The properties of a kind of random symplectic matrices
type: Item
instance of: scholarly article
title: The properties of a kind of random symplectic matrices
zbMATH Open document ID: 1022.15028
DOI: 10.1007/BF02437777
author: Qingyou Yan
published in: Applied Mathematics and Mechanics. (English Edition)
publication date: 2003-03-12T00:00:00Z
review text: A study of the properties of the symplectic matrix \(S= I_{2n}- ww^TJ\) is given, where \(I_N\) is the \(N\times N\) identity, and \(J= \left[\begin{smallmatrix} 0 & I_n\\ -I_n & 0\end{smallmatrix}\right]\); \(w\in \mathbb{R}^{2n}\) is a unit vector.
Mathematics Subject Classification ID: 15B52
zbMATH DE Number: 1880767
zbMATH Keywords: random matrix
zbMATH Keywords: symplectic matrix
reviewed by: Witold Więsław
MaRDI profile type: Publication
cites work: A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
cites work: A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils
cites work: Numerical methods for large eigenvalue problems
cites work: Q5689624
cites work: A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
full work available at URL: https://doi.org/10.1007/bf02437777
OpenAlex ID: W2109136938
description: scientific article; zbMATH DE number 1880767