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Old 05-09-2004, 02:02 AM   #6 (permalink)
Yakk
Wehret Den Anfängen!
 
Location: Ontario, Canada
You might want to do what Knife did in a few more steps.

Let A be a matrix, and let D be the orthogonal diagonalization of A.
Then there exists a P such that
1/P * A * P = D
Let 1/A be the inverse of A.

Examine C = 1/P * 1/A * P.
C * D = 1/P * 1/A * P * 1/P * A * P
= 1/P * 1/A * (P * 1/P) * A * P
= 1/P * (1/A * A) * P
= 1/P * P
= I
Thus, C = 1/D
As D is diagonal, its inverse is diagonal. Thus, C is diagonal. Then, as
C = 1/P * 1/A * P
by the definition of orthogonal diagonalization, 1/A can be orthogonally diagonalized.
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Last edited by JHVH : 10-29-4004 BC at 09:00 PM. Reason: Time for a rest.
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