Hamiltonian square roots of skew-Hamiltonian matrices (Q1301297): Difference between revisions

Finding of real Hamiltonian square roots of real skew-Hamiltonian matrices \(W^{2n \times 2n}\) (defined on the complementary set to the set of real Hamiltonian matrices) belongs to the so called structured square root problems. Many important algorithms for computing eigenvalues of Hamiltonian matrices use squares of these matrices. It is proved via a constructive existence proof that every real skew-Hamiltonian matrix \(W\) has a real Hamiltonian square root. It is shown that every matrix \(W\) has infinitely many distinct Hamiltonian square roots with obtained lower bound of \(2n\) on the size of square root sets. The main technical result of the paper is that every real skew-Hamiltonian matrix may be brought into the structured real Jordan canonical form through the real symplectic similarity (structure-preserving symplectic matrix). Structured square roots of complex matrices are also briefly discussed.