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Questions about the properties of vector spaces and linear transformations, including linear systems in general.

7 votes
1 answer
371 views

Simultaneously orthogonally transform two SPD matrices to tridiagonal form?

Supposing you have two SPD matrices $A,B\in\mathbb{R}^{n\times n}$ are there any known results on the existence or non-existence of a unitary matrix $Q$ such that $Q^\top A Q=T_A$ and $Q^\top B Q=T_B$ …
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