On the Iwasawa decomposition of a symplectic matrix (Q2371129)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the Iwasawa decomposition of a symplectic matrix
scientific article

    Statements

    On the Iwasawa decomposition of a symplectic matrix (English)
    0 references
    0 references
    0 references
    29 June 2007
    0 references
    Let \(Sp(n, \mathbb R)=\{S\in SL_{2n}(\mathbb R) : S^tJS=J\}\) be the Lie group of symplectic matrices. The authors present an algorithm for computing the Iwasawa decomposition of a matrix \( Sp(n, \mathbb R)\ni S=KAN\), where \(K\) is compact, \(A\) abelian, and \(N\) nilpotent matrices, via the QR fractorization. The algorithm presented improves the method recently described by \textit{T.-Y. Yam} [Computing Iwasawa decomposition of a symplectic matrix by Cholesky factorization, Appl. Math. Lett. (to appear)], as it is more accurate and efficient.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    QR factorization
    0 references
    symplectic group
    0 references
    numerical stability
    0 references
    Cholesky factorization
    0 references
    algorithm
    0 references
    0 references