M-matrix
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≥0 implies v≥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≥0.
-
11.
For each nonzero vector v, vi(Av)i>0 for some i.
-
12.
There is a positive diagonal matrix D such that the matrix DA+ATD 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.
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 |