104. If A and B are n x n symmetric matrices and if A + B (or...
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104. If A and B are n x n symmetric matrices and if A + B (or A - B) is positive definite, show that there exists a nonsingular matrix R such that R'AR and R'BR are each diagonal.
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Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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