Totally isotropic subspaces for pairs of Hermitian forms and applications to Riccati equations (Q1180396): Difference between revisions

Let \(V\) be a finite dimensional space over the real or complex numbers or quaternions, \(f\) be a skew-Hermitian form, \(g\) be a Hermitian form. The main theorem says that if there exist totally isotropic subspaces (w.r.t. \(f\)) \(V_ 1\) and \(V_ 2\) in \(V\) of dimension \(m\) such that \(g(x,x)\geq 0\) on \(V_ 1\) and \(g(x,x)\leq 0\) on \(V_ 2\), then there exists an \(m\)- dimensional totally isotropic subspace \(V_ 0\) with respect to both \(f\) and \(g\). Applications to algebraic matrix Riccati equations are given.