Simultaneous diagonalization via congruence of $m$ real symmetric matrices and its implications in optimization

Thi-Ngan Nguyen, Van-Bong Nguyen, Thanh-Hieu Le +1

Let $\{C_1,C_2,\dots ,C_m\},m\ge 2$ be a collection of $n\times n$ real symmetric matrices. The objective of the paper is to offer an algorithm that finds a common congruence ma…