Quadratic form
for real symmetric ; an orthogonal change to an eigenbasis diagonalises it to along the principal axes.
Diagonalisation and principal axes
Since is real symmetric there is a real orthogonal whose columns are orthonormal eigenvectors , with
Setting diagonalises the form:
Here is the representation of in the eigenbasis, with coordinates ; the new axes along the directions of the are called the principal axes of the quadratic form. Because is orthogonal, lengths are preserved: .
Why the matrix may be taken symmetric
Any matrix decomposes as with symmetric and antisymmetric. Since for antisymmetric and all ,
which is why only symmetric matrices need appear in the definition of quadratic forms.
Examples
For the eigenvalues are at and at , so
With , the level set becomes , an ellipse; with , it becomes , a hyperbola.
In , is an ellipsoid when all , while has eigenvalues and level sets that are two-sheeted and one-sheeted hyperboloids.
Related
Stated in
- Definition 4.21ยง4.6 Quadratic Forms
