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Hamiltonian Matrix


A (2n)×(2n) complex matrix A in C^(2n×2n) is said to be Hamiltonian if

 J_nA=(J_nA)^(H),
(1)

where J_n in R^(2n×2n) is the matrix of the form

 J_n=[0 I_n; I_n 0],
(2)

I_n is the n×n identity matrix, and B^(H) denotes the conjugate transpose of a matrix B. An analogous definition holds in the case of real (2n)×(2n) matrices A by requiring that J_nA be symmetric, i.e., by replacing (J_nA)^(H) by (J_nA)^(T) in (1).

Note that this criterion specifies precisely how a Hamiltonian matrix must look. Indeed, every Hamiltonian matrix A (here assumed to have complex entries) must have the form

 A=[X D; G -X^H]
(3)

where D,G in C^(n×n) satisfy D=D^(H) and G=G^(H). This characterization holds for A having strictly real entries as well by replacing all instances of the conjugate transpose operator in (1) by the transpose operator instead.


See also

Conjugate Transpose, Identity Matrix, Matrix, Symmetric Matrix, Transpose

This entry contributed by Christopher Stover

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References

Lin, W.; Mehrmann, V.; and Xu, H. "Canonical Forms for Hamiltonian and Symplectic Matrices and Pencils." Lin. Alg. Appl. 302-303, 469-533, 1999.Yuantong, P. "Hamiltonian Matrices and the Algebraic Riccati Equation." 2009. http://www2.mpi-magdeburg.mpg.de/mpcsc/mitarbeiter/saak/lehre/Matrixgleichungen/pyuantong_09WS.pdf.

Cite this as:

Stover, Christopher. "Hamiltonian Matrix." From MathWorld--A Wolfram Web Resource, created by Eric W. Weisstein. https://mathworld.wolfram.com/HamiltonianMatrix.html

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