On the semigroup of standard symplectic matrices and its applications

Abstract A matrix Z∈ R 2n×2n is said to be in the standard symplectic form if Z enjoys a block LU-decomposition in the sense of A 0 −H I Z= I G 0 A T , where A is nonsingular and both G and H are symmetric and positive definite in R n×n . Such a structure arises naturally in the discrete algebraic Riccati equations. This note contains two results: First, by means of a parameter representation it is shown that the set of all 2 n ×2 n standard symplectic matrices is closed under multiplication and, thus, forms a semigroup. Secondly, block LU-decompositions of powers of Z can be derived in closed form which, in turn, can be employed recursively to induce an effective structure-preserving algorithm for solving the Riccati equations. The computational cost of doubling and tripling of the powers is investigated. It is concluded that doubling is the better strategy.