Orthogonal diagonalization of a quadratic form
Statement
Orthogonally diagonalize the quadratic form
i.e. find an orthogonal matrix and diagonal with .
Hint
Compute the matrix , then its eigenvalues and eigenvectors.
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Solution
Matrix.
Eigenvalues. Characteristic polynomial: . Row/column sums are , so is an eigenvalue with eigenvector ? Let's compute: . Try : no. Try : ? . Yes! with eigenvector .
Compute trace: , so remaining eigenvalues sum to . Compute : expand. Using eigenvalues and (found by inspection) plus a third. Actually let me compute the characteristic polynomial directly.
Hmm, this is getting long. A cleaner approach: the matrix has the form where . Eigenvalues of : trace , (sum of rows is for row ? Row : , so is in kernel, ). Other eigenvalues of : sum , product , one is , sum of squares (Frobenius norm squared), so , with , , so , i.e. , . So eigenvalues of : . Eigenvalues of : .
Signature. , all positive, so is positive definite.
Orthogonal diagonalization. The eigenvectors are those of : for , and corresponding vectors for .
Conclusion. is positive definite with eigenvalues . Orthogonal diagonalization gives .