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Variational principles for symplectic eigenvalues
Canadian Mathematical Bulletin ( IF 0.5 ) Pub Date : 2020-08-20 , DOI: 10.4153/s0008439520000648
Rajendra Bhatia , Tanvi Jain

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



中文翻译:

辛特征值的变分原理

如果A是一个实数 $2n \times 2n$ 正定矩阵,那么存在一个辛矩阵M使得 $M^TAM=\text {diag}(D, D),$ 其中D是一个对角线的正对角矩阵条目 $d_1(A)\leqslant\cdots\leqslant d_n(A).$ 我们证明了 $d_k(A)$ 的 maxmin 原理, 类似于 Hermitian 特征值的经典 Courant-Fisher-Weyl 原理,并用它来推导类似外尔不等式 $d_{i+j-1}(A+B)\geqslant d_i(A)+d_j(B).$

更新日期:2020-08-20
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