Orthogonal diagonalization: Difference between revisions

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* Step 1: find the [[symmetric matrix]] A which represents q and find its [[characteristic polynomial]] <math>\Delta (t).</math>
* Step 2: find the [[eigenvalues]] of A which are the [[Root system|roots]] of <math>\Delta (t)</math>.
* Step 3: for each eigenvalueseigenvalue <math>\lambda</math> of A infrom step 2, find an orthogonal basis of its [[eigenspace]].
* Step 4: normalize all eigenvectors in step 3 which then form an orthonormal basis of '''R'''<sup>''n''</sup>.
* Step 5: let P be the matrix whose columns are the normalized [[eigenvector]]s in step 4.
TheThen X=PY is the required orthogonal change of coordinates, and the diagonal entries of <math>P^T AP</math> will be the eigenvalues <math>\lambda_{1} ,\dots ,\lambda_{n}</math> which correspond to the columns of P.
 
== References ==