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Pencils of hermitian matrices
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This chapter is concerned with the case when both matrices
A
and
B
are hermitian. Full and detailed proofs of the canonical forms under strict equivalence and simultaneous congruence are provided, based on the Kronecker form of the pencil
A
+
tB
. Several variations of the canonical forms are included as well. Among applications here are: the criteria for existence of a nontrivial positive semidefinite real linear combination and sufficient conditions for simultaneous diagonalizability of two hermitian matrices under simultaneous congruence. A comparison is made with pencils of real symmetric or complex hermitian matrices. It turns out that two pencils of real symmetric matrices are simultaneously congruent over the reals if and only if they are simultaneously congruent over the quaternions. An analogous statement holds true for two pencils of complex hermitian matrices.
Title: Pencils of hermitian matrices
Description:
This chapter is concerned with the case when both matrices
A
and
B
are hermitian.
Full and detailed proofs of the canonical forms under strict equivalence and simultaneous congruence are provided, based on the Kronecker form of the pencil
A
+
tB
.
Several variations of the canonical forms are included as well.
Among applications here are: the criteria for existence of a nontrivial positive semidefinite real linear combination and sufficient conditions for simultaneous diagonalizability of two hermitian matrices under simultaneous congruence.
A comparison is made with pencils of real symmetric or complex hermitian matrices.
It turns out that two pencils of real symmetric matrices are simultaneously congruent over the reals if and only if they are simultaneously congruent over the quaternions.
An analogous statement holds true for two pencils of complex hermitian matrices.
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