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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 * Step 2: find the eigenvalues of A which are the roots of . * Step 3: for each eigenvalues 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 will be the eigenvalues which correspond to the columns of P. ==References== 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Orthogonal diagonalization」の詳細全文を読む スポンサード リンク
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