Simultaneous diagonalization of three real symmetric matrices (Q2262955)

A well-known theorem on real quadratic forms states that if \(A\) and \(B\) are real symmetric \(n\times n\) matrices and \(A\) is positive definite, then there is an invertible matrix \(S\) such that \(S^{T}AS\) and \(S^{T}BS\;\)are both diagonalizable (\(A\longmapsto S^{T}AS\) is a congruence). More generally, if \(A\) is invertible,\ then \(A\) and \(B\) are simultaneously diagonalizable by a congruence if and only if the polynomial \(f(\lambda):=\det(B-\lambda A)\) has only real roots and the elementary divisors of the matrix \(B-\lambda A\) are all irreducible (see, for example [\textit{F. R. Gantmacher}, The theory of matrices (Russian). Moscow: Nauka (1967); Applications of the theory of matrices. New York-London: Interscience Publishers (1959; Zbl 0085.01001)]). The author extends this result to the case of three symmetric matrices \(A\), \(B\) and \(C\), assuming that \(A\) is invertible. Then, \(A\), \(B\) and \(C\) are simultaneously diagonizable by a congruence if and only if (1) the polynomial \(\det(B-\beta A)\) has only real roots and the elementary divisors of \(B-\beta A\) are all irreducible; (2) the polynomial \(\det(C-\gamma A)\) has only real roots and the elementary divisors of \(C-\gamma A\) are all irreducible; and (3) \(BA^{-1}C=CA^{-1}B\). The conclusion may no longer be true if \(A\), \(B\) and \(C\) are all singular, but the author describes some results which can be salvaged in this case.