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Orthogonal diagonalization : ウィキペディア英語版
Orthogonal diagonalization
In linear algebra, an orthogonal diagonalization of a symmetric matrix is a diagonalization by means of an orthogonal change of coordinates.
The following is an orthogonal diagonalization algorithm that diagonalizes a quadratic form ''q''(''x'') on R''n'' by means of an orthogonal change of coordinates ''X'' = ''PY''.〔Lipschutz, Seymour. ''3000 Solved Problems in Linear Algebra.''〕
* Step 1: find the symmetric matrix A which represents q and find its characteristic polynomial \Delta (t).
* Step 2: find the eigenvalues of A which are the roots of \Delta (t).
* Step 3: for each eigenvalues \lambda of A in 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''n''.
* Step 5: let P be the matrix whose columns are the normalized eigenvectors in step 4.
The X=PY is the required orthogonal change of coordinates, and the diagonal entries of P^T AP will be the eigenvalues \lambda_ ,\dots ,\lambda_ which correspond to the columns of P.
==References==


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