English

On the structure of the solutions to the matrix equation $G^*JG=J$

Numerical Analysis 2022-07-13 v3 Numerical Analysis

Abstract

We study the mathematical structure of the solution set (and its tangent space) to the matrix equation GJG=JG^*JG=J for a given square matrix JJ. In the language of pure mathematics, this is a Lie group which is the isometry group for a bilinear (or a sesquilinear) form. Generally these groups are described as intersections of a few special groups. The tangent space to {G:GJG=J}\{G: G^*JG=J \} consists of solutions to the linear matrix equation XJ+JX=0X^*J+JX=0. For the complex case, the solution set of this linear equation was computed by De Ter{\'a}n and Dopico. We found that on its own, the equation XJ+JX=0X^*J+JX=0 is hard to solve. By throwing into the mix the complementary linear equation XJJX=0X^*J-JX=0, we find that rather than increasing the complexity, we reduce the complexity. Not only is it possible to now solve the original problem, but we can approach the broader algebraic and geometric structure. One implication is that the two equations form an h\mathfrak{h} and m\mathfrak{m} pair familiar in the study of pseudo-Riemannian symmetric spaces. We explicitly demonstrate the computation of the solutions to the equation XJ±XJ=0X^*J\pm XJ=0 for real and complex matrices. However, any real, complex or quaternionic case with an arbitrary involution (e.g., transpose, conjugate transpose, and the various quaternion transposes) can be effectively solved with the same strategy. We provide numerical examples and visualizations.

Keywords

Cite

@article{arxiv.2112.07152,
  title  = {On the structure of the solutions to the matrix equation $G^*JG=J$},
  author = {Alan Edelman and Sungwoo Jeong},
  journal= {arXiv preprint arXiv:2112.07152},
  year   = {2022}
}

Comments

29 pages, 4 figures