In this part all matrices are of format $(n, n)$, where $n$ is an integer greater than or equal to 2. We say that a real symmetric matrix is positive definite if and only if all its eigenvalues are strictly positive. Let $A$ be a positive definite symmetric matrix and $B$ a symmetric matrix. Prove that there exists an invertible matrix $T$ such that: $${ } ^ { t } T A T = I _ { n } \quad \text { and } \quad { } ^ { t } T B T = D$$ where $I _ { n }$ denotes the identity matrix and $D$ a diagonal matrix.
In this part all matrices are of format $(n, n)$, where $n$ is an integer greater than or equal to 2. We say that a real symmetric matrix is positive definite if and only if all its eigenvalues are strictly positive.
Let $A$ be a positive definite symmetric matrix and $B$ a symmetric matrix.
Prove that there exists an invertible matrix $T$ such that:
$${ } ^ { t } T A T = I _ { n } \quad \text { and } \quad { } ^ { t } T B T = D$$
where $I _ { n }$ denotes the identity matrix and $D$ a diagonal matrix.