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Theorem 1.1 (Simultaneous diagonalization of two symmetric matrices).
n×n
is a symmetric positive-definite matrix such
that the product AB
−
1
exists, then there exists a non-singular matrix X such that both following
matrices are diagonal matrices, where I
n
is the
n
-dimensional unit matrix:
n×n
is a symmetric matrix and B
If A
∈
R
∈
R
X
T
AX = diag(
λ
1
,...,λ
n
)
,
X
T
BX = I
n
= diag(1
,...,
1)
.
(1.1)
End of Theorem.
According to our understanding, the theorem had been intuitively applied by C.F. Gauss when he
developed his
theory of curvature
of parameterized surfaces (two-dimensional Riemann manifold).
Here, the
second fundamental form
(Hesse matrix of second derivatives, symmetric matrix H)
had been analyzed with respect to the first fundamental form (a product of Jacobi matrices of
first derivatives, a symmetric and positive-definite matrix G). Equivalent to the simultaneous
diagonalization of a symmetric matrix H and a symmetric and positive-definite matrix G is the
general eigenvalue problem
|
H
−
λ
G
|
=0
,
(1.2)
which corresponds to the
special eigenvalue problem
|
HG
−
1
− λ
I
n
|
=0
,
(1.3)
where HG
−
1
defines the
Gaussian curvature matrix
K=HG
−
1
.
(1.4)
In comparing two
Riemann manifolds
by a mapping from one (left) to the other (right), we here
only concentrate on the corresponding metric, the first fundamental forms of two parameterized
surfaces. A comparative analysis of the second and third fundamental forms of two parameterized
surfaces related by a mapping is given elsewhere.
Uhlig
(
1979
) published a historical survey of the
above theorem to which we refer. Generalizations to canonically factorize two symmetric matrices
A and B which are only definite (which are needed for mappings between
pseudo-Riemann mani-
folds
) can be traced to
Cardoso and Souloumiac
(
1996
), (
Chu
,
1991a
,
b
),
Newcomb
(
1960
),
Rao and
Mitra
(
1971
),
Mitra and Rao
(
1968
),
Searle
(
1982
, pp. 312-316),
Shougen and Shuqin
(
1991
), and
Uhlig
(
1973
,
1976
,
1979
). In mathematical cartography, the canonical formalism for the analysis of
deformations has been introduced by
Tissot
(
1881
). Note that there exists a beautiful variational
formulation of the simultaneous diagonalization of two symmetric matrices which motivates the
notation of eigenvalues as
Lagrange multipliers λ
and which is expressed by Corollary
1.2
.
−
Corollary 1.2 (Variational formulation, simultaneous diagonalization of two symmetric matrices).
n×n
is a symmetric positive-definite matrix such
that the product AB
−
1
exists, then there exist extremal (semi-)norm solutions of the
Lagrange
function
(tr[X
T
AX])
1
/
2
=:
n×n
is a symmetric matrix and B
If A
∈
R
∈
R
||
X
||
A
,
the A-weighted
Frobenius norm
of the non-singular matrix X
subject to the constraint
tr[X
T
BX
−
I
n
]=0
,
(1.5)
namely the constraint optimization
2
A
λ
tr[X
T
BX
||
X
||
−
−
I
n
]=extr
X
,λ
,
(1.6)
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