证明引理 2. 1. 证明: (1) 先证明存在正交阵 ${\bf P},{\bf Q}$ 及对角阵 ${\bf D}$ 使得 $$\bex {\bf F}={\bf P}{\bf D}{\bf Q}. \eex$$ 事实上, 由 ${\bf F}$ 可逆知 ${\bf F}^T{\bf F}$ 正定, 而存在正交阵 ${\bf Q}$, 使得 $$\bex {\bf F}^T{\bf F}={\bf Q}^T\diag(\lm_1,\cdots,\lm_n){\bf Q},\quad(\lm…