On skew-Hamiltonian matrices and their Krylov-Lagrangian subspaces

Abstract: It is a well-known fact that the Krylov space

m a t h c a l K_{j} (H, x)

generated by a skew-Hamiltonian matrix

H i n m a t h b b R^{2 n i m e s 2 n}

and some

x i n m a t h b b R^{2 n}

is isotropic for any

j i n m a t h b b N

. For any given isotropic subspace

m a t h c a l L s u b s e t m a t h b b R^{2 n}

of dimension

n

- which is called a Lagrangian subspace - the question whether

m a t h c a l L

can be generated as the Krylov space of some skew-Hamiltonian matrix is considered. The affine variety

m a t h b b H K

of all skew-Hamiltonian matrices

H i n m a t h b b R^{2 n i m e s 2 n}

that generate

m a t h c a l L

as a Krylov space is analyzed. Existence and uniqueness results are proven, the dimension of

m a t h b b H K

is found and skew-Hamiltonian matrices with minimal

2

-norm and Frobenius norm in

m a t h b b H K

are identified. In addition, a simple algorithm is presented to find a basis of

m a t h b b H K

.

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