ไบๆฌกๅ¶
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ๅฎไบๆฌกๅ \(f=X^TAX\) ๅฏ้่ฟๆญฃไบคๅๆข \(X=PY\) ๅๆ \(f=Y^T\text{diag}{\lambda_1,\cdots,\lambda_s}Y\) ็ๅฝขๅผ, ๅ ถไธญ \(P^{-1}AP = \text{diag}{\lambda_1,\cdots,\lambda_s}\), ไธ \(P\) ๆฏๆญฃไบค็ฉ้ต
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็ธไผผๆ ๅตไธ่ฟนไธๅ, ๆๆถๅๆฑๅๆฐๅฏไปฅๅฉ็จ \(\text{tr}(A)=\text{tr}\text{diag}{\lambda_1,\cdots,\lambda_s}=\lambda_1+\cdots+\lambda_s\)