Williamson's theorem for positive semi-definite matrices of even sizeSymplectic Eigenvalues of Wishart MatrixFinding Euler decomposition of a symplectic matrixShowing a matrix is positive semi definite if certain principal submatrixSimultaneous Diagonalization of Symmetric Positive Semidefinite matricesMatrix Calculus: Derivative of Vectorized Symmetric Positive Definite Matrix w.r.t. its Vectorized Matrix LogarithmEigenvalue problem with symmetric matrix with diagonal diagonal blocksLargest eigenvalue of product of two positive symmetric matricesProve this class of matrices has only one positive eigenvalue$LDL^top$ for symmetric positive semidefinite matrices that are not positive definiteDoes a square root matrix of a circulant correlation matrix with positive entries also have all positive entries?
Why is the principal energy of an electron lower for excited electrons in a higher energy state?
What the heck is gets(stdin) on site coderbyte?
How do I prevent inappropriate ads from appearing in my game?
Cumulative Sum using Java 8 stream API
When and why was runway 07/25 at Kai Tak removed?
Ways of geometrical multiplication
Is there a RAID 0 Equivalent for RAM?
Why does a 97 / 92 key piano exist by Bösendorfer?
Overlapping circles covering polygon
Sigmoid with a slope but no asymptotes?
Unable to disable Microsoft Store in domain environment
Make a Bowl of Alphabet Soup
Pre-Employment Background Check With Consent For Future Checks
Why can't the Brexit deadlock in the UK parliament be solved with a plurality vote?
Determining multivariate least squares with constraint
How much do grades matter for a future academia position?
Check if object is null and return null
Can I cause damage to electrical appliances by unplugging them when they are turned on?
Possible Eco thriller, man invents a device to remove rain from glass
How to preserve electronics (computers, iPads and phones) for hundreds of years
Should I assume I have passed probation?
If the only attacker is removed from combat, is a creature still counted as having attacked this turn?
Is there a reason to prefer HFS+ over APFS for disk images in High Sierra and/or Mojave?
Why the "ls" command is showing the permissions of files in a FAT32 partition?
Williamson's theorem for positive semi-definite matrices of even size
Symplectic Eigenvalues of Wishart MatrixFinding Euler decomposition of a symplectic matrixShowing a matrix is positive semi definite if certain principal submatrixSimultaneous Diagonalization of Symmetric Positive Semidefinite matricesMatrix Calculus: Derivative of Vectorized Symmetric Positive Definite Matrix w.r.t. its Vectorized Matrix LogarithmEigenvalue problem with symmetric matrix with diagonal diagonal blocksLargest eigenvalue of product of two positive symmetric matricesProve this class of matrices has only one positive eigenvalue$LDL^top$ for symmetric positive semidefinite matrices that are not positive definiteDoes a square root matrix of a circulant correlation matrix with positive entries also have all positive entries?
$begingroup$
I know the Williamson's theorem for positive definite matrices of even size. I was wondering if the theorem also holds for positive semi-definite matrices with even rank. More precisely, if $A$ is a $2n times 2n$ positive semi-definite matrix of rank $2k$ then does there exist a positive diagonal matrix $D$ of size $n$ and rank $k$ with increasing diagonal entries $0 le cdots le d_1 le cdots le d_k$ and a symplectic matrix $M$ such that $M^T A M = beginbmatrix D & 0 \ 0 & D endbmatrix$?
symmetric-matrices symplectic-linear-algebra
$endgroup$
add a comment |
$begingroup$
I know the Williamson's theorem for positive definite matrices of even size. I was wondering if the theorem also holds for positive semi-definite matrices with even rank. More precisely, if $A$ is a $2n times 2n$ positive semi-definite matrix of rank $2k$ then does there exist a positive diagonal matrix $D$ of size $n$ and rank $k$ with increasing diagonal entries $0 le cdots le d_1 le cdots le d_k$ and a symplectic matrix $M$ such that $M^T A M = beginbmatrix D & 0 \ 0 & D endbmatrix$?
symmetric-matrices symplectic-linear-algebra
$endgroup$
add a comment |
$begingroup$
I know the Williamson's theorem for positive definite matrices of even size. I was wondering if the theorem also holds for positive semi-definite matrices with even rank. More precisely, if $A$ is a $2n times 2n$ positive semi-definite matrix of rank $2k$ then does there exist a positive diagonal matrix $D$ of size $n$ and rank $k$ with increasing diagonal entries $0 le cdots le d_1 le cdots le d_k$ and a symplectic matrix $M$ such that $M^T A M = beginbmatrix D & 0 \ 0 & D endbmatrix$?
symmetric-matrices symplectic-linear-algebra
$endgroup$
I know the Williamson's theorem for positive definite matrices of even size. I was wondering if the theorem also holds for positive semi-definite matrices with even rank. More precisely, if $A$ is a $2n times 2n$ positive semi-definite matrix of rank $2k$ then does there exist a positive diagonal matrix $D$ of size $n$ and rank $k$ with increasing diagonal entries $0 le cdots le d_1 le cdots le d_k$ and a symplectic matrix $M$ such that $M^T A M = beginbmatrix D & 0 \ 0 & D endbmatrix$?
symmetric-matrices symplectic-linear-algebra
symmetric-matrices symplectic-linear-algebra
edited Mar 14 at 4:49
J. W. Tanner
3,4601320
3,4601320
asked Mar 14 at 4:33
HemantHemant
1085
1085
add a comment |
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function ()
return StackExchange.using("mathjaxEditing", function ()
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
);
);
, "mathjax-editing");
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "69"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3147562%2fwilliamsons-theorem-for-positive-semi-definite-matrices-of-even-size%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3147562%2fwilliamsons-theorem-for-positive-semi-definite-matrices-of-even-size%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown