TheoremBase

Every Invertible Real Matrix Is an Orthogonal Matrix Times a Positive Diagonal Matrix Times an Orthogonal Matrix

An invertible real square matrix factors as an orthogonal matrix times a diagonal matrix with positive diagonal times the transpose of an orthogonal matrix, and the absolute value of its determinant is the product of those diagonal entries.

Statement

In the setting of Euclidean Space and Real Matrices: Standing Notation, let n∈Nn\in\mathbb{N} and let A∈Mn(R)A\in\mathcal{M}_{n}(\mathbb{R}) be invertible.

Singular value decomposition. There are U,V∈O(n)U,V\in\mathrm{O}(n) and d∈Rnd\in\mathbb{R}^{n} with dk>0d_{k}>0 for every k∈[n]k\in[n] such that

A=Udiag⁡(d)V⊤.A=U\operatorname{diag}(d)V^{\top}.

The determinant. Let U,V∈O(n)U,V\in\mathrm{O}(n) and d∈Rnd\in\mathbb{R}^{n} with dk>0d_{k}>0 for every k∈[n]k\in[n] satisfy A=Udiag⁡(d)V⊤A=U\operatorname{diag}(d)V^{\top}. Then ∣det⁡U∣=∣det⁡V∣=1|\det U|=|\det V|=1 and

∣det⁡A∣=det⁡diag⁡(d)=∏k=1ndk.|\det A|=\det\operatorname{diag}(d)=\prod_{k=1}^{n}d_{k}.

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