Let $A,B\in R^{n\times n}$ be symmetric matrices.
Given a matrix congruence relation:
$$ B = P^TAP $$
Is there an analytical solution or numerical algorithm for finding the transition matrix P?
Matrix congruence - find transition matrix
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linear-algebra
matrix-congruences
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0Find the eigenvectors for $A$ and $B$. Write them as $D_1 = P_1^T A P_1$. – 2017-02-10
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0can you please elaborate your answer? – 2017-02-10