23. Let A be an m x m symmetric matrix and P be an orthogonal matrix such...
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23. Let A be an m x m symmetric matrix and P be an orthogonal matrix such that P'AP = D, where D is a diagonal matrix with the characteristic roots of A on the diagonal. Show that P'A P is also a diagonal matrix.
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Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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