Structure-Preserving Flows of Symplectic Matrix Pairs

DOI10.1137/15M1019155MaRDI QIDQ3185676zbMATH OpenOpenAlexFDO

Authors Yueh-Cheng Kuo, Wen-Wei Lin, Shih-Feng Shieh

Publication date 4 August 2016

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.0786

zbMATH Keywords

Riccati differential equationsstructure-preserving doubling algorithmstructure-preserving flowsymplectic pairs

Mathematics Subject Classification ID

Matrix pencils (15A22) Matrix equations and identities (15A24) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12)

Abstract: We construct a nonlinear differential equation of matrix pairs $(mathcalM(t),mathcalL(t))$ that is invariant (the extbf{Structure-Preserving Property}) in the class of symplectic matrix pairs �egin{align*} mathbb{S}_{mathcal{S}_1,mathcal{S}_2}=left{left(mathcal{M},mathcal{L} ight)| mathcal{M}=left[% �egin{array}{cc} X_{12} & 0 X_{22} & I end{array}% ight]mathcal{S}_2, mathcal{L}=left[% �egin{array}{cc} I & X_{11} 0 & X_{21} end{array}% ight]mathcal{S}_1 ight. onumber left. ext{ and }X=left[% �egin{array}{cc} X_{11} & X_{12} X_{21} & X_{22} end{array}% ight] ext{is Hermitian} ight} end{align*} for certain fixed symplectic matrices $mathcal{S}_1$ and $mathcal{S}_2$. Its solution also preserves invariant subspaces on the whole orbit (the extbf{Eigenvector-Preserving Property}). Such a flow is called a extit{structure-preserving flow} and is governed by a Riccati differential equation (RDE). In addition, Radon's lemma leads to an explicit form. Therefore, blow-ups for the structure-preserving flows may happen at a finite $t$. To continue, we then utilize the Grassmann manifolds to extend the domain of the structure-preserving flow to the whole $mathbbR$ subtracting some isolated points.

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Cited in

(9)

• A structure preserving flow for computing Hamiltonian matrix exponential
• The asymptotic analysis of the structure-preserving doubling algorithms
• A structure-preserving curve for symplectic pairs and its applications
• Structure-Preserving Flows of Symplectic Matrix Pairs
• Imaginary axis eigenvalues of Hamiltonian matrix: controllability, defectiveness and the ϵ-characteristic
• The orthogonal flows for orthogonal iteration
• Structure-Preserving Doubling Algorithms That Avoid Breakdowns for Algebraic Riccati-Type Matrix Equations
• Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
• Asymptotic analysis of generalized orthogonal flows

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