M-matrix
A Z-matrix is called an M-matrix if it satisfies any one of the following equivalent conditions.
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1.
All principal minors of are positive.
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2.
The leading principal minors of are positive.
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3.
can be written in the form , where is a non-negative matrix whose spectral radius is strictly less than .
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4.
All real eigenvalues of are positive.
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5.
The real part of any eigenvalue of is positive.
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6.
is non-singular and the inverse of is non-negative.
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7.
implies .
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8.
There exists a vector with non-negative entries such that .
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9.
is non-singular for every non-negative diagonal matrix .
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10.
is non-singular for all .
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11.
For each nonzero vector , for some .
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12.
There is a positive diagonal matrix such that the matrix is positive definite.
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13.
can be factorized as , where is lower triangular, is upper triangular, and the diagonal entries of both and are positive.
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14.
The diagonal entries of are positive and is strictly diagonally dominant for some positive diagonal matrix .
Reference:
M. Fiedler, Special Matrices and Their Applications in Numerical Mathematics, Martinus Nijhoff, Dordrecht, 1986.
R. A. Horn and C. R. Johnson, Topics in Matrix Analysis, Cambridge University Press, Cambridge, 1991.
Title | M-matrix |
---|---|
Canonical name | Mmatrix |
Date of creation | 2013-03-22 15:24:54 |
Last modified on | 2013-03-22 15:24:54 |
Owner | kshum (5987) |
Last modified by | kshum (5987) |
Numerical id | 7 |
Author | kshum (5987) |
Entry type | Definition |
Classification | msc 15A57 |