If
is a diagonal matrix, then
(1)
|
is a diagonal quadratic form, and is its associated diagonal symmetric
bilinear form.
For a general symmetric matrix , a symmetric bilinear
form
may be diagonalized by a nondegenerate
matrix
such that
is a diagonal form. That is,
is a diagonal matrix.
Note that
may not be an orthogonal matrix.
For example, consider
(2)
|
Then taking the diagonalizer
(3)
|
gives the diagonal matrix
(4)
|