Solving the problem of simultaneous diagonalization of complex symmetric matrices via congruence
Abstract
We provide a solution to the problem of simultaneous diagonalization via congruence of a given set of m complex symmetric n× n matrices \A1,…,Am\, 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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