Orthogonal Diagonalization
A square matrix is orthogonally diagonalizable if there exists an orthogonal matrix and a diagonal matrix such that . Any real matrix is diagonalizable if and only if it is symmetric (the Spectral Theorem).
is a diagonal matrix built from 's eigenvalues.
is an orthogonal matrix derived from 's eigenvectors. For any symmetric matrix, which is, any two of its eigenvectors corresponding to distinct eigenvalues are orthogonal. If we then normalize these eigenvectors we obtain .
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