my-server
← Wiki

P-matrix

In mathematics, a -matrix is a complex square matrix with every principal minor is positive. A closely related class is that of -matrices, which are the closure of the class of -matrices, with every principal minor 0.

Spectra of -matrices

By a theorem of Kellogg, the eigenvalues of - and - matrices are bounded away from a wedge about the negative real axis as follows:

If are the eigenvalues of an -dimensional -matrix, where , then
:
If , , are the eigenvalues of an -dimensional -matrix, then
:

Remarks

The class of nonsingular M-matrices is a subset of the class of -matrices. More precisely, all matrices that are both -matrices and Z-matrices are nonsingular -matrices. The class of sufficient matrices is another generalization of -matrices.

The linear complementarity problem has a unique solution for every vector if and only if is a -matrix. This implies that if is a -matrix, then is a -matrix.

If the Jacobian of a function is a -matrix, then the function is injective on any rectangular region of .

A related class of interest, particularly with reference to stability, is that of -matrices, sometimes also referred to as -matrices. A matrix is a -matrix if and only if is a -matrix (similarly for -matrices). Since , the eigenvalues of these matrices are bounded away from the positive real axis.

See also

Notes

References

  • David Gale and Hukukane Nikaido, The Jacobian matrix and global univalence of mappings, Math. Ann. 159:81-93 (1965)
  • Li Fang, On the Spectra of - and -Matrices, Linear Algebra and its Applications 119:1-25 (1989)
  • R. B. Kellogg, On complex eigenvalues of and matrices, Numer. Math. 19:170-175 (1972)