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SUMMARYWe show how to simultaneously reduce a pair of symmetric matrices to tridiagonal form by congruence transformations. No assumptions are made on the nonsingularity or definiteness of the two matrices. The reduction follows a strategy similar to the one used for the tridiagonalization of a single symmetric matrix via Householder reflectors. Two algorithms are proposed, one using non-orthogonal rank-one modifications of the identity matrix and the other, more costly but more stable, using a combination of Householder reflectors and non-orthogonal rank-one modifications of the identity matrix with minimal condition numbers. Each of these tridiagonalization processes requires O(n 3 ) arithmetic operations and respects the symmetry of the problem. We illustrate and compare the two algorithms with some numerical experiments.

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