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003 ISI Library, Kolkata
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040 _aISI Library
_bEnglish
082 0 4 _223
_a510
_bM678
100 1 _aMishra, Hemant Kumar
_eauthor
245 1 0 _aDifferential and subdifferential properties of symplectic eigenvalues/
_cHemant Kumar Mishra
260 _aNew Delhi:
_bIndian Statistical Institute,
_c2021
300 _ax,106 pages,
502 _aThesis (Ph.D.) - Indian Statistical Institute, 2021
504 _aIncludes bibliographical references
505 0 _aIntroduction -- 1 Preliminaries -- 2 Differentiability and analyticity of symplectic eigenvalues -- 3 First order directional derivatives of symplectic eigenvalues -- 4 Clarke and Michel-Penot subdifferentials of symplectic eigenvalues --
508 _aGuided by Prof. Tanvi Jain
520 _aA real 2n × 2n matrix M is called a symplectic matrix if MT JM = J, where J is the 2n × 2n matrix given by J = O In −In O and In is the n × n identity matrix. A result on symplectic matrices, generally known as Williamson’s theorem, states that for any 2n × 2n positive definite matrix A there exists a symplectic matrix M such that MT AM = D ⊕ D where D is an n × n positive diagonal matrix with diagonal entries 0 < d1(A) ≤ · · · ≤ dn(A) called the symplectic eigenvalues of A. In this thesis, we study differentiability and analyticity properties of symplectic eigenvalues and corresponding symplectic eigenbasis. In particular, we prove that simple symplectic eigenvalues are infinitely differentiable and compute their first order derivative. We also prove that symplectic eigenvalues and corresponding symplectic eigenbasis for a real analytic curve of positive definite matrices can be chosen real analytically. We then derive an analogue of Lidskii’s theorem for symplectic eigenvalues as an application of our analysis. We study various subdifferential properties of symplectic eigenvalues such as Fenchel subdifferentials, Clarke subdifferentials and Michel-Penot subdifferentials. We show that symplectic eigenvalues are directionally differentiable and derive the expression of their first order directional derivatives.
650 4 _aSymplectic Eigenvalues
650 4 _aSymplectic Matrix
856 _yFull Text
_uhttp://dspace.isical.ac.in:8080/jspui/handle/10263/7232
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_cTH
999 _c428442
_d428442