grandes-ecoles 2013 QI.C.2

grandes-ecoles · France · centrale-maths2__mp Matrices Matrix Decomposition and Factorization
Let $A \in \mathrm{GL}_n(\mathbb{R})$. Deduce that there exists a unique pair $(O, S) \in \mathrm{O}(n) \times \mathcal{S}_n^{++}(\mathbb{R})$ such that $A = OS$.
Let $A \in \mathrm{GL}_n(\mathbb{R})$. Deduce that there exists a unique pair $(O, S) \in \mathrm{O}(n) \times \mathcal{S}_n^{++}(\mathbb{R})$ such that $A = OS$.