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Variational principles for symplectic eigenvalues

Part of: Variational principles of physics General theory of linear operators Basic linear algebra

Published online by Cambridge University Press:  20 August 2020

Rajendra Bhatia  and
Tanvi Jain
Rajendra Bhatia
Affiliation:
Ashoka University, SonepatHaryana131029, India e-mail: rajendra.bhatia@ashoka.edu.in
Tanvi Jain*
Affiliation:
Indian Statistical Institute, New Delhi110016, India
*
e-mail: tanvi@isid.ac.in
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Abstract

If A is a real $2n \times 2n$ positive definite matrix, then there exists a symplectic matrix M such that $M^TAM=\text {diag}(D, D),$ where D is a positive diagonal matrix with diagonal entries $d_1(A)\leqslant \cdots \leqslant d_n(A).$ We prove a maxmin principle for $d_k(A)$ akin to the classical Courant–Fisher–Weyl principle for Hermitian eigenvalues and use it to derive an analogue of the Weyl inequality $d_{i+j-1}(A+B)\geqslant d_i(A)+d_j(B).$

Keywords

Symplectic eigenvaluesmaxmin principleWeyl’s inequalities

MSC classification

Primary: 15A45: Miscellaneous inequalities involving matrices
Secondary: 47A75: Eigenvalue problems 49S05: Variational principles of physics (should also be assigned at least one other classification number in section 49)
Type
Article
Information
Canadian Mathematical Bulletin , Volume 64 , Issue 3 , September 2021 , pp. 553 - 559
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Copyright
© Canadian Mathematical Society 2020

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Footnotes

The work of RB is supported by a Bhatnagar Fellowship of the CSIR. TJ acknowledges financial support from SERB MATRICS grant number MTR/2018/000554.

References

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