Top Qs
Timeline
Chat
Perspective

Orthogonal diagonalization

Method in linear algebra From Wikipedia, the free encyclopedia

Remove ads

In linear algebra, an orthogonal diagonalization of a normal matrix (e.g. a symmetric matrix) is a diagonalization by means of an orthogonal change of coordinates.[1]

The following is an orthogonal diagonalization algorithm that diagonalizes a quadratic form q(x) on Rn by means of an orthogonal change of coordinates X = PY.[2]

Then X = PY is the required orthogonal change of coordinates, and the diagonal entries of PTAP will be the eigenvalues λ1, ..., λn that correspond to the columns of P.

Remove ads

References

Loading related searches...

Wikiwand - on

Seamless Wikipedia browsing. On steroids.

Remove ads