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TheoremProved

Lagrange reduction to a sum of squares

Statement

Every real quadratic form Q(x)=x⊤AxQ(\mathbf{x}) = \mathbf{x}^\top A \mathbf{x} can be reduced by an invertible linear change of variables x=Py\mathbf{x}=P\mathbf{y} to a purely diagonal form d1y12+⋯+dnyn2d_1 y_1^2 + \cdots + d_n y_n^2.

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 xixjx_i x_j into a square.

Proof sketch

We proceed by induction on the number of variables nn; the case n=1n=1 is already a single term a11x12a_{11}x_1^2.

For n>1n > 1, 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 a11≠0a_{11} \neq 0. Grouping every term that involves x1x_1 gives a11x12+2x1(a12x2+⋯+a1nxn)a_{11}x_1^2 + 2x_1(a_{12}x_2 + \cdots + a_{1n}x_n) plus a quadratic form in x2,…,xnx_2,\dots,x_n alone.

Setting y1=x1+a12a11x2+⋯+a1na11xny_1 = x_1 + \frac{a_{12}}{a_{11}}x_2 + \cdots + \frac{a_{1n}}{a_{11}}x_n and yk=xky_k = x_k for k≥2k \ge 2 is an invertible linear change of variables, and a11y12a_{11}y_1^2 matches all terms involving x1x_1 up to a remainder that depends only on y2,…,yny_2,\dots,y_n; hence Q=a11y12+Q′(y2,…,yn)Q = a_{11}y_1^2 + Q'(y_2,\dots,y_n).

If instead every diagonal entry vanishes (aii=0a_{ii}=0 for all ii), pick a nonzero cross term 2a12x1x22a_{12}x_1 x_2 with a12≠0a_{12} \neq 0. The invertible substitution x1=u1+u2x_1 = u_1 + u_2, x2=u1−u2x_2 = u_1 - u_2 turns 2a12x1x22a_{12}x_1 x_2 into 2a12(u12−u22)2a_{12}(u_1^2 - u_2^2), creating a nonzero diagonal coefficient and reducing us to the previous case. Applying the induction hypothesis to Q′(y2,…,yn)Q'(y_2,\dots,y_n) completes the diagonalization.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Roger A. Horn, Charles R. Johnson (2012). Matrix Analysis (2nd ed.)
  2. Gilbert Strang (2016). Introduction to Linear Algebra