Section 41.5 Theory
The fact that a quadratic form can always be represented by a symmetric matrix allows us to state the following version of TheoremĀ 40.6.13.
Theorem 41.5.1. The principal axis theorem.
Every quadratic form can be diagonalized to remove cross terms by an appropriate orthogonal change of variables.
In the two-variable case, we can also be specific about when a level set of a quadratic form corresponds to an ellipse in the plane, and when it corresponds to a hyperbola.
Theorem 41.5.2. The principal axis theorem for quadratic forms in two variables.
Consider the quadratic form \(q_A(\uvec{x}) = \utrans{\uvec{x}} A \uvec{x} \) represented by symmetric matrix \(A\text{.}\)
- There exists a rotation in the plane that transforms \(q\) into a diagonal form.
- The graph of \(q(\uvec{x}) = 1\) is an ellipse if \(A\) has two positive eigenvalues, is a hyperbola if \(A\) has one positive and one negative eigenvalue, and does not exist if \(A\) has two negative eigenvalues.
Proof idea.
- We know that there exists a \(2 \times 2\) orthogonal matrix \(P\) so that \(\utrans{P} A P\) is diagonal, and a change of variables \(\uvec{x} = P \uvec{w}\) will diagonalize \(q_A\text{,}\) so that\begin{equation*} q_A(\uvec{x}) = q_{\inv{P} A P} (\uvec{w}) \text{.} \end{equation*}The first column of \(P\) is a unit vector, so it must point from the origin to a point on the unit circle:\begin{equation*} \uvec{p}_1 = \begin{bmatrix} \cos \theta \\ \sin \theta \end{bmatrix} \text{.} \end{equation*}As discussed in RemarkĀ 41.4.5, the second eigenvector must be orthogonal to the first, so we can choose \(\uvec{p}_2\) to be either of\begin{equation*} \left[\begin{array}{r} - \sin \theta \\ \cos \theta \end{array}\right] \text{,} \qquad \left[\begin{array}{r} \sin \theta \\ - \cos \theta \end{array}\right]\text{.} \end{equation*}Both of these vectors are unit vectors and are orthogonal to \(\uvec{p}_1\text{.}\) Also, eigenspaces are subspaces, and subspaces are closed under taking negatives, so it doesn't matter which one of the two options above we choose. If we choose the first option for \(\uvec{p}_2\text{,}\) we get rotation matrix\begin{equation*} P = \left[\begin{array}{r} \cos \theta \amp - \sin \theta \\ \sin \theta \amp \cos \theta \end{array}\right] \text{.} \end{equation*}
- This statement should be obvious from the fact that the eigenvalues of \(A\) will be the coefficients in the diagonalized quadratic form.