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Solving the problem of simultaneous diagonalization of complex symmetric matrices via congruence (1908.04228v2)

Published 12 Aug 2019 in math.OC

Abstract: We provide a solution to the problem of simultaneous $diagonalization$ $via$ $congruence$ of a given set of $m$ complex symmetric $n\times n$ matrices ${A_{1},\ldots,A_{m}}$, by showing that it can be reduced to a possibly lower-dimensional problem where the question is rephrased in terms of the classical problem of simultaneous $diagonalization$ $via$ $similarity$ of a new related set of matrices. We provide a procedure to determine in a finite number of steps whether or not a set of matrices is simultaneously diagonalizable by congruence. This solves a long standing problem in the complex case.

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