Let $A \in R^{n\times n}$. Find O, an orthogonal basis of $R^{n\times n}$, to minimize $∥A−O∥_F$.
$∥⋅∥_F$ is the Frobenius Norm.
It is similar to this question, except that O is not an orthogonal matrix, but an orthogonal basis such that $O^TO$ is a diagonal matrix.
