Canonical forms for symmetric/skew-symmetric real matrix pairs under strict equivalence and congruence (Q2566755)

Let \(K:=\mathbb{R}\) or \(\mathbb{C}\) and consider pairs \((A,B)\) (or equivalently, pencils \(A+\lambda B\)) of \(n\times n\) matrices over \(K.\) Two pencils \(A+\lambda B\) and \(A^{\prime}+\lambda B^{\prime}\) are called strictly equivalent if there exist invertible \(P,Q\in K^{n\times n}\) such that \(P(A+\lambda B)Q=A^{\prime}+\lambda B^{\prime}\) for all \(\lambda\in K\). The pencils are congruent if, in addition, we can choose \(Q=P^{\ast}\). The study of canonical forms for such pencils dates back to Jordan and Kronecker in the nineteenth century. Following their earlier paper on Hermitian pairs [\textit{P. Lancaster} and \textit{L. Rodman}, SIAM Rev. 47, No. 3, 407--443 (2005; Zbl 1087.15014)], this lengthy, largely expository, paper makes a systematic study of canonical forms for pencils in which at least one of \(A\) and \(B\) is skew-symmetric. Some of these results were previously known in one form or another, dating back at least to \textit{J. Williamson} [Am. J. Math. 59, 399--413 (1937; Zbl 0016.19802)], and others are new. They are collected here with detailed proofs. Particular cases dealt with are: \(A\) and \(B\) both real and skew-symmetric; \(A\) and \(B\) real symmetric and real skew-symmetric, respectively; \(A\) and \(B\) both complex Hermitian; \(A\) and \(B\) real with \(B\) symmetric and \(BA\) skew-symmetric. Some applications are made to simultaneously neutral subspaces and Hamiltonian matrices. Statements and proofs are entirely in matrix form.