565

$f命题1:$设$A$为正定阵,$B$为实对称阵,则$A$,$B$可同时合同对角化

证明:由$A$正定知,存在可逆阵$P$,使得[{P^T}AP = E]
由$B$实对称知${P^T}BP$实对称,则存在正交阵$Q$,使得
[{Q^T}{P^T}BPQ = diagleft( {{lambda _1}, cdots ,{lambda _n}} ight)]
取$R = PQ$,则存在可逆阵$R$,使得
[{R^T}AR = E,{R^T}BR = diagleft( {{lambda _1}, cdots ,{lambda _n}} ight)]
即$A$,$B$可同时合同对角化

原文地址:https://www.cnblogs.com/ly758241/p/3706403.html