论威廉姆森定理在实对称矩阵中的推广

Hemant K. Mishra
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引用次数: 0

摘要

威里亚森定理指出,如果 $A$ 是一个 2n (times 2n$)实对称正定矩阵,那么存在一个 2n (times 2n$)实交映矩阵 $M$,使得 $M^T A M=D \oplus D$,其中 $D$ 是一个 $n (times n$)对角矩阵,其正对角项称为 $A$ 的交映特征值。已知该定理可以推广到 2n /times 2n$实对称正半有穷数矩阵,其核是 $\mathbb{R}^{2n}$ 的交点子空间,在这种情况下,允许 $D$ 的一些对角线项为零。在本文中,我们通过允许 $D$ 的对角线元素为任意实数,将 Williamson 定理进一步推广到 $2n \times 2n$ 实对称矩阵,从而将对称特征值的概念推广到实对称矩阵。此外,我们还提供了交映特征值的明确描述,构造了实现威廉姆森定理类型分解的交映矩阵,并为一类以 $\operatorname{EigSpSm}(2n)$ 表示的 2n /times 2n$ 实对称矩阵建立了交映特征值的扰动边界。集合$operatorname{EigSpSm}(2n)$包含了2n (times 2n$实对称正半有限元,其内核是$\mathbb{R}^{2n}$的交错子空间。我们对 $\operatorname{EigSpSm}(2n)$ 的交映特征值的扰动边界概括了 Bhatia 和 Jain \textit{[J.数学物理 56, 112201 (2015)]}给出的正定矩阵交映特征值的已知扰动边界。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On generalization of Williamson's theorem to real symmetric matrices
Williason'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 with positive diagonal entries known as the symplectic eigenvalues of $A$. The theorem is known to be generalized to $2n \times 2n$ real symmetric positive semidefinite matrices whose kernels are symplectic subspaces of $\mathbb{R}^{2n}$, in which case, some of the diagonal entries of $D$ are allowed to be zero. In this paper, we further generalize Williamson's theorem to $2n \times 2n$ real symmetric matrices by allowing the diagonal elements of $D$ 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 $2n \times 2n$ real symmetric matrices denoted by $\operatorname{EigSpSm}(2n)$. The set $\operatorname{EigSpSm}(2n)$ contains $2n \times 2n$ real symmetric positive semidefinite whose kernels are symplectic subspaces of $\mathbb{R}^{2n}$. Our perturbation bounds on symplectic eigenvalues for $\operatorname{EigSpSm}(2n)$ generalize known perturbation bounds on symplectic eigenvalues of positive definite matrices given by Bhatia and Jain \textit{[J. Math. Phys. 56, 112201 (2015)]}.
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