Simultaneous diagonalization via congruence of Hermitian matrices: some equivalent conditions and a numerical solution

DOI10.1137/21M1390657MaRDI QIDQ5088656zbMATH OpenOpenAlexWikidataFDO

Authors Thanh Hieu Le, Thi Ngan Nguyen

Publication date 13 July 2022

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.14034

zbMATH Keywords

semidefinite programmingHermitian matricessimultaneous diagonalizationmatrix congruencelinear combination of matrices

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Matrix pencils (15A22) Diagonalization, Jordan forms (15A20)

Abstract: This paper aims at solving the Hermitian SDC problem, i.e., that of extit{simultaneously diagonalizing via $\ast$-congruence} a collection of finitely many (not need pairwise commute) Hermitian matrices. Theoretically, we provide some equivalent conditions for that such a matrix collection can be simultaneously diagonalized via ${}^{\ast }$-congruence.% by a nonsingular matrix. Interestingly, one of such conditions leads to the existence of a positive definite solution to a semidefinite program (SDP). From practical point of view, we propose an algorithm for numerically solving such problem. The proposed algorithm is a combination of (1) a positive semidefinite program detecting whether the initial Hermitian matrices are simultaneously diagonalizable via $\ast$-congruence, and (2) a Jacobi-like algorithm for simultaneously diagonalizing via $\ast$-congruence the commuting normal matrices derived from the previous stage. Illustrating examples by hand/coding in extsc{Matlab} are also presented.

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Cited in

(11)

• Congruence of Hermitian matrices by Hermitian matrices
• scientific article; zbMATH DE number 5260913 (Why is no real title available?)
• On simultaneous diagonalization of one Hermitian and one symmetric form
• Simultaneous diagonalization of matrices and its applications in quadratically constrained quadratic programming
• On Simultaneous Congruence and Norms of Hermitian Matrices
• Simultaneously self-adjoint sets of \(3 \times 3\) matrices
• Projectively and Weakly Simultaneously Diagonalizable Matrices and their Applications
• Simultaneous diagonalization under weak regularity and a characterization
• Simultaneous diagonalization of nearly commuting Hermitian matrices: do-one-then-do-the-other
• Simultaneous Diagonalisation of Several Hermitian Matrices
• Solving the problem of simultaneous diagonalization of complex symmetric matrices via congruence

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