23. If A, B, and AB are symmetric k x k matrices and AB is nonsingular, show...
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23. If A, B, and AB are symmetric k x k matrices and AB is nonsingular, show that there exists an orthogonal matrix P such that P'ABP, P'A-1BP, P'AB-1P and P'A-1B-1P are diagonal matrices.
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Related Book For
Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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