On generalization of Williamson's theorem to real symmetric matrices
Abstract
Williamson's theorem states that if is a real symmetric positive definite matrix then there exists a real symplectic matrix such that , where is an diagonal matrix with positive diagonal entries known as the symplectic eigenvalues of . The theorem is known to be generalized to real symmetric positive semidefinite matrices whose kernels are symplectic subspaces of , in which case, some of the diagonal entries of are allowed to be zero. In this paper, we further generalize Williamson's theorem to real symmetric matrices by allowing the diagonal elements of to be any real numbers, and thus extending the notion of symplectic eigenvalues to real symmetric matrices. Also, we provide an explicit description of symplectic eigenvalues, construct symplectic matrices achieving Williamson's theorem type decomposition, and establish perturbation bounds on symplectic eigenvalues for a class of real symmetric matrices denoted by . The set contains real symmetric positive semidefinite whose kernels are symplectic subspaces of . Our perturbation bounds on symplectic eigenvalues for generalize known perturbation bounds on symplectic eigenvalues of positive definite matrices given by Bhatia and Jain \textit{[J. Math. Phys. 56, 112201 (2015)]}.
Keywords
Cite
@article{arxiv.2408.04894,
title = {On generalization of Williamson's theorem to real symmetric matrices},
author = {Hemant K. Mishra},
journal= {arXiv preprint arXiv:2408.04894},
year = {2026}
}
Comments
21 pages; The revised version of the paper contains a new section dedicated to providing interpretations of the main results of the paper in a coordinate-free fashion. Several notations are modified to their standard counterparts and unnecessary emphasize on their descriptions are removed