Orthogonal Diagonalization

A=QDQTA = Q D Q^T

A square matrix AA is orthogonally diagonalizable if there exists an orthogonal matrix QQ and a diagonal matrix DD such that QTAQ=DQ^T A Q = D. Any n×nn \times n real matrix is diagonalizable if and only if it is symmetric (the Spectral Theorem).

DD is a diagonal matrix built from AA's eigenvalues.

QQ is an orthogonal matrix derived from AA's eigenvectors. For any symmetric matrix, which AA is, any two of its eigenvectors corresponding to distinct eigenvalues are orthogonal. If we then normalize these eigenvectors we obtain QQ.

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