Symplectic eigenvalues of positive-semidefinite matrices and the trace minimization theorem

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Nguyen Thanh Son
Tatjana Stykel


Symplectic eigenvalues are conventionally defined for symmetric positive-definite matrices via Williamson's diagonal form. Many properties of standard eigenvalues, including the trace minimization theorem, have been extended to the case of symplectic eigenvalues. In this note, we will generalize Williamson's diagonal form for symmetric positive-definite matrices to the case of symmetric positive-semidefinite matrices, which allows us to define symplectic eigenvalues, and prove the trace minimization theorem in the new setting.

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