Variational principles for symplectic eigenvalues

2020 ◽  
pp. 1-7
Author(s):  
Rajendra Bhatia ◽  
Tanvi Jain

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 $d_{i+j-1}(A+B)\geqslant d_i(A)+d_j(B).$

2014 ◽  
Vol 2 (1) ◽  
Author(s):  
Rajesh Pereira ◽  
Joanna Boneng

AbstractWe generalize the theory of positive diagonal scalings of real positive definite matrices to complex diagonal scalings of complex positive definite matrices. A matrix A is a diagonal scaling of a positive definite matrix M if there exists an invertible complex diagonal matrix D such that A = D*MD and where every row and every column of A sums to one. We look at some of the key properties of complex diagonal scalings and we conjecture that every n by n positive definite matrix has at most 2


2019 ◽  
Vol 21 (07) ◽  
pp. 1850057 ◽  
Author(s):  
Francesca Anceschi ◽  
Michela Eleuteri ◽  
Sergio Polidoro

We consider weak solutions of second-order partial differential equations of Kolmogorov–Fokker–Planck-type with measurable coefficients in the form [Formula: see text] where [Formula: see text] is a symmetric uniformly positive definite matrix with bounded measurable coefficients; [Formula: see text] and the components of the vector [Formula: see text] are bounded and measurable functions. We give a geometric statement of the Harnack inequality recently proved by Golse et al. As a corollary, we obtain a strong maximum principle.


Author(s):  
Valentin A. Bereznev

AbstractAn approach based on projection of a vector onto a pointed convex polyhedral cone is proposed for solving the quadratic programming problem with a positive definite matrix of the quadratic form. It is proved that this method has polynomial complexity. A method is said to be of polynomial computational complexity if the solution to the problem can be obtained in N


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