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M-matrix (Definition)

A Z-matrix $ A$ is called an M-matrix if it satisfies any one of the following equivalent conditions.

  1. All principal minors of $ A$ are positive.
  2. The leading principal minors of $ A$ are positive.
  3. $ A$ can be written in the form $ A=kI-B$, where $ B$ is a non-negative matrix whose spectral radius is strictly less than $ k$.
  4. All real eigenvalues of $ A$ are positive.
  5. The real part of any eigenvalue of $ A$ is positive.
  6. $ A$ is non-singular and the inverse of $ A$ is non-negative.
  7. $ Av \geq 0 $ implies $ v\geq 0$.
  8. There exists a vector $ v$ with non-negative entries such that $ Av > 0$.
  9. $ A+D$ is non-singular for every non-negative diagonal matrix $ D$.
  10. $ A+kI$ is non-singular for all $ k\geq 0$.
  11. For each nonzero vector $ v$, $ v_i (Av)_i>0$ for some $ i$.
  12. There is a positive diagonal matrix $ D$ such that the matrix $ DA + A^TD$ is positive definite.
  13. $ A$ can be factorized as $ LU$, where $ L$ is lower triangular, $ U$ is upper triangular, and the diagonal entries of both $ L$ and $ U$ are positive.
  14. The diagonal entries of $ A$ are positive and $ AD$ is strictly diagonally dominant for some positive diagonal matrix $ D$.

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.



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Cross-references: strictly diagonally dominant, diagonal, upper triangular, lower triangular, positive definite, diagonal matrix, vector, implies, inverse, non-singular, eigenvalue, real part, eigenvalues, real, strictly, spectral radius, matrix, positive, principal minors, equivalent, Z-matrix
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This is version 4 of M-matrix, born on 2005-07-25, modified 2006-09-11.
Object id is 7257, canonical name is MMatrix.
Accessed 7179 times total.

Classification:
AMS MSC15A57 (Linear and multilinear algebra; matrix theory :: Other types of matrices )

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