Orthogonal Diagonalization:
where \( P \) is orthogonal and \( D \) is diagonal, for symmetric \( A \).
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Orthogonal diagonalization is the process of decomposing a symmetric matrix A into the form A = PDPᵀ, where P is an orthogonal matrix (Pᵀ = P⁻¹) and D is a diagonal matrix containing the eigenvalues of A.
The calculator performs the following steps:
Applications: Used in principal component analysis (PCA), quadratic forms, systems of differential equations, and many areas of physics and engineering.
Instructions: Enter a symmetric 3×3 matrix (where aᵢⱼ = aⱼᵢ for all i,j). The calculator will verify symmetry and compute the orthogonal diagonalization if possible.
Q1: What matrices can be orthogonally diagonalized?
A: Only symmetric (or Hermitian in complex case) matrices can be orthogonally diagonalized.
Q2: How are eigenvalues and eigenvectors related to this?
A: D contains eigenvalues of A, and P's columns are corresponding orthonormal eigenvectors.
Q3: What's the difference between diagonalization and orthogonal diagonalization?
A: Orthogonal diagonalization requires P to be orthogonal (P⁻¹ = Pᵀ), which is only possible for symmetric matrices.
Q4: Why is orthogonal diagonalization useful?
A: It simplifies matrix computations and reveals important geometric properties of the linear transformation.
Q5: Can non-square matrices be orthogonally diagonalized?
A: No, orthogonal diagonalization only applies to square matrices that are symmetric.