Let K > 0 be a positive definite n x n matrix. Prove that an n

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Let K > 0 be a positive definite n x n matrix. Prove that an n × n matrix S satisfies ST K S = I if and only if the columns of S form an orthonormal basis of Rn with respect to the inner product (v, w) = vT K w.
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Applied Linear Algebra

ISBN: 978-0131473829

1st edition

Authors: Peter J. Olver, Cheri Shakiban

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