Related papers: Block perturbation of symplectic matrices in Willi…

Williamson's theorem states that if $A$ is a $2n \times 2n$ real symmetric positive definite matrix then there exists a $2n \times 2n$ real symplectic matrix $M$ such that $M^T A M=D \oplus D$, where $D$ is an $n \times n$ diagonal matrix…

Given a real-valued positive semidefinite matrix, Williamson proved that it can be diagonalised using symplectic matrices. The corresponding diagonal values are known as the symplectic spectrum. This paper is concerned with the stability of…

In this paper, we provide an algebraic condition on any $2n \times 2n$ real symmetric positive definite matrix which is necessary and sufficient for the matrix to be diagonalized by an orthosymplectic matrix in the sense of Williamson's…

If $A$ is a $2n \times 2n$ real positive definite matrix, then there exists a symplectic matrix $M$ such that $M^TAM = \left [ \begin{array}{cc} D & O \\ O & D \end{array} \right ]$ where $D= \diag (d_1 (A), \ldots, d_n(A))$ is a diagonal…

Williamson's theorem is well known for symmetric matrices. In this paper, we state and re-derive some of the cases of Williamson's theorem for symmetric positive-semi definite matrices and symmetric matrices having negative index 1, due to…

For every $2n\times 2n$ real positive definite matrix $A,$ there exists a real symplectic matrix $M$ such that $M^TAM=\diag(D,D),$ where $D$ is the $n\times n$ positive diagonal matrix with diagonal entries $d_1(A)\le \cdots\le d_n(A).$ The…

Let $x$ and $y$ be positive $n$-vectors. We show that there exists a $2n\times 2n$ positive definite real matrix whose symplectic spectrum is $y,$ and the symplectic spectrum of whose diagonal is $x$ if and only if $x$ is weakly…

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…

Given $2n \times 2n$ real symmetric positive semidefinite matrix $A$ with symplectic kernel, there exists a real $2n \times 2n$ \emph{symplectic matrix} $M$ such that $M^TAM= D \oplus D$, where $D$ is an $n \times n$ non-negative diagonal…

It is shown that a $N\times N$ real symmetric [complex hermitian] positive definite matrix $V$ is congruent to a diagonal matrix modulo a pseudo-orthogonal [pseudo-unitary] matrix in $SO(m,n)$ [ $SU(m,n)$], for any choice of partition…

In this paper we give the detailed error analysis of two algorithms $W_1$ and $W_2$ for computing the symplectic factorization of a symmetric positive definite and symplectic matrix $A \in \mathbb R^{2n \times 2n}$ in the form $A=LL^T$,…

Symplectic geometry plays an increasingly important role in mathematics, physics and applications, and naturally gives rise to interesting matrix families and properties. One of these is the notion of symplectic eigenvalues, whose existence…

Let $A = \begin{bmatrix} E & F \\ F^T & G \end{bmatrix}$ be a $2n \times 2n$ real positive definite matrix, where $E, F,$ and $G$ are $n \times n$ blocks. It is shown that $\ d(E \oplus G) \prec^w d(A)$. Here $d(A)$ denotes the $n$-vector…

We study how inexact nonlinear solvers lead to a loss of exact symplecticity in the Symplectic Euler (SE) and Stormer-Verlet (SV) schemes when applied to general nonseparable Hamiltonian systems. These schemes are implicit and require…

We draw attention to the fact that a Hermitian matrix is always diagonalizable and has real discrete spectrum whereas the Hermitian Schr{\"o}dinger Hamiltonian: $H=p^2/2\mu+V(x)$, may not be so. For instance when $V(x)=x, x^3, -x^2$, $H$…

A $2n\times 2n$ real matrix $A$ is said to be a Hamiltonian matrix if $A^{T}J+JA=0$, where $J=\left( \begin{array}{cc} 0 & I_{n} \\ -I_{n} & 0\\ \end{array} \right)$. Hamiltonian matrices appear in many areas of applications, such as linear…

We establish necessary and sufficient conditions on simultaneous symplectic spectral decomposition of a family of $2n \times 2n$ real positive semidefinite matrices with symplectic kernels. We also provide a precise algebraic condition on a…

Given a positive definite matrix $A\in \mathbb{C}^{n\times n}$ and a Hermitian matrix $D\in \mathbb{C}^{m\times m}$, we characterize under which conditions there exists a strictly contractive matrix $K\in \mathbb{C}^{n\times m}$ such that…

We present an Oppenheim type determinantal inequality for positive definite block matrices. Recently, Lin [Linear Algebra Appl. 452 (2014) 1--6] proved a remarkable extension of Oppenheim type inequality for block matrices, which solved a…

Statistical inference for stochastic block models typically relies on the spectrum of the normalized adjacency matrix $\A^*$. In practice, the true probability matrix $\mathbf{B}$ is unknown and must be replaced by a plug-in estimator…