Block perturbation of symplectic matrices in Williamson’s theorem

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Publication:6150581



Abstract: Williamson's theorem states that for any 2nimes2n real positive definite matrix A, there exists a 2nimes2n real symplectic matrix S such that STAS=DoplusD, where D is an nimesn diagonal matrix with positive diagonal entries which are known as the symplectic eigenvalues of A. Let H be any 2nimes2n real symmetric matrix such that the perturbed matrix A+H is also positive definite. In this paper, we show that any symplectic matrix ildeS diagonalizing A+H in Williamson's theorem is of the form ildeS=SQ+mathcalO(|H|), where Q is a 2nimes2n real symplectic as well as orthogonal matrix. Moreover, Q is in extitsymplecticblockdiagonal form with the block sizes given by twice the multiplicities of the symplectic eigenvalues of A. Consequently, we show that ildeS and S can be chosen so that |ildeS−S|=mathcalO(|H|). Our results hold even if A has repeated symplectic eigenvalues. This generalizes the stability result of symplectic matrices for non-repeated symplectic eigenvalues given by Idel, Gaona, and Wolf [extitLinearAlgebraAppl.,525:45−58,2017].












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