What is the terminology of this subgroup of $GL_{n+m}(\mathbb{R})$?

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Let $$K=\{g\in GL_{n+m}(\mathbb{R}): gJg^t=J\}$$ where $J=\text{diag}(I_n,-I_m)$ with $I_n$ and $I_m$ identity matrices. What is $K$ called? How is it used in math?

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It's called the indefinite orthogonal group $O(n, m)$. Its most famous appearance is in special relativity, where the group $O(3, 1)$ naturally appears as symmetries of Minkowski space. It's also related to hyperbolic geometry.