delta\bm{p}^T &amp; m \end{bmatrix},
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:5.4383em;vertical-align:-2.4692em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9692em;"><span style="top:-4.9692em;"><span class="pstrut" style="height:4.9692em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9692em;"><span style="top:-4.9692em;"><span class="pstrut" style="height:3.4678em;"></span><span class="mord"><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4507em;"><span style="top:-3.6107em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">p</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2861em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.4093em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord mathnormal">m</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9507em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4507em;"><span style="top:-3.6107em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord mathnormal">m</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span></span></span><span style="top:-2.4093em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">m</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9507em;"><span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.4678em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4692em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.9692em;"><span style="top:-4.9692em;"><span class="pstrut" style="height:3.4678em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4678em;"><span style="top:-3.6278em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.3922em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8757em;"><span style="top:-3.0973em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9678em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4678em;"><span style="top:-3.6278em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span></span></span><span style="top:-2.3922em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9678em;"><span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4678em;"><span style="top:-3.6278em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.3922em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8757em;"><span style="top:-3.0973em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9678em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4678em;"><span style="top:-3.6278em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span><span style="top:-2.3922em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">m</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9678em;"><span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4507em;"><span style="top:-3.6107em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span><span style="top:-2.4093em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9507em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4507em;"><span style="top:-3.6107em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span><span style="top:-2.4093em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9507em;"><span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.4678em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4513em;"><span style="top:-3.61em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">c</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord mathnormal">m</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span><span style="top:-2.4087em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord mathnormal">m</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8413em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9513em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.4513em;"><span style="top:-3.61em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord mathnormal">m</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span></span></span><span style="top:-2.4087em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">m</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.9513em;"><span></span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4692em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.4692em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo>−</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">p</mi></mrow><annotation encoding="application/x-tex">-\Delta\bm{p}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8778em;vertical-align:-0.1944em;"></span><span class="mord">−</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span></span></span></span> is the location of the center of mass with respect to <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">p</mi></mrow><annotation encoding="application/x-tex">\bm{p}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6389em;vertical-align:-0.1944em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">p</span></span></span></span></span></span>.</p>
<h2 id="more-on-the-inertia-matrix">More on the Inertia Matrix</h2>
<p>We will conclude with a few more interesting properties of the inertia and
second moment matrices.</p>
<h3 id="sbmss-vs-ibmii"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">S</mi></mrow><annotation encoding="application/x-tex">\bm{S}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span></span> vs. <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span></h3>
<p>The second moment matrix <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">S</mi></mrow><annotation encoding="application/x-tex">\bm{S}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span></span> encodes the <em>spread</em> of the mass distribution
while <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span> encodes its resistance to rotation. To help understand this,
consider the simple example shown below (borrowed from Chapter 2
of my <a href="https://static.adamheins.com/thesis.pdf">PhD thesis</a>).</p>
<div class="figure w-60-100">
<img src="https://static.adamheins.com/blog/inertial-params/two_point_masses.svg" alt="A system of two point masses." title="A system of two point masses." />
<div class="caption">
<p>Two point masses distributed along the <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>x</mi></mrow><annotation encoding="application/x-tex">x</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal">x</span></span></span></span>-axis. The <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>z</mi></mrow><annotation encoding="application/x-tex">z</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span></span></span></span>-axis points out of the
page.</p>
</div>
</div>
<p>This system consists of two point masses, each with mass <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mn>0.5</mn></mrow><annotation encoding="application/x-tex">0.5</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0.5</span></span></span></span>, placed at
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo>±</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">\pm1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.7278em;vertical-align:-0.0833em;"></span><span class="mord">±</span><span class="mord">1</span></span></span></span> unit distance from the origin along the <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>x</mi></mrow><annotation encoding="application/x-tex">x</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal">x</span></span></span></span>-axis. The inertia and second
moment matrices for this system</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.25em" columnalign="right left right left" columnspacing="0em 1em 0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mi mathvariant="bold-italic">I</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo separator="true">,</mo></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mi mathvariant="bold-italic">S</mi></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{align*}
    \bm{I} &amp;= \begin{bmatrix} 0 &amp; 0 &amp; 0 \\ 0 &amp; 1 &amp; 0 \\ 0 &amp; 0 &amp; 1 \end{bmatrix}, &amp;
    \bm{S} &amp;= \begin{bmatrix} 1 &amp; 0 &amp; 0 \\ 0 &amp; 0 &amp; 0 \\ 0 &amp; 0 &amp; 0 \end{bmatrix},
\end{align*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.9em;vertical-align:-1.7em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.2em;"><span style="top:-4.2em;"><span class="pstrut" style="height:4.05em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.7em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.2em;"><span style="top:-4.2em;"><span class="pstrut" style="height:4.05em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M403 1759 V84 H666 V0 H319 V1759 v0 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M347 1759 V0 H0 V84 H263 V1759 v0 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.7em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:1em;"></span><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.2em;"><span style="top:-4.2em;"><span class="pstrut" style="height:4.05em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.7em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.2em;"><span style="top:-4.2em;"><span class="pstrut" style="height:4.05em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M403 1759 V84 H666 V0 H319 V1759 v0 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M347 1759 V0 H0 V84 H263 V1759 v0 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.7em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">S</mi></mrow><annotation encoding="application/x-tex">\bm{S}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span></span> shows that the mass is spread along the <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>x</mi></mrow><annotation encoding="application/x-tex">x</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal">x</span></span></span></span>-axis and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span>
shows that this spread resists rotation about the <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>y</mi></mrow><annotation encoding="application/x-tex">y</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.1944em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">y</span></span></span></span>- and <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>z</mi></mrow><annotation encoding="application/x-tex">z</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.4306em;"></span><span class="mord mathnormal" style="margin-right:0.04398em;">z</span></span></span></span>-axes.</p>
<h3 id="from-ibmii-to-sbmss">From <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span> to <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">S</mi></mrow><annotation encoding="application/x-tex">\bm{S}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span></span></h3>
<p>Given <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span>, we can recover <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">S</mi></mrow><annotation encoding="application/x-tex">\bm{S}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span></span> by rearranging <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#10"><mo stretchy="false">(</mo><mtext>10</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{10}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#10"><span class="mopen">(</span><span class="mord text"><span class="mord">10</span></span><span class="mclose">)</span></a></span></span></span>
and substituting in <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow href="#11"><mo stretchy="false">(</mo><mtext>11</mtext><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\eqref{11}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><a href="#11"><span class="mopen">(</span><span class="mord text"><span class="mord">11</span></span><span class="mclose">)</span></a></span></span></span> to obtain</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="bold-italic">S</mi><mo>=</mo><mo stretchy="false">(</mo><mn>1</mn><mi mathvariant="normal">/</mi><mn>2</mn><mo stretchy="false">)</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="bold-italic">I</mi><mo stretchy="false">)</mo><mo>−</mo><mi mathvariant="bold-italic">I</mi><mi mathvariant="normal">.</mi></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{S} = (1/2)\mathrm{tr}(\bm{I}) - \bm{I}.
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2em;vertical-align:-0.35em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.85em;"><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mopen">(</span><span class="mord">1/2</span><span class="mclose">)</span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mord">.</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.35em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>What happens when <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span> does not satisfy the triangle inequality? Let</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="bold-italic">I</mi><mo>=</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{I} = \begin{bmatrix} 1 &amp; 0 &amp; 0 \\ 0 &amp; 0 &amp; 0 \\ 0 &amp; 0 &amp; 0 \end{bmatrix},
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.6em;vertical-align:-1.55em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:4.05em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M403 1759 V84 H666 V0 H319 V1759 v0 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M347 1759 V0 H0 V84 H263 V1759 v0 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>which is positive semidefinite but has eigenvalues <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mn>1</mn></msub><mo>=</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">\lambda_1=1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">1</span></span></span></span> and
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mn>2</mn></msub><mo>=</mo><msub><mi>λ</mi><mn>3</mn></msub><mo>=</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\lambda_2=\lambda_3=0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span>, so the triangle inequality is not satisfied. Using the above equation, the corresponding second moment matrix is</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mi mathvariant="bold-italic">S</mi><mo>=</mo><mo stretchy="false">(</mo><mn>1</mn><mi mathvariant="normal">/</mi><mn>2</mn><mo stretchy="false">)</mo><mrow><mo fence="true">[</mo><mtable rowspacing="0.16em" columnalign="center center center" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mrow><mo>−</mo><mn>1</mn></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>0</mn></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="false"><mn>1</mn></mstyle></mtd></mtr></mtable><mo fence="true">]</mo></mrow><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
    \bm{S} = (1/2)\begin{bmatrix} -1 &amp; 0 &amp; 0 \\ 0 &amp; 1 &amp; 0 \\ 0 &amp; 0 &amp; 1 \end{bmatrix},
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.6em;vertical-align:-1.55em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:4.05em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mopen">(</span><span class="mord">1/2</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M403 1759 V84 H666 V0 H319 V1759 v0 v1759 h347 v-84
H403z M403 1759 V0 H319 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">−</span><span class="mord">1</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:0.5em;"></span><span class="arraycolsep" style="width:0.5em;"></span><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.21em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-3.01em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">0</span></span></span><span style="top:-1.81em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing mult"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.05em;"><span style="top:-4.05em;"><span class="pstrut" style="height:5.6em;"></span><span style="width:0.667em;height:3.600em;"><svg xmlns="http://www.w3.org/2000/svg" width="0.667em" height="3.600em" viewBox="0 0 667 3600"><path d="M347 1759 V0 H0 V84 H263 V1759 v0 v1759 H0 v84 H347z
M347 1759 V0 H263 V1759 v0 v1759 h84z"/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.55em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>which is clearly not positive semidefinite and is therefore invalid.</p>
<h3 id="bigger-sbmss-bigger-ibmii">Bigger <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">S</mi></mrow><annotation encoding="application/x-tex">\bm{S}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span></span>, Bigger <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span></h3>
<p>Another interesting (and intuitive) property is that if
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">S</mi><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup><mo>≽</mo><mi mathvariant="bold-italic">S</mi></mrow><annotation encoding="application/x-tex">\bm{S}&#x27;\succcurlyeq\bm{S}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9646em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8279em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span></span>, then <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">I</mi><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup><mo>≽</mo><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}&#x27;\succcurlyeq\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9646em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8279em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span>. This means that
when the mass distribution is more spread out, then the body&#8217;s resistance to
rotation is increased. To prove this fact, consider the relationship</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msup><mi mathvariant="bold-italic">I</mi><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup><mo>−</mo><mi mathvariant="bold-italic">I</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><msub><mi mathvariant="bold">1</mi><mn>3</mn></msub><mo>−</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">S</mi><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \bm{I}&#x27;-\bm{I} &amp;= \mathrm{tr}(\Delta\bm{S})\bm{1}_3 - \Delta\bm{S},
\end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.5em;vertical-align:-0.5em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1em;"><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8279em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1em;"><span style="top:-3.16em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord"><span class="mord mathbf">1</span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">S</mi><mo>=</mo><msup><mi mathvariant="bold-italic">S</mi><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup><mo>−</mo><mi mathvariant="bold-italic">S</mi><mo>≽</mo><mi mathvariant="bold">0</mi></mrow><annotation encoding="application/x-tex">\Delta\bm{S}=\bm{S}&#x27;-\bm{S}\succcurlyeq\bm{0}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.9112em;vertical-align:-0.0833em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8279em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:0.8228em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord"><span class="mord"><span class="mord mathbf">0</span></span></span></span></span></span>. Given any vector
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="bold-italic">u</mi><mo>∈</mo><msup><mi mathvariant="double-struck">R</mi><mn>3</mn></msup></mrow><annotation encoding="application/x-tex">\bm{u}\in\R^3</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5782em;vertical-align:-0.0391em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol">u</span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">∈</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8141em;"></span><span class="mord"><span class="mord mathbb">R</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">3</span></span></span></span></span></span></span></span></span></span></span>, we have</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><semantics><mtable rowspacing="0.16em" columnspacing="1em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mtable rowspacing="0.25em" columnalign="right left" columnspacing="0em"><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><msup><mi mathvariant="bold-italic">u</mi><mi>T</mi></msup><mo stretchy="false">(</mo><msup><mi mathvariant="bold-italic">I</mi><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup><mo>−</mo><mi mathvariant="bold-italic">I</mi><mo stretchy="false">)</mo><mi mathvariant="bold-italic">u</mi></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>=</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">u</mi><msubsup><mi mathvariant="normal">∥</mi><mn>2</mn><mn>2</mn></msubsup><mo>−</mo><msup><mi mathvariant="bold-italic">u</mi><mi>T</mi></msup><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">S</mi><mi mathvariant="bold-italic">u</mi></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>≥</mo><mrow><mi mathvariant="normal">t</mi><mi mathvariant="normal">r</mi></mrow><mo stretchy="false">(</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">u</mi><msubsup><mi mathvariant="normal">∥</mi><mn>2</mn><mn>2</mn></msubsup><mo>−</mo><msub><mi>λ</mi><mi>max</mi><mo>⁡</mo></msub><mo stretchy="false">(</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mi mathvariant="normal">∥</mi><mi mathvariant="bold-italic">u</mi><msubsup><mi mathvariant="normal">∥</mi><mn>2</mn><mn>2</mn></msubsup></mrow></mstyle></mtd></mtr><mtr><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow></mrow></mstyle></mtd><mtd><mstyle scriptlevel="0" displaystyle="true"><mrow><mrow></mrow><mo>≥</mo><mn>0</mn><mo separator="true">,</mo></mrow></mstyle></mtd></mtr></mtable></mstyle></mtd></mtr></mtable><annotation encoding="application/x-tex">\begin{equation*}
\begin{aligned}
    \bm{u}^T(\bm{I}&#x27;-\bm{I})\bm{u} &amp;= \mathrm{tr}(\Delta\bm{S})\|\bm{u}\|_2^2 - \bm{u}^T\Delta\bm{S}\bm{u} \\
    &amp;\geq \mathrm{tr}(\Delta\bm{S})\|\bm{u}\|_2^2 - \lambda_{\max}(\Delta\bm{S})\|\bm{u}\|_2^2\\
    &amp;\geq 0, \end{aligned}
\end{equation*}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:4.5754em;vertical-align:-2.0377em;"></span><span class="mord"><span class="mtable"><span class="col-align-c"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5377em;"><span style="top:-4.5377em;"><span class="pstrut" style="height:4.5377em;"></span><span class="mord"><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5377em;"><span style="top:-4.6464em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">u</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8279em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="mclose">)</span><span class="mord"><span class="mord"><span class="mord boldsymbol">u</span></span></span></span></span><span style="top:-3.1223em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span><span style="top:-1.6223em;"><span class="pstrut" style="height:3em;"></span><span class="mord"></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.0377em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.5377em;"><span style="top:-4.6464em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mord">∥</span><span class="mord"><span class="mord"><span class="mord boldsymbol">u</span></span></span><span class="mord"><span class="mord">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-2.453em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol">u</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mord"><span class="mord"><span class="mord boldsymbol">u</span></span></span></span></span><span style="top:-3.1223em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathrm">tr</span></span><span class="mopen">(</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mord">∥</span><span class="mord"><span class="mord"><span class="mord boldsymbol">u</span></span></span><span class="mord"><span class="mord">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-2.453em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mop mtight"><span class="mtight">m</span><span class="mtight">a</span><span class="mtight">x</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mord">∥</span><span class="mord"><span class="mord"><span class="mord boldsymbol">u</span></span></span><span class="mord"><span class="mord">∥</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-2.453em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span></span></span><span style="top:-1.6223em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord">0</span><span class="mpunct">,</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.0377em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:2.0377em;"><span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>λ</mi><mi>max</mi><mo>⁡</mo></msub><mo stretchy="false">(</mo><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">S</mi><mo stretchy="false">)</mo><mo>≥</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\lambda_{\max}(\Delta\bm{S})\geq0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">λ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mop mtight"><span class="mtight">m</span><span class="mtight">a</span><span class="mtight">x</span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">≥</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span> is the largest eigenvalue of
<span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi mathvariant="normal">Δ</mi><mi mathvariant="bold-italic">S</mi></mrow><annotation encoding="application/x-tex">\Delta\bm{S}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.05382em;">S</span></span></span></span></span></span>, which shows that <span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi mathvariant="bold-italic">I</mi><mo mathvariant="normal" lspace="0em" rspace="0em">′</mo></msup><mo>≽</mo><mi mathvariant="bold-italic">I</mi></mrow><annotation encoding="application/x-tex">\bm{I}&#x27;\succcurlyeq\bm{I}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9646em;vertical-align:-0.1367em;"></span><span class="mord"><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8279em;"><span style="top:-3.139em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">′</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel amsrm">≽</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6861em;"></span><span class="mord"><span class="mord"><span class="mord boldsymbol" style="margin-right:0.07778em;">I</span></span></span></span></span></span>.</p>
<h3 id="common-inertia-matrices">Common Inertia Matrices</h3>
<p>Expressions for the inertia matrix of common shapes with uniform density are
available <a href="https://en.wikipedia.org/wiki/List_of_moments_of_inertia#List_of_3D_inertia_tensors">on Wikipedia</a>. We have also derived the inertia matrix for
<a href="https://adamheins.com/blog/ellipsoidal-shell-inertia">ellipsoidal</a> and
<a href="https://adamheins.com/blog/cuboid-inertia">cuboid</a> shells in previous blog
posts.</p>
<p><em>Thanks to Philippe Nadeau for reading a draft of this post.</em></p>
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            <author>mail@adamheins.com (Adam Heins)</author>
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