If we have two matrices,
A
and
Firstly, from the eigen decomposition of
A
, we know that there exists an orthogonal matrix
VTAAVA=I
Then from the symmetricity property of
B
, we know
VTVABVTABVAVVAB=Θ
where Θ is a diagonal matrix.
So, if we let
V=VAVVAB
, we have
VTAVVTBV=I=Θ