I met a problem requiring the diagonalization of a $2n\times 2n$ Hermitian matrix $H$ in the following way:
$U^{*} HU=D$,
where $D$ is diagonal, $U^*$ is the transpose conjugate of $U$. The matrix $U$ is restricted by
$UJU^*=J$,
here $J=diag(I_n,-I_n)$ with $I_n$ is the $n\times n$ identity matrix. Namely, $U$ is quasi-unitary.
I know how to find $D$, by diagonalizing $HJ$ using a similarity transformation, one will find
$V^{-1}HJV=JD$.
But I cannot obtain $U$ from the above $V$. How can we find the matrix $U$?
Why can't you multiply by $J^{-1}$? Is JV not quasi-unitary?
What is the matrix V? What properties does it have? How did you get to this factorization?