Suppose $A\in\mathbb{R}^{n\times n}$ is a fixed positive definite matrix and $x \in \mathbb{R}^n$. The cosine of angle between $x$ and $Ax$ is given by
$$
\frac{x^T Ax}{\|x\|\|Ax\|}.
$$
I want to know what the average value of the above expression is when $x$ is uniformly distributed on unit sphere in $\mathbb{R}^n$.
Diagonalizing $A$ and some algebraic manipulation, one can show that the answer is equal to
$$
\int_{\alpha_1^2+\cdots+\alpha_n^2=1} \frac{\sum \lambda_i \alpha_i^2}{\sqrt{\sum\lambda_i^2\alpha_i^2}}\,d \alpha_1\cdots d\alpha_n,
$$
where $\lambda_i$, for $1\leq i\leq n$, are the eigenvalues of $A$. However, I do not know how to calculate the above integral.
2026-03-25 14:19:21.1774448361
Average angle between x and Ax?
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