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

DOI10.1137/21M1390657zbMATH Open1494.15013arXiv2007.14034OpenAlexW3105869925WikidataQ114074105 ScholiaQ114074105MaRDI QIDQ5088656FDOQ5088656

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)

Abstract: This paper aims at solving the Hermitian SDC problem, i.e., that of extit{simultaneously diagonalizing via $*$-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 $*$-congruence, and (2) a Jacobi-like algorithm for simultaneously diagonalizing via $*$-congruence the commuting normal matrices derived from the previous stage. Illustrating examples by hand/coding in extsc{Matlab} are also presented.

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

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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)

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Cited In (11)

• Simultaneously self-adjoint sets of \(3 \times 3\) matrices
• On Simultaneous Congruence and Norms of Hermitian Matrices
• Simultaneous Diagonalisation of Several Hermitian Matrices
• Congruence of Hermitian matrices by Hermitian matrices
• Title not available (Why is that?)
• Projectively and Weakly Simultaneously Diagonalizable Matrices and their Applications
• Simultaneous diagonalization of matrices and its applications in quadratically constrained quadratic programming
• Solving the problem of simultaneous diagonalization of complex symmetric matrices via congruence
• Simultaneous diagonalization of nearly commuting Hermitian matrices: do-one-then-do-the-other
• Simultaneous diagonalization under weak regularity and a characterization
• On simultaneous diagonalization of one Hermitian and one symmetric form

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