Do any of the linear algebra gurus here know the name of or a citation for the following paired matrix decomposition: given symmetric matrices A
and B
, and an arbitrary vector v
, find a decomposition of the form
A = W DA W'
B = W DB W'
for real matrices W
satisfying W' v = [1,1,...,1]
and DA
and DB
block-diagonal with 1x1 or 2x2 blocks. W
is not required to be orthonormal.
I can probably figure out how to compute this myself (it seems very close to the generalized eigendecomposition), but if it already exists, Iād rather acknowledge & call it by name.