In mathematics, a P-matrix is a complex square matrix with every principal minor > 0. A closely related class is that of \( P_{0} \)-matrices, which are the closure of the class of P-matrices, with every principal minor \( \geq 0 \).
Spectra of P-matrices
By a theorem of Kellogg,[1][2] the eigenvalues of P- and \( P_{0} \) - matrices are bounded away from a wedge about the negative real axis as follows:
If \( \{u_{1},...,u_{n}\} \) are the eigenvalues of an n-dimensional P-matrix, where n>1, then
\( {\displaystyle |\arg(u_{i})|<\pi -{\frac {\pi }{n}},\ i=1,...,n} \)
If \( \{u_{1},...,u_{n}\} \), \( u_{i}\neq 0 \), i=1,...,n are the eigenvalues of an n-dimensional \( P_{0} \)-matrix, then
| \( {\displaystyle |\arg(u_{i})|\leq \pi -{\frac {\pi }{n}},\ i=1,...,n} \)
Remarks
The class of nonsingular M-matrices is a subset of the class of P-matrices. More precisely, all matrices that are both P-matrices and Z-matrices are nonsingular M-matrices. The class of sufficient matrices is another generalization of P-matrices.[3]
The linear complementarity problem \( {\displaystyle \mathrm {LCP} (M,q)} \) has a unique solution for every vector q if and only if M is a P-matrix.[4] This implies that if M is a P-matrix, then M is a Q-matrix.
If the Jacobian of a function is a P-matrix, then the function is injective on any rectangular region of R n {\displaystyle \mathbb {R} ^{n}} \mathbb {R} ^{n}.[5]
A related class of interest, particularly with reference to stability, is that of P ( − ) {\displaystyle P^{(-)}} P^{{(-)}}-matrices, sometimes also referred to as N-P-matrices. A matrix A is a \( P^{{(-)}} \) -matrix if and only if (-A) is a P-matrix (similarly for \( P_{0} \) -matrices). Since \( \sigma (A)=-\sigma (-A) \), the eigenvalues of these matrices are bounded away from the positive real axis.
See also
Hurwitz matrix
Linear complementarity problem
M-matrix
Q-matrix
Z-matrix
Perron–Frobenius theorem
Notes
Kellogg, R. B. (April 1972). "On complex eigenvalues ofM andP matrices". Numerische Mathematik. 19 (2): 170–175. doi:10.1007/BF01402527.
Fang, Li (July 1989). "On the spectra of P- and P0-matrices". Linear Algebra and its Applications. 119: 1–25. doi:10.1016/0024-3795(89)90065-7.
Csizmadia, Zsolt; Illés, Tibor (2006). "New criss-cross type algorithms for linear complementarity problems with sufficient matrices" (pdf). Optimization Methods and Software. 21 (2): 247–266. doi:10.1080/10556780500095009. MR 2195759.
Murty, Katta G. (January 1972). "On the number of solutions to the complementarity problem and spanning properties of complementary cones" (PDF). Linear Algebra and its Applications. 5 (1): 65–108. doi:10.1016/0024-3795(72)90019-5.
Gale, David; Nikaido, Hukukane (10 December 2013). "The Jacobian matrix and global univalence of mappings". Mathematische Annalen. 159 (2): 81–93. doi:10.1007/BF01360282.
References
Csizmadia, Zsolt; Illés, Tibor (2006). "New criss-cross type algorithms for linear complementarity problems with sufficient matrices" (pdf). Optimization Methods and Software. 21 (2): 247–266. doi:10.1080/10556780500095009. MR 2195759.
David Gale and Hukukane Nikaido, The Jacobian matrix and global univalence of mappings, Math. Ann. 159:81-93 (1965) doi:10.1007/BF01360282
Li Fang, On the Spectra of P- and In mathematics, a P-matrix is a complex square matrix with every principal minor > 0. A closely related class is that of \( P_{0} \)-matrices, which are the closure of the class of P-matrices, with every principal minor \( \geq 0 \).
Spectra of P-matrices
By a theorem of Kellogg,[1][2] the eigenvalues of P- and \( P_{0} \) - matrices are bounded away from a wedge about the negative real axis as follows:
If \( \{u_{1},...,u_{n}\} \) are the eigenvalues of an n-dimensional P-matrix, where n>1, then
\( {\displaystyle |\arg(u_{i})|<\pi -{\frac {\pi }{n}},\ i=1,...,n} \)
If \( \{u_{1},...,u_{n}\} \), \( u_{i}\neq 0 \), i=1,...,n are the eigenvalues of an n-dimensional \( P_{0} \)-matrix, then
| \( {\displaystyle |\arg(u_{i})|\leq \pi -{\frac {\pi }{n}},\ i=1,...,n} \)
Remarks
The class of nonsingular M-matrices is a subset of the class of P-matrices. More precisely, all matrices that are both P-matrices and Z-matrices are nonsingular M-matrices. The class of sufficient matrices is another generalization of P-matrices.[3]
The linear complementarity problem \( {\displaystyle \mathrm {LCP} (M,q)} \) has a unique solution for every vector q if and only if M is a P-matrix.[4] This implies that if M is a P-matrix, then M is a Q-matrix.
If the Jacobian of a function is a P-matrix, then the function is injective on any rectangular region of \( \mathbb {R} ^{n} \).[5]
A related class of interest, particularly with reference to stability, is that of \ P^{{(-)}} \) -matrices, sometimes also referred to as N-P-matrices. A matrix A is a \( P^{{(-)}} \) -matrix if and only if (-A) is a P-matrix (similarly for \( P_{0} \) -matrices). Since \( \sigma (A)=-\sigma (-A) \), the eigenvalues of these matrices are bounded away from the positive real axis.
See also
Hurwitz matrix
Linear complementarity problem
M-matrix
Q-matrix
Z-matrix
Perron–Frobenius theorem
Notes
Kellogg, R. B. (April 1972). "On complex eigenvalues ofM andP matrices". Numerische Mathematik. 19 (2): 170–175. doi:10.1007/BF01402527.
Fang, Li (July 1989). "On the spectra of P- and P0-matrices". Linear Algebra and its Applications. 119: 1–25. doi:10.1016/0024-3795(89)90065-7.
Csizmadia, Zsolt; Illés, Tibor (2006). "New criss-cross type algorithms for linear complementarity problems with sufficient matrices" (pdf). Optimization Methods and Software. 21 (2): 247–266. doi:10.1080/10556780500095009. MR 2195759.
Murty, Katta G. (January 1972). "On the number of solutions to the complementarity problem and spanning properties of complementary cones" (PDF). Linear Algebra and its Applications. 5 (1): 65–108. doi:10.1016/0024-3795(72)90019-5.
Gale, David; Nikaido, Hukukane (10 December 2013). "The Jacobian matrix and global univalence of mappings". Mathematische Annalen. 159 (2): 81–93. doi:10.1007/BF01360282.
References
Csizmadia, Zsolt; Illés, Tibor (2006). "New criss-cross type algorithms for linear complementarity problems with sufficient matrices" (pdf). Optimization Methods and Software. 21 (2): 247–266. doi:10.1080/10556780500095009. MR 2195759.
David Gale and Hukukane Nikaido, The Jacobian matrix and global univalence of mappings, Math. Ann. 159:81-93 (1965) doi:10.1007/BF01360282
Li Fang, On the Spectra of P- and \( P_{0} \)}-Matrices, Linear Algebra and its Applications 119:1-25 (1989)
R. B. Kellogg, On complex eigenvalues of M and P matrices, Numer. Math. 19:170-175 (1972) \( P_{0} \)-Matrices, Linear Algebra and its Applications 119:1-25 (1989)
R. B. Kellogg, On complex eigenvalues of M and P matrices, Numer. Math. 19:170-175 (1972)
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