Lagrange reduction to a sum of squares
Statement
Every real quadratic form can be reduced by an invertible linear change of variables to a purely diagonal form .
Why is it true?
You do not even need eigenvalues to diagonalize a quadratic form: ordinary high-school completing the square, applied one variable at a time, already absorbs every cross term into a square.
Proof sketch
We proceed by induction on the number of variables ; the case is already a single term .
For , if the entire form is zero there is nothing to do. Otherwise, suppose first that some diagonal coefficient is nonzero; after relabeling variables we may assume . Grouping every term that involves gives plus a quadratic form in alone.
Setting and for is an invertible linear change of variables, and matches all terms involving up to a remainder that depends only on ; hence .
If instead every diagonal entry vanishes ( for all ), pick a nonzero cross term with . The invertible substitution , turns into , creating a nonzero diagonal coefficient and reducing us to the previous case. Applying the induction hypothesis to completes the diagonalization.
Topics that use this theorem
Step-by-step proofs
No step-by-step proof yet for this theorem.
References
- Roger A. Horn, Charles R. Johnson (2012). Matrix Analysis (2nd ed.)
- Gilbert Strang (2016). Introduction to Linear Algebra