I was reading this book and it says
determine a real invertible matrix P such that P^TAP is diagonal
matrix A is
I want to know how to find P.
The text book skipped the steps that i want.
I want to know the steps.
I posted a similar question (see thread, Diagonalizing Symmetric Bilinear Forms a few threads below).
Thing is though, my notes tells me i have to scale these by the length of the eigenvector, but Prove It hasn't mentioned that in his post. Should 'P' be scaled or can it be left as the columns being the eigenvectors?