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Matrix congruence

From Wikipedia, the free encyclopedia
Mathematical equivalence between matrices

Inmathematics, twosquare matricesA andB over afield are calledcongruent if there exists aninvertible matrixP over the same field such that

PTAP =B

where "T" denotes thematrix transpose. Matrix congruence is anequivalence relation.

Matrix congruence arises when considering the effect ofchange of basis on theGram matrix attached to abilinear form orquadratic form on afinite-dimensionalvector space: two matrices are congruent if and only if they represent the same bilinear form with respect to differentbases.

Note thatHalmos defines congruence in terms ofconjugate transpose (with respect to acomplexinner product space) rather than transpose,[1] but this definition has not been adopted by most other authors.

Congruence over the reals

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Sylvester's law of inertia states that two congruentsymmetric matrices withreal entries have the same numbers of positive, negative, and zeroeigenvalues. That is, the number of eigenvalues of each sign is an invariant of the associated quadratic form.[2]

See also

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References

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  1. ^Halmos, Paul R. (1958).Finite dimensional vector spaces.van Nostrand. p. 134.
  2. ^Sylvester, J J (1852)."A demonstration of the theorem that every homogeneous quadratic polynomial is reducible by real orthogonal substitutions to the form of a sum of positive and negative squares"(PDF).Philosophical Magazine.IV:138–142. Retrieved2007-12-30.
Matrix classes
Explicitly constrained entries
Constant
Conditions oneigenvalues or eigenvectors
Satisfying conditions onproducts orinverses
With specific applications
Used instatistics
Used ingraph theory
Used in science and engineering
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