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September 2008 CORTONA-ITALY, 2008 1 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM- UC3M-UCM and Departamento de Matemáticas, Universidad Carlos III de Madrid, Spain Joint work with Charles R. Johnson, The College of William and Mary, Williamsburg, VA, USA

September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

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Page 1: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 1

DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES

Froilán M. Dopico

Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCMand

Departamento de Matemáticas, Universidad Carlos III de Madrid, Spain

Joint work with Charles R. Johnson, The College of William and Mary, Williamsburg, VA, USA

Page 2: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 2

Symplectic Matrices

Page 3: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 3

The problem to be solved

Symplectic matrices are implicitly defined as solutions of the nonlinear matrix equation

This characterization makes difficult to work with them, both in theory and in structured numerical algorithms.

OUR GOAL: To present an explicit description (parametrization) of the group of symplectic matrices, i.e., to find the set of solutions of

and to apply this parametrization to construct symplectic matrices that have extra structures.

This is useful for checking if a matrix is symplectic, but not for constructing symplectic matrices.

Page 4: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 4

Outline of the talk

1. Previous results

2. Parametrization

3. Brief Summary on subparametrization problems

4. Description of doubly structured sets (symplectic and other property):

• LU factorizations of symplectic

• Orthogonal symplectic

• Positive definite symplectic

• Positive elementwise symplectic

• TN, TP, oscillatory symplectic

• Symplectic M-Matrices

5. Conclusions and Open problems

Page 5: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 5

Previous I: A result by Mehrmann (SIMAX, 1988)

Page 6: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 6

Parametrization with nonsingular (1,1)-block

Page 7: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 7

Parametrization with nonsingular (1,1)-block

Page 8: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 8

Previous II: The complementary bases theorem

Page 9: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 9

The group of symplectic matrices

Page 10: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 10

Subparametrization Problems (I)

Page 11: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 11

Subparametrization Problems (II)

Page 12: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 12

LU factorizations of Symplectic Matrices (I)

Page 13: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 13

LU factorizations of Symplectic Matrices (II)

Page 14: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 14

Symplectic Orthogonal Matrices

Page 15: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 15

Symplectic Positive Definite (PD) Matrices

Page 16: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 16

Symplectic Matrices with positive entries

Page 17: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 17

Totally Nonnegative (TN) Symplectic Matrices (I)

DEFINITIONS:

Page 18: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 18

Totally Nonnegative (TN) Symplectic Matrices (II)

Page 19: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 19

Totally Nonnegative (TN) Symplectic Matrices (III)

Page 20: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 20

Totally Nonnegative (TN) Symplectic Matrices (IV)

Page 21: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 21

Symplectic M-Matrices (I)

Page 22: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 22

Symplectic M-Matrices (II)

Page 23: September 2008CORTONA-ITALY, 20081 DOUBLY STRUCTURED SETS OF SYMPLECTIC MATRICES Froilán M. Dopico Instituto de Ciencias Matemáticas CSIC-UAM-UC3M-UCM

September 2008 CORTONA-ITALY, 2008 23

Conclusions and Open Problems

• An explicit description of the group of symplectic matrices has been introduced.

• It allows us to characterize very easily several structured sets of symplectic matrices.

• How to extend this approach to other structured sets? Rank structured symplectic matrices?

• Perturbation theory with respect the symplectic parameters? Interesting properties?

• How to compute the parametrization in a stable an efficient way if we are given the entries of a symplectic matrix?

• Have these symplectic parameters an intrinsic meaning?