Block perturbation of symplectic matrices in Williamson’s theorem

Babu, Gajendra  ; Mishra, Hemant K. 

Canadian mathematical bulletin, Tome 67 (2024) no. 1, pp. 201-214

Résumé

Williamson’s theorem states that for any $2n \times 2n$ real positive definite matrix A, there exists a $2n \times 2n$ real symplectic matrix S such that $S^TAS=D \oplus D$, where D is an $n\times n$ diagonal matrix with positive diagonal entries known as the symplectic eigenvalues of A. Let H be any $2n \times 2n$ real symmetric matrix such that the perturbed matrix $A+H$ is also positive definite. In this paper, we show that any symplectic matrix $\tilde {S}$ diagonalizing $A+H$ in Williamson’s theorem is of the form $\tilde {S}=S Q+\mathcal {O}(\|H\|)$, where Q is a $2n \times 2n$ real symplectic as well as orthogonal matrix. Moreover, Q is in symplectic block diagonal form with the block sizes given by twice the multiplicities of the symplectic eigenvalues of A. Consequently, we show that $\tilde {S}$ and S can be chosen so that $\|\tilde {S}-S\|=\mathcal {O}(\|H\|)$. 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 [Linear Algebra Appl., 525:45–58, 2017].

Détail

DOI : 10.4153/S0008439523000620

Mots-clés : Positive definite matrix, symplectic matrix, symplectic eigenvalue, Williamson’s theorem, perturbation