<p>I know a math major who went on to apply to physics departments. He took the physics gre subject test to demonstrate that he was really prepared for grad-level physics coursework. Maybe mathematical physics departments would be fine with the math gre, but you would still need to take plenty of upper div. physics courses in order to be competitive. Do you have time to take enough courses to fulfill the math major requirements and still take upper div. physics relevant to your grad research/the physics gre? If not, I recommend you focus on the physics major and only take the upper div. math courses that are relevant to you.</p>