对äºå®å¯¹ç§°éµA,ä¸å®åå¨å¯ééµP,使å¾
(P^T)AP=diag(a1,a2,...,an)
å
¶ä¸a1,a2,...,an为Açç¹å¾å¼.
对äºä»»æååéY=[y1,y2,...,yn]^T,
åååéX=PY.
ç±äºAåæ£å®,æ以(X^T)AX>=0
[(PY)^T]A(PY)>=0
(Y^T)[(P^T)AP]Y>=0
a1*y1^2+a2*y2^2+...+an*yn^2>=0
ç±äºååéYçä»»ææ§,
æ以Açç¹å¾å¼a1,a2,...,anå¿
é¡»>=0
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