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• W2023180382 abstract "A matrix S∈C2m×2m is symplectic if SJS∗=J, whereJ=0Im−Im0.Symplectic matrices play an important role in the analysis and numerical solution of matrix problems involving the indefinite inner product x∗(iJ)y. In this paper we provide several matrix factorizations related to symplectic matrices. We introduce a singular value-like decomposition B=QDS−1 for any real matrix B∈Rn×2m, where Q is real orthogonal, S is real symplectic, and D is permuted diagonal. We show the relation between this decomposition and the canonical form of real skew-symmetric matrices and a class of Hamiltonian matrices. We also show that if S is symplectic it has the structured singular value decomposition S=UDV∗, where U,V are unitary and symplectic, D=diag(Ω,Ω−1) and Ω is positive diagonal. We study the BJBT factorization of real skew-symmetric matrices. The BJBT factorization has the applications in solving the skew-symmetric systems of linear equations, and the eigenvalue problem for skew-symmetric/symmetric pencils. The BJBT factorization is not unique, and in numerical application one requires the factor B with small norm and condition number to improve the numerical stability. By employing the singular value-like decomposition and the singular value decomposition of symplectic matrices we give the general formula for B with minimal norm and condition number." @default.
• W2023180382 created "2016-06-24" @default.
• W2023180382 creator A5044360587 @default.
• W2023180382 date "2003-07-01" @default.
• W2023180382 modified "2023-10-07" @default.
• W2023180382 title "An SVD-like matrix decomposition and its applications" @default.
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• W2023180382 doi "https://doi.org/10.1016/s0024-3795(03)00370-7" @default.
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