正定矩阵A的特征值都是正的,可相似对角化成 diag(a1,a2,...,an),ai>0.即存在正交矩阵P,使 P'AP = diag(a1,a2,...,an)取 C = diag( √a1,√a2,...,√an)则有 C'P'APC = C'diag(a1,a2,...,an)C = E即 (PC)'A(PC) = E所...