Let 1 = [3 13 31 orthogonal matrix P so that PT AP is a diagonal matrix (r from distinct igor n A

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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## Matrix Diagonalization Problem

Given:

\[ A = \begin{bmatrix} 1 & 3 \\ 3 & 1 \end{bmatrix} \]

Find an orthogonal matrix \( P \) such that \( P^T A P \) is a diagonal matrix.

**Note:** For a symmetric matrix, eigenspaces from distinct eigenvalues are orthogonal.

In this problem, we are tasked with finding an orthogonal matrix \( P \) that can diagonalize the symmetric matrix \( A \). For a symmetric matrix, the eigenspaces corresponding to distinct eigenvalues are orthogonal, which simplifies the problem of finding the matrix \( P \).
Transcribed Image Text:## Matrix Diagonalization Problem Given: \[ A = \begin{bmatrix} 1 & 3 \\ 3 & 1 \end{bmatrix} \] Find an orthogonal matrix \( P \) such that \( P^T A P \) is a diagonal matrix. **Note:** For a symmetric matrix, eigenspaces from distinct eigenvalues are orthogonal. In this problem, we are tasked with finding an orthogonal matrix \( P \) that can diagonalize the symmetric matrix \( A \). For a symmetric matrix, the eigenspaces corresponding to distinct eigenvalues are orthogonal, which simplifies the problem of finding the matrix \( P \).
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