Smooth dependence of fixed points of Hamiltonians

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Abstract

We consider the Lie semigroup of symplectic Hamiltonians acting on the open convex cone of positive definite matrices via linear fractional transformations. Each member of its interior contracts strictly the invariant Finsler metric, the Thompson metric on the cone, and has a unique positive definite fixed point. We show that the fixed point map is smooth. As applications, we obtain the smooth dependence of the solutions of discrete algebraic Riccati equations and a family of smooth maps from the Siegel upper half-plane over the cone of positive definite matrices into its imaginary part.

Original languageEnglish
Pages (from-to)87-99
Number of pages13
JournalLinear Algebra and Its Applications
Volume655
DOIs
StatePublished - 15 Dec 2022

Keywords

  • Discrete algebraic Riccati equation
  • Positive definite matrix
  • Stein operator
  • Symplectic Hamiltonian
  • Thompson metric

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