1.II.17F

Let $A$ and $B$ be $n \times n$ real symmetric matrices, such that the quadratic form $\mathbf{x}^{T} A \mathbf{x}$ is positive definite. Show that it is possible to find an invertible matrix $P$ such that $P^{T} A P=I$ and $P^{T} B P$ is diagonal. Show also that the diagonal entries of the matrix $P^{T} B P$ may be calculated directly from $A$ and $B$, without finding the matrix $P$. If

$A=\left(\begin{array}{ccc} 2 & 1 & 0 \\ 1 & 2 & 1 \\ 0 & 1 & 2 \end{array}\right) \quad \text { and } \quad B=\left(\begin{array}{ccc} 4 & 0 & 0 \\ 0 & -2 & 0 \\ 0 & 0 & 0 \end{array}\right)$

find the diagonal entries of $P^{T} B P$.

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