Author(s) :
Ulric Kintzel
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 33-2003
MSC 2000
- 15A63 Quadratic and bilinear forms, inner products
-
15A21 Canonical forms, reductions, classification
Abstract :
Based on the work of Kagström and Ruhe for the numerical computation
of the Jordan canonical form of a square complex matrix, a numerical
procedure is developed here with which the canonical form of a pair
(A, H) consisting of an H-hermitian matrix A and a regular hermitian
matrix H can be computed. The corresponding extension of the original
procedure essentially consists of a normalisation step which
constitutes a generalisation of the Cholesky method.
Keywords :
Indefinite scalar products, canonical form, Jordan
canonical form