<i>J</i>-Orthogonal Matrices: Properties and Generation
<i>J</i>-Orthogonal Matrices: Properties and Generation
A real, square matrix Q is J-orthogonal if QTJQ = J, where the signature matrix $J = \diag(\pm 1)$. J-orthogonal matrices arise in the analysis and numerical solution of various matrix problems involving indefinite inner products, including, in particular, the downdating of Cholesky factorizations. We present techniques and tools useful …