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Symplectic eigenvalues of positive-semidefinite matrices and the trace minimization theorem

Optimization and Control 2022-10-11 v1 Spectral Theory

Abstract

Symplectic eigenvalues are conventionally defined for symmetric positive-definite matrices via Williamson's diagonal form. Many properties of standard eigenvalues, including the trace minimization theorem, are extended to the case of symplectic eigenvalues. In this note, we will generalize Williamson's diagonal form for symmetric positive-definite matrices to the case of symmetric positive-semidefinite matrices, which allows us to define symplectic eigenvalues, and prove the trace minimization theorem in the new setting.

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Cite

@article{arxiv.2208.05291,
  title  = {Symplectic eigenvalues of positive-semidefinite matrices and the trace minimization theorem},
  author = {Nguyen Thanh Son and Tatjana Stykel},
  journal= {arXiv preprint arXiv:2208.05291},
  year   = {2022}
}

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9 pages