A bound for the condition of a hyperbolic eigenvector matrix Original Research Article

The hyperbolic eigenvector matrix is a matrix X which simultaneously diagonalizes the pair (H,J), where H is Hermitian positive definite and J = diag(±1) such that X*HX = Δ and X*JX = J. We prove that the spectral condition of X, κ(X), is bounded byK(X)less-than-or-equals, slant√minK(D*HD), where the minimum is taken over all non-singular matrices D which commute with J. This bound is attainable and it can be simply computed. Similar results hold for other signature matrices J, like in the discretized Klein—Gordon equation.