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A Recursive Test for P-Matrices |
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| Authors: | Michael J Tsatsomeros Lei Li |
| Institution: | (1) Department of Mathematics and Statistics, University of Regina, Regina, Saskatchewan, Canada, S4S 0A2.;(2) Faculty of Science, Yamaguchi University, Yamaguchi, 753-8512, Japan. |
| Abstract: | The time complexity for testing whether an n-by-n real matrix is a P-matrix is reduced from O(2n n 3) to O(2 n ) by applying recursively a criterion for P-matrices based on Schur complementation. A Matlab program implementing the associated algorithm is provided. |
| Keywords: | P-matrix principal minor Schur complement complexity |
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