Find $U^{dagger}$ for a quadratic form.












0














I'm really lost at this:



Let q be the quadratic form on $mathbb{R}^3$ given by
$q(x_1, x_2, x_3) = x_1x_2 + 2x_1x_3 + x_3^2$.
Find an invertible linear operator U on $mathbb{R}^3$ such that
$(U^{dagger}q) (x_1, x_2, x_3) = x_1^2-x_2^2 + x_3^2$.



$(U^{dagger}q)(x_1, x_2, x_3) = q(U(x_1, x_2, x_3))$. I'm guessing that $U^{dagger}$ is like the pseudoinverse



Any advices?










share|cite|improve this question



























    0














    I'm really lost at this:



    Let q be the quadratic form on $mathbb{R}^3$ given by
    $q(x_1, x_2, x_3) = x_1x_2 + 2x_1x_3 + x_3^2$.
    Find an invertible linear operator U on $mathbb{R}^3$ such that
    $(U^{dagger}q) (x_1, x_2, x_3) = x_1^2-x_2^2 + x_3^2$.



    $(U^{dagger}q)(x_1, x_2, x_3) = q(U(x_1, x_2, x_3))$. I'm guessing that $U^{dagger}$ is like the pseudoinverse



    Any advices?










    share|cite|improve this question

























      0












      0








      0







      I'm really lost at this:



      Let q be the quadratic form on $mathbb{R}^3$ given by
      $q(x_1, x_2, x_3) = x_1x_2 + 2x_1x_3 + x_3^2$.
      Find an invertible linear operator U on $mathbb{R}^3$ such that
      $(U^{dagger}q) (x_1, x_2, x_3) = x_1^2-x_2^2 + x_3^2$.



      $(U^{dagger}q)(x_1, x_2, x_3) = q(U(x_1, x_2, x_3))$. I'm guessing that $U^{dagger}$ is like the pseudoinverse



      Any advices?










      share|cite|improve this question













      I'm really lost at this:



      Let q be the quadratic form on $mathbb{R}^3$ given by
      $q(x_1, x_2, x_3) = x_1x_2 + 2x_1x_3 + x_3^2$.
      Find an invertible linear operator U on $mathbb{R}^3$ such that
      $(U^{dagger}q) (x_1, x_2, x_3) = x_1^2-x_2^2 + x_3^2$.



      $(U^{dagger}q)(x_1, x_2, x_3) = q(U(x_1, x_2, x_3))$. I'm guessing that $U^{dagger}$ is like the pseudoinverse



      Any advices?







      linear-algebra






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Nov 19 '18 at 3:06









      Bayesian guy

      47110




      47110






















          1 Answer
          1






          active

          oldest

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          1














          The matrix identity that follows, divided through by $2,$ says
          $$ (x+z)^2 - left(x - frac{y}{2} right)^2 + frac{1}{4} y^2 = z^2 + 2 zx + xy $$
          This can be revised quickly to
          $$ (x+z)^2 - left(x - frac{y}{2} right)^2 + left( frac{y}{2} right)^2 = z^2 + 2 zx + xy $$



          $$ Q^T D Q = H $$
          $$left(
          begin{array}{rrr}
          1 & 1 & 0 \
          0 & - frac{ 1 }{ 2 } & 1 \
          1 & 0 & 0 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$



          Algorithm discussed at http://math.stackexchange.com/questions/1388421/reference-for-linear-algebra-books-that-teach-reverse-hermite-method-for-symmetr
          https://en.wikipedia.org/wiki/Sylvester%27s_law_of_inertia
          $$ H = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$

          $$ D_0 = H $$
          $$ E_j^T D_{j-1} E_j = D_j $$
          $$ P_{j-1} E_j = P_j $$
          $$ E_j^{-1} Q_{j-1} = Q_j $$
          $$ P_j Q_j = Q_j P_j = I $$
          $$ P_j^T H P_j = D_j $$
          $$ Q_j^T D_j Q_j = H $$



          $$ H = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          $$

          $$ P_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; Q_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; D_{1} = left(
          begin{array}{rrr}
          2 & 0 & 2 \
          0 & 0 & 1 \
          2 & 1 & 0 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{2} = left(
          begin{array}{rrr}
          1 & 0 & - 1 \
          0 & 1 & 0 \
          0 & 0 & 1 \
          end{array}
          right)
          $$

          $$ P_{2} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & - 1 \
          end{array}
          right)
          , ; ; ; Q_{2} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; D_{2} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & 0 & 1 \
          0 & 1 & - 2 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{3} = left(
          begin{array}{rrr}
          1 & 0 & 0 \
          0 & 0 & 1 \
          0 & 1 & 0 \
          end{array}
          right)
          $$

          $$ P_{3} = left(
          begin{array}{rrr}
          0 & 1 & 0 \
          0 & 0 & 1 \
          1 & - 1 & 0 \
          end{array}
          right)
          , ; ; ; Q_{3} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & 0 & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          , ; ; ; D_{3} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 1 \
          0 & 1 & 0 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{4} = left(
          begin{array}{rrr}
          1 & 0 & 0 \
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          end{array}
          right)
          $$

          $$ P_{4} = left(
          begin{array}{rrr}
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          1 & - 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          , ; ; ; Q_{4} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          , ; ; ; D_{4} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          $$



          ==============================================



          $$ P^T H P = D $$
          $$left(
          begin{array}{rrr}
          0 & 0 & 1 \
          1 & 0 & - 1 \
          frac{ 1 }{ 2 } & 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          1 & - 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          $$

          $$ Q^T D Q = H $$
          $$left(
          begin{array}{rrr}
          1 & 1 & 0 \
          0 & - frac{ 1 }{ 2 } & 1 \
          1 & 0 & 0 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$






          share|cite|improve this answer





















          • Then my U is H, right?
            – Bayesian guy
            Nov 19 '18 at 3:28










          • @Bayesianguy, no, $U$ is $Q.$ The symmetric matrix $H$ is the Hessian of second partial derivatives of the quadratic form, which I wrote with variables $x,y,z$
            – Will Jagy
            Nov 19 '18 at 3:30










          • oh I see, sorry. Thank you. I got lost with this problem.
            – Bayesian guy
            Nov 19 '18 at 3:58












          • How did you come up with that quadratic form at the beginning?
            – Bayesian guy
            Nov 19 '18 at 4:02











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          1 Answer
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          1 Answer
          1






          active

          oldest

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          active

          oldest

          votes






          active

          oldest

          votes









          1














          The matrix identity that follows, divided through by $2,$ says
          $$ (x+z)^2 - left(x - frac{y}{2} right)^2 + frac{1}{4} y^2 = z^2 + 2 zx + xy $$
          This can be revised quickly to
          $$ (x+z)^2 - left(x - frac{y}{2} right)^2 + left( frac{y}{2} right)^2 = z^2 + 2 zx + xy $$



          $$ Q^T D Q = H $$
          $$left(
          begin{array}{rrr}
          1 & 1 & 0 \
          0 & - frac{ 1 }{ 2 } & 1 \
          1 & 0 & 0 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$



          Algorithm discussed at http://math.stackexchange.com/questions/1388421/reference-for-linear-algebra-books-that-teach-reverse-hermite-method-for-symmetr
          https://en.wikipedia.org/wiki/Sylvester%27s_law_of_inertia
          $$ H = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$

          $$ D_0 = H $$
          $$ E_j^T D_{j-1} E_j = D_j $$
          $$ P_{j-1} E_j = P_j $$
          $$ E_j^{-1} Q_{j-1} = Q_j $$
          $$ P_j Q_j = Q_j P_j = I $$
          $$ P_j^T H P_j = D_j $$
          $$ Q_j^T D_j Q_j = H $$



          $$ H = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          $$

          $$ P_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; Q_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; D_{1} = left(
          begin{array}{rrr}
          2 & 0 & 2 \
          0 & 0 & 1 \
          2 & 1 & 0 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{2} = left(
          begin{array}{rrr}
          1 & 0 & - 1 \
          0 & 1 & 0 \
          0 & 0 & 1 \
          end{array}
          right)
          $$

          $$ P_{2} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & - 1 \
          end{array}
          right)
          , ; ; ; Q_{2} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; D_{2} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & 0 & 1 \
          0 & 1 & - 2 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{3} = left(
          begin{array}{rrr}
          1 & 0 & 0 \
          0 & 0 & 1 \
          0 & 1 & 0 \
          end{array}
          right)
          $$

          $$ P_{3} = left(
          begin{array}{rrr}
          0 & 1 & 0 \
          0 & 0 & 1 \
          1 & - 1 & 0 \
          end{array}
          right)
          , ; ; ; Q_{3} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & 0 & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          , ; ; ; D_{3} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 1 \
          0 & 1 & 0 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{4} = left(
          begin{array}{rrr}
          1 & 0 & 0 \
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          end{array}
          right)
          $$

          $$ P_{4} = left(
          begin{array}{rrr}
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          1 & - 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          , ; ; ; Q_{4} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          , ; ; ; D_{4} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          $$



          ==============================================



          $$ P^T H P = D $$
          $$left(
          begin{array}{rrr}
          0 & 0 & 1 \
          1 & 0 & - 1 \
          frac{ 1 }{ 2 } & 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          1 & - 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          $$

          $$ Q^T D Q = H $$
          $$left(
          begin{array}{rrr}
          1 & 1 & 0 \
          0 & - frac{ 1 }{ 2 } & 1 \
          1 & 0 & 0 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$






          share|cite|improve this answer





















          • Then my U is H, right?
            – Bayesian guy
            Nov 19 '18 at 3:28










          • @Bayesianguy, no, $U$ is $Q.$ The symmetric matrix $H$ is the Hessian of second partial derivatives of the quadratic form, which I wrote with variables $x,y,z$
            – Will Jagy
            Nov 19 '18 at 3:30










          • oh I see, sorry. Thank you. I got lost with this problem.
            – Bayesian guy
            Nov 19 '18 at 3:58












          • How did you come up with that quadratic form at the beginning?
            – Bayesian guy
            Nov 19 '18 at 4:02
















          1














          The matrix identity that follows, divided through by $2,$ says
          $$ (x+z)^2 - left(x - frac{y}{2} right)^2 + frac{1}{4} y^2 = z^2 + 2 zx + xy $$
          This can be revised quickly to
          $$ (x+z)^2 - left(x - frac{y}{2} right)^2 + left( frac{y}{2} right)^2 = z^2 + 2 zx + xy $$



          $$ Q^T D Q = H $$
          $$left(
          begin{array}{rrr}
          1 & 1 & 0 \
          0 & - frac{ 1 }{ 2 } & 1 \
          1 & 0 & 0 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$



          Algorithm discussed at http://math.stackexchange.com/questions/1388421/reference-for-linear-algebra-books-that-teach-reverse-hermite-method-for-symmetr
          https://en.wikipedia.org/wiki/Sylvester%27s_law_of_inertia
          $$ H = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$

          $$ D_0 = H $$
          $$ E_j^T D_{j-1} E_j = D_j $$
          $$ P_{j-1} E_j = P_j $$
          $$ E_j^{-1} Q_{j-1} = Q_j $$
          $$ P_j Q_j = Q_j P_j = I $$
          $$ P_j^T H P_j = D_j $$
          $$ Q_j^T D_j Q_j = H $$



          $$ H = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          $$

          $$ P_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; Q_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; D_{1} = left(
          begin{array}{rrr}
          2 & 0 & 2 \
          0 & 0 & 1 \
          2 & 1 & 0 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{2} = left(
          begin{array}{rrr}
          1 & 0 & - 1 \
          0 & 1 & 0 \
          0 & 0 & 1 \
          end{array}
          right)
          $$

          $$ P_{2} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & - 1 \
          end{array}
          right)
          , ; ; ; Q_{2} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; D_{2} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & 0 & 1 \
          0 & 1 & - 2 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{3} = left(
          begin{array}{rrr}
          1 & 0 & 0 \
          0 & 0 & 1 \
          0 & 1 & 0 \
          end{array}
          right)
          $$

          $$ P_{3} = left(
          begin{array}{rrr}
          0 & 1 & 0 \
          0 & 0 & 1 \
          1 & - 1 & 0 \
          end{array}
          right)
          , ; ; ; Q_{3} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & 0 & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          , ; ; ; D_{3} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 1 \
          0 & 1 & 0 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{4} = left(
          begin{array}{rrr}
          1 & 0 & 0 \
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          end{array}
          right)
          $$

          $$ P_{4} = left(
          begin{array}{rrr}
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          1 & - 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          , ; ; ; Q_{4} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          , ; ; ; D_{4} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          $$



          ==============================================



          $$ P^T H P = D $$
          $$left(
          begin{array}{rrr}
          0 & 0 & 1 \
          1 & 0 & - 1 \
          frac{ 1 }{ 2 } & 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          1 & - 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          $$

          $$ Q^T D Q = H $$
          $$left(
          begin{array}{rrr}
          1 & 1 & 0 \
          0 & - frac{ 1 }{ 2 } & 1 \
          1 & 0 & 0 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$






          share|cite|improve this answer





















          • Then my U is H, right?
            – Bayesian guy
            Nov 19 '18 at 3:28










          • @Bayesianguy, no, $U$ is $Q.$ The symmetric matrix $H$ is the Hessian of second partial derivatives of the quadratic form, which I wrote with variables $x,y,z$
            – Will Jagy
            Nov 19 '18 at 3:30










          • oh I see, sorry. Thank you. I got lost with this problem.
            – Bayesian guy
            Nov 19 '18 at 3:58












          • How did you come up with that quadratic form at the beginning?
            – Bayesian guy
            Nov 19 '18 at 4:02














          1












          1








          1






          The matrix identity that follows, divided through by $2,$ says
          $$ (x+z)^2 - left(x - frac{y}{2} right)^2 + frac{1}{4} y^2 = z^2 + 2 zx + xy $$
          This can be revised quickly to
          $$ (x+z)^2 - left(x - frac{y}{2} right)^2 + left( frac{y}{2} right)^2 = z^2 + 2 zx + xy $$



          $$ Q^T D Q = H $$
          $$left(
          begin{array}{rrr}
          1 & 1 & 0 \
          0 & - frac{ 1 }{ 2 } & 1 \
          1 & 0 & 0 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$



          Algorithm discussed at http://math.stackexchange.com/questions/1388421/reference-for-linear-algebra-books-that-teach-reverse-hermite-method-for-symmetr
          https://en.wikipedia.org/wiki/Sylvester%27s_law_of_inertia
          $$ H = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$

          $$ D_0 = H $$
          $$ E_j^T D_{j-1} E_j = D_j $$
          $$ P_{j-1} E_j = P_j $$
          $$ E_j^{-1} Q_{j-1} = Q_j $$
          $$ P_j Q_j = Q_j P_j = I $$
          $$ P_j^T H P_j = D_j $$
          $$ Q_j^T D_j Q_j = H $$



          $$ H = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          $$

          $$ P_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; Q_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; D_{1} = left(
          begin{array}{rrr}
          2 & 0 & 2 \
          0 & 0 & 1 \
          2 & 1 & 0 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{2} = left(
          begin{array}{rrr}
          1 & 0 & - 1 \
          0 & 1 & 0 \
          0 & 0 & 1 \
          end{array}
          right)
          $$

          $$ P_{2} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & - 1 \
          end{array}
          right)
          , ; ; ; Q_{2} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; D_{2} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & 0 & 1 \
          0 & 1 & - 2 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{3} = left(
          begin{array}{rrr}
          1 & 0 & 0 \
          0 & 0 & 1 \
          0 & 1 & 0 \
          end{array}
          right)
          $$

          $$ P_{3} = left(
          begin{array}{rrr}
          0 & 1 & 0 \
          0 & 0 & 1 \
          1 & - 1 & 0 \
          end{array}
          right)
          , ; ; ; Q_{3} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & 0 & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          , ; ; ; D_{3} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 1 \
          0 & 1 & 0 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{4} = left(
          begin{array}{rrr}
          1 & 0 & 0 \
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          end{array}
          right)
          $$

          $$ P_{4} = left(
          begin{array}{rrr}
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          1 & - 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          , ; ; ; Q_{4} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          , ; ; ; D_{4} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          $$



          ==============================================



          $$ P^T H P = D $$
          $$left(
          begin{array}{rrr}
          0 & 0 & 1 \
          1 & 0 & - 1 \
          frac{ 1 }{ 2 } & 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          1 & - 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          $$

          $$ Q^T D Q = H $$
          $$left(
          begin{array}{rrr}
          1 & 1 & 0 \
          0 & - frac{ 1 }{ 2 } & 1 \
          1 & 0 & 0 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$






          share|cite|improve this answer












          The matrix identity that follows, divided through by $2,$ says
          $$ (x+z)^2 - left(x - frac{y}{2} right)^2 + frac{1}{4} y^2 = z^2 + 2 zx + xy $$
          This can be revised quickly to
          $$ (x+z)^2 - left(x - frac{y}{2} right)^2 + left( frac{y}{2} right)^2 = z^2 + 2 zx + xy $$



          $$ Q^T D Q = H $$
          $$left(
          begin{array}{rrr}
          1 & 1 & 0 \
          0 & - frac{ 1 }{ 2 } & 1 \
          1 & 0 & 0 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$



          Algorithm discussed at http://math.stackexchange.com/questions/1388421/reference-for-linear-algebra-books-that-teach-reverse-hermite-method-for-symmetr
          https://en.wikipedia.org/wiki/Sylvester%27s_law_of_inertia
          $$ H = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$

          $$ D_0 = H $$
          $$ E_j^T D_{j-1} E_j = D_j $$
          $$ P_{j-1} E_j = P_j $$
          $$ E_j^{-1} Q_{j-1} = Q_j $$
          $$ P_j Q_j = Q_j P_j = I $$
          $$ P_j^T H P_j = D_j $$
          $$ Q_j^T D_j Q_j = H $$



          $$ H = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          $$

          $$ P_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; Q_{1} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; D_{1} = left(
          begin{array}{rrr}
          2 & 0 & 2 \
          0 & 0 & 1 \
          2 & 1 & 0 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{2} = left(
          begin{array}{rrr}
          1 & 0 & - 1 \
          0 & 1 & 0 \
          0 & 0 & 1 \
          end{array}
          right)
          $$

          $$ P_{2} = left(
          begin{array}{rrr}
          0 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & - 1 \
          end{array}
          right)
          , ; ; ; Q_{2} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          0 & 1 & 0 \
          1 & 0 & 0 \
          end{array}
          right)
          , ; ; ; D_{2} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & 0 & 1 \
          0 & 1 & - 2 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{3} = left(
          begin{array}{rrr}
          1 & 0 & 0 \
          0 & 0 & 1 \
          0 & 1 & 0 \
          end{array}
          right)
          $$

          $$ P_{3} = left(
          begin{array}{rrr}
          0 & 1 & 0 \
          0 & 0 & 1 \
          1 & - 1 & 0 \
          end{array}
          right)
          , ; ; ; Q_{3} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & 0 & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          , ; ; ; D_{3} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 1 \
          0 & 1 & 0 \
          end{array}
          right)
          $$



          ==============================================



          $$ E_{4} = left(
          begin{array}{rrr}
          1 & 0 & 0 \
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          end{array}
          right)
          $$

          $$ P_{4} = left(
          begin{array}{rrr}
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          1 & - 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          , ; ; ; Q_{4} = left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          , ; ; ; D_{4} = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          $$



          ==============================================



          $$ P^T H P = D $$
          $$left(
          begin{array}{rrr}
          0 & 0 & 1 \
          1 & 0 & - 1 \
          frac{ 1 }{ 2 } & 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          0 & 1 & frac{ 1 }{ 2 } \
          0 & 0 & 1 \
          1 & - 1 & - frac{ 1 }{ 2 } \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          $$

          $$ Q^T D Q = H $$
          $$left(
          begin{array}{rrr}
          1 & 1 & 0 \
          0 & - frac{ 1 }{ 2 } & 1 \
          1 & 0 & 0 \
          end{array}
          right)
          left(
          begin{array}{rrr}
          2 & 0 & 0 \
          0 & - 2 & 0 \
          0 & 0 & frac{ 1 }{ 2 } \
          end{array}
          right)
          left(
          begin{array}{rrr}
          1 & 0 & 1 \
          1 & - frac{ 1 }{ 2 } & 0 \
          0 & 1 & 0 \
          end{array}
          right)
          = left(
          begin{array}{rrr}
          0 & 1 & 2 \
          1 & 0 & 0 \
          2 & 0 & 2 \
          end{array}
          right)
          $$







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Nov 19 '18 at 3:19









          Will Jagy

          101k599199




          101k599199












          • Then my U is H, right?
            – Bayesian guy
            Nov 19 '18 at 3:28










          • @Bayesianguy, no, $U$ is $Q.$ The symmetric matrix $H$ is the Hessian of second partial derivatives of the quadratic form, which I wrote with variables $x,y,z$
            – Will Jagy
            Nov 19 '18 at 3:30










          • oh I see, sorry. Thank you. I got lost with this problem.
            – Bayesian guy
            Nov 19 '18 at 3:58












          • How did you come up with that quadratic form at the beginning?
            – Bayesian guy
            Nov 19 '18 at 4:02


















          • Then my U is H, right?
            – Bayesian guy
            Nov 19 '18 at 3:28










          • @Bayesianguy, no, $U$ is $Q.$ The symmetric matrix $H$ is the Hessian of second partial derivatives of the quadratic form, which I wrote with variables $x,y,z$
            – Will Jagy
            Nov 19 '18 at 3:30










          • oh I see, sorry. Thank you. I got lost with this problem.
            – Bayesian guy
            Nov 19 '18 at 3:58












          • How did you come up with that quadratic form at the beginning?
            – Bayesian guy
            Nov 19 '18 at 4:02
















          Then my U is H, right?
          – Bayesian guy
          Nov 19 '18 at 3:28




          Then my U is H, right?
          – Bayesian guy
          Nov 19 '18 at 3:28












          @Bayesianguy, no, $U$ is $Q.$ The symmetric matrix $H$ is the Hessian of second partial derivatives of the quadratic form, which I wrote with variables $x,y,z$
          – Will Jagy
          Nov 19 '18 at 3:30




          @Bayesianguy, no, $U$ is $Q.$ The symmetric matrix $H$ is the Hessian of second partial derivatives of the quadratic form, which I wrote with variables $x,y,z$
          – Will Jagy
          Nov 19 '18 at 3:30












          oh I see, sorry. Thank you. I got lost with this problem.
          – Bayesian guy
          Nov 19 '18 at 3:58






          oh I see, sorry. Thank you. I got lost with this problem.
          – Bayesian guy
          Nov 19 '18 at 3:58














          How did you come up with that quadratic form at the beginning?
          – Bayesian guy
          Nov 19 '18 at 4:02




          How did you come up with that quadratic form at the beginning?
          – Bayesian guy
          Nov 19 '18 at 4:02


















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