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?

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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?













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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 $M^T A M = beginbmatrix D & 0 \ 0 & D endbmatrix$?










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$endgroup$
















    0












    $begingroup$


    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 $M^T A M = beginbmatrix D & 0 \ 0 & D endbmatrix$?










    share|cite|improve this question











    $endgroup$














      0












      0








      0


      2



      $begingroup$


      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 $M^T A M = beginbmatrix D & 0 \ 0 & D endbmatrix$?










      share|cite|improve this question











      $endgroup$




      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






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      share|cite|improve this question













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      edited Mar 14 at 4:49









      J. W. Tanner

      3,4601320




      3,4601320










      asked Mar 14 at 4:33









      HemantHemant

      1085




      1085




















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