4. Use the results of Prob. 3 to find an orthogonal matrix P such that P'RP is...
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4. Use the results of Prob. 3 to find an orthogonal matrix P such that P'RP is a diagonal matrix (see Corollary 10.3.1.1).
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Related Book For 
Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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