
handle: 11384/75292
Let \(Sp(n, \mathbb R)=\{S\in SL_{2n}(\mathbb R) : S^tJS=J\}\) be the Lie group of symplectic matrices. The authors present an algorithm for computing the Iwasawa decomposition of a matrix \( Sp(n, \mathbb R)\ni S=KAN\), where \(K\) is compact, \(A\) abelian, and \(N\) nilpotent matrices, via the QR fractorization. The algorithm presented improves the method recently described by \textit{T.-Y. Yam} [Computing Iwasawa decomposition of a symplectic matrix by Cholesky factorization, Appl. Math. Lett. (to appear)], as it is more accurate and efficient.
algorithm, Algebraic systems of matrices, Applied Mathematics, Numerical stability, Other matrix algorithms, QR factorization, Iwasawa decomposition, Factorization of matrices, numerical stability, Symplectic group, Linear algebraic groups over the reals, the complexes, the quaternions, Cholesky factorization; Iwasawa decomposition; Numerical stability; QR factorization; Symplectic group; Applied Mathematics, Hermitian, skew-Hermitian, and related matrices, symplectic group, Cholesky factorization
algorithm, Algebraic systems of matrices, Applied Mathematics, Numerical stability, Other matrix algorithms, QR factorization, Iwasawa decomposition, Factorization of matrices, numerical stability, Symplectic group, Linear algebraic groups over the reals, the complexes, the quaternions, Cholesky factorization; Iwasawa decomposition; Numerical stability; QR factorization; Symplectic group; Applied Mathematics, Hermitian, skew-Hermitian, and related matrices, symplectic group, Cholesky factorization
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