grandes-ecoles 2020 Q26

grandes-ecoles · France · centrale-maths1__pc Matrices Matrix Decomposition and Factorization
Let $$A = \frac{1}{8} \left(\begin{array}{llll} 9 & 1 & 3 & 3 \\ 1 & 9 & 3 & 3 \\ 3 & 3 & 9 & 1 \\ 3 & 3 & 1 & 9 \end{array}\right).$$ Construct an orthogonal and symplectic matrix $P$ such that $P^{\top} A P$ is diagonal.
Let
$$A = \frac{1}{8} \left(\begin{array}{llll} 9 & 1 & 3 & 3 \\ 1 & 9 & 3 & 3 \\ 3 & 3 & 9 & 1 \\ 3 & 3 & 1 & 9 \end{array}\right).$$
Construct an orthogonal and symplectic matrix $P$ such that $P^{\top} A P$ is diagonal.