I am trying to show (or disprove) the following:
If v is the eigenvector corresponding to the smallest eigenvalue (in absolute value) of a square positive semidefinite matrix S, and
w = inverse(S) * 1
where 1 is the vector where each component is one, then
w is in the same direction as v.
Thank you
Let $$S=\begin{pmatrix}2&0\\0&1\end{pmatrix},$$ then $v= \begin{pmatrix}0\\1\end{pmatrix}$.
$$S^{-1}=\begin{pmatrix}1/2&0\\0&1\end{pmatrix},$$
$$w=S^{-1}\begin{pmatrix}1\\1\end{pmatrix}=\begin{pmatrix}1/2\\1\end{pmatrix}.$$ Clearly, the hypothesis about the collinearity of $v$ and $w$ is false.