On the Iwasawa decomposition of a symplectic matrix (Q2371129)
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English | On the Iwasawa decomposition of a symplectic matrix |
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On the Iwasawa decomposition of a symplectic matrix (English)
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29 June 2007
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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.
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QR factorization
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symplectic group
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numerical stability
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Cholesky factorization
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algorithm
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