Symplectic eigenvalues of positive-semidefinite matrices and the trace minimization theorem

zbMATH Open1500.15008arXiv2208.05291MaRDI QIDQ5042402FDOQ5042402

Authors: Nguyen Thanh Son, Tatjana Stykel 

Publication date: 19 October 2022

Abstract: Symplectic eigenvalues are conventionally defined for symmetric positive-definite matrices via Williamson's diagonal form. Many properties of standard eigenvalues, including the trace minimization theorem, are extended to the case of symplectic eigenvalues. In this note, we will generalize Williamson's diagonal form for symmetric positive-definite matrices to the case of symmetric positive-semidefinite matrices, which allows us to define symplectic eigenvalues, and prove the trace minimization theorem in the new setting.

Full work available at URL: https://arxiv.org/abs/2208.05291

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zbMATH Keywords

trace minimizationsymplectic eigenvaluespositive-semidefinite matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Positive matrices and their generalizations; cones of matrices (15B48) Determinants, permanents, traces, other special matrix functions (15A15)

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Cited In (13)

• Perturbation bounds for Williamson's symplectic normal form
• Some inequalities for eigenvalues and symplectic eigenvalues of positive definite matrices
• Another proof of a result on the doubly superstochastic matrices
• Symmetry minimizes the principal eigenvalue: an example for the Pucci's sup-operator
• A new version of Schur–Horn type theorem
• Symmetric \(\Gamma \)-submanifolds of positive definite matrices and the Sylvester equation \(XM=NX\)
• Optimization on the symplectic Stiefel manifold: SR decomposition-based retraction and applications
• On the symplectic eigenvalues of positive definite matrices
• On generalizing trace minimization principles
• New properties of a special matrix related to positive-definite matrices
• An order relation between eigenvalues and symplectic eigenvalues of a class of infinite-dimensional operators
• Computing symplectic eigenpairs of symmetric positive-definite matrices via trace minimization and Riemannian optimization
• Trace minimization and definiteness of symmetric pencils

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