Principal axis theorem

In geometry and linear algebra, a principal axis is a certain line in a Euclidean space associated with an ellipsoid or hyperboloid, generalizing the major and minor axes of an ellipse or hyperbola. The principal axis theorem states that the principal axes are perpendicular, and gives a constructive procedure for finding them. Mathematically, the principal axis theorem is a generalization of the method of completing the square from elementary algebra. In linear algebra and functional analysis, the principal axis theorem is a geometrical counterpart of the spectral theorem. It has applications to the statistics of principal components analysis and the singular value decomposition. In physics, the theorem is fundamental to the studies of angular momentum and birefringence. The equations in the Cartesian plane R2: define, respectively, an ellipse and a hyperbola. In each case, the x and y axes are the principal axes. This is easily seen, given that there are no cross-terms involving products xy in either expression. However, the situation is more complicated for equations like Here some method is required to determine whether this is an ellipse or a hyperbola. The basic observation is that if, by completing the square, the quadratic expression can be reduced to a sum of two squares then the equation defines an ellipse, whereas if it reduces to a difference of two squares then the equation represents a hyperbola: Thus, in our example expression, the problem is how to absorb the coefficient of the cross-term 8xy into the functions u and v. Formally, this problem is similar to the problem of matrix diagonalization, where one tries to find a suitable coordinate system in which the matrix of a linear transformation is diagonal. The first step is to find a matrix in which the technique of diagonalization can be applied. The trick is to write the quadratic form as where the cross-term has been split into two equal parts. The matrix A in the above decomposition is a symmetric matrix.