Singular-value-like decomposition for complex matrix triples

摘要

The classical singular value decomposition for a matrix A∈Cm×n is a canonical form for A that also displays the eigenvalues of the Hermitian matrices AA∗ and A∗A. In this paper, we develop a corresponding decomposition for A that provides the Jordan canonical forms for the complex symmetric matrices AAT and ATA. More generally, we consider the matrix triple (A,G,Gˆ), where G∈Cm×m,Gˆ∈Cn×n are invertible and either complex symmetric or complex skew-symmetric, and we provide a canonical form under transformations of the form (A,G,Gˆ)↦(XTAY,XTGX,YTGˆY), where X,Y are nonsingular.