Hi Eudardo,
this is possible, and may even be necessary. For example, SAP GUI for Windows does not support SAML. If you want to have SSO (and network traffic encryption) for SAP GUI then you need to use Kerberos, or X.509. With respect to web applications you may be able to configure whether they should use SAML or SPNEGO/Kerberos, depending on the specific application technology.
Best regards,
Christian