Perron–Frobenius property of copositive matrices, and a block copositivity criterion |
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Authors: | Immanuel M Bomze |
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Institution: | aDepartment of Statistics and Decision Support Systems, University of Vienna, Austria |
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Abstract: | Haynsworth and Hoffman proved in 1969 that the spectral radius of a symmetric copositive matrix is an eigenvalue of this matrix. This note investigates conditions which guarantee that an eigenvector corresponding to this dominant eigenvalue has no negative coordinates, i.e., whether the Perron–Frobenius property holds. Also a block copositivity criterion using the Schur complement is specified which may be helpful to reduce dimension in copositivity checks and which generalizes results proposed by Andersson et al. in 1995, and Johnson and Reams in 2005. Apparently, the latter five researchers were unaware of the more general results by the author precedingly published in 1987 and 1996, respectively. |
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Keywords: | Dominant eigenvalue Positive eigenvector Schur complement Spectral radius |
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