100. If V is an $n times n$ positive definite matrix and A is a symmetric $n...
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100. If V is an $n \times n$ positive definite matrix and A is a symmetric $n \times n$ matrix show that there exists a nonsingular matrix R such that RAVR-1 = D, where D is a diagonal matrix.
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Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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