Strict double diagonal dominance in Euclidean Jordan algebras

In the first part of the paper, we deal with Euclidean Jordan algebraic generalizations of some results of Brualdi on inclusion regions for the eigenvalues of complex matrices using directed graphs. As a consequence, the theorems of Brauer–Ostrowski and Brauer on the location of eigenvalues are extended to the setting of Euclidean Jordan algebras. In the second part, motivated by the work of Li and Tsatsomeros on the class of doubly diagonally dominant matrices with complex entries and its subclasses, we present some inter-relations between the H-property, generalized strict diagonal dominance, invertibility, and strict double diagonal dominance in Euclidean Jordan algebras. In addition, we show that in a Euclidean Jordan algebra, the Schur complements of a strictly doubly diagonally dominant element inherit this property.     

Schur complements, Schur determinantal and Haynsworth inertia formulas in Euclidean Jordan algebras

In this article, we study the concept of Schur complement in the setting of Euclidean Jordan algebras and describe Schur determinantal and Haynsworth inertia formulas.     

The Schur complement of strictly doubly diagonally dominant matrices and its application

It is known that the Schur complements of doubly diagonally dominant matrices are doubly diagonally dominant. In this paper, we obtain an estimate for the doubly diagonally dominant degree on the Schur complement of strictly doubly diagonally dominant matrices. Then, as an application we obtain that the eigenvalues of the Schur complements are located in the Brauer Ovals of Cassini of the original matrices under certain conditions. As another application, we obtain an upper bound for the infinity norm on the inverse on the Schur complement of strictly doubly diagonally dominant matrices. Further, based on the derived results, we give a kind of iteration called the Schur-based iteration, which can solve large scale linear systems though reducing the order by the Schur complement and can compute out the results faster.     

Some properties of Schur complements and diagonal-Schur complements of diagonally dominant matrices

In this paper, we prove that the diagonal-Schur complement of a strictly doubly diagonally dominant matrix is strictly doubly diagonally dominant matrix. The same holds for the diagonal-Schur complement of a strictly generalized doubly diagonally dominant matrix and a nonsingular H-matrix. We point out that under certain assumptions, the diagonal-Schur complement of a strictly doubly (doubly product) γ-diagonally dominant matrix is also strictly doubly (doubly product) γ-diagonally dominant. Further, we provide the distribution of the real parts of eigenvalues of a diagonal-Schur complement of H-matrix. We also show that the Schur complement of a γ-diagonally dominant matrix is not always γ-diagonally dominant by a numerical example, and then obtain a sufficient condition to ensure that the Schur complement of a γ-diagonally dominant matrix is γ-diagonally dominant.     

The precise consistency consensus matrix in a local AHP-group decision making context

In matrix theory, Fu and Markham showed using majorization technique that if a Hermitian matrix satisfies certain conditions, then the matrix must be block-diagonal. In this paper, we extend this result to the setting of simple Euclidean Jordan algebras by using the Cauchy interlacing theorem and the Schur complement Cauchy interlacing theorem.     

Theorems on Schur complement of block diagonally dominant matrices and their application in reducing the order for the solution of large scale linear systems

We firstly consider the block dominant degree for I-(II-)block strictly diagonally dominant matrix and their Schur complements, showing that the block dominant degree for the Schur complement of an I-(II-)block strictly diagonally dominant matrix is greater than that of the original grand block matrix. Then, as application, we present some disc theorems and some bounds for the eigenvalues of the Schur complement by the elements of the original matrix. Further, by means of matrix partition and the Schur complement of block matrix, based on the derived disc theorems, we give a kind of iteration called the Schur-based iteration, which can solve large scale linear systems though reducing the order by the Schur complement and the numerical example illustrates that the iteration can compute out the results faster.     

广义严格对角占优阵的判定程序

1 引言和符号 在本文中,均采用下列符号而不再重申.恒用N表示前n个自然数的集合;而用Mn(C)和Mn(R)分别表示所有n阶复矩阵和所有n阶实矩阵的集合. Z_N={A|A=(a_(ij))_(n×n)∈Mn(R),a_(ij)≤0,i,j∈N,i≠j},I恒表示单位矩阵. 如果A∈Mn(R)且A的所有元素都为非负实数,则称A为非负方阵,并记为A≥0;若A的所有元素都为正数,则称A为正矩阵,并记为A>0. 对A=(a_(ij))(n×n)∈Mn(C),令A_i(A)=sum from j=1 j≠i to n (|a_(ij)|(i=1、2…… n)) ;若把A的非零元用1代替 而得到—个n阶(0,1)矩阵。称为A的导出矩阵。记为;而把A的比较矩阵记为 u(A)=(b_(ij))_(n×n))其中b_(ij)=|a_(ij)|,b_(ij)=-|a_(ij)|(i,j∈N i≠j)     

The same growth of FB and NR symmetric cone complementarity functions

We establish that the Fischer–Burmeister (FB) complementarity function and the natural residual (NR) complementarity function associated with the symmetric cone have the same growth, in terms of the classification of Euclidean Jordan algebras. This, on the one hand, provides an affirmative answer to the second open question proposed by Tseng (J Optim Theory Appl 89:17–37, 1996) for the matrix-valued FB and NR complementarity functions, and on the other hand, extends the third important inequality of Lemma 3.1 in the aforementioned paper to the setting of Euclidean Jordan algebras. It is worthwhile to point out that the proof is surprisingly simple.     

On diagonal-Schur complements of block diagonally dominant matrices

It is known that the diagonal-Schur complements of strictly diagonally dominant matrices are strictly diagonally dominant matrices [J.Z. Liu, Y.Q. Huang, Some properties on Schur complements of H-matrices and diagonally dominant matrices, Linear Algebra Appl. 389 (2004) 365-380], and the same is true for nonsingular H-matrices [J.Z. Liu, J.C. Li, Z.T. Huang, X. Kong, Some properties of Schur complements and diagonal-Schur complements of diagonally dominant matrices, Linear Algebra Appl. 428 (2008) 1009-1030]. In this paper, we research the properties on diagonal-Schur complements of block diagonally dominant matrices and prove that the diagonal-Schur complements of block strictly diagonally dominant matrices are block strictly diagonally dominant matrices, and the same holds for generalized block strictly diagonally dominant matrices.     

Some inequalities involving determinants,eigenvalues, and Schur complements in Euclidean Jordan algebras

In this paper, using Schur complements, we prove various inequalities in Euclidean Jordan algebras. Specifically, we study analogues of the inequalities of Fischer, Hadamard, Bergstrom, Oppenheim, and other inequalities related to determinants, eigenvalues, and Schur complements.     

Criteria and Schur complements of H-matrices

The purpose of this paper is twofold: We first present a sufficient condition for testing strictly generalized diagonally dominant matrices (i.e., H-matrices) and we claim that our criterion is superior to the existing ones. We then show that the proper subset of the H-matrices determined by the condition preserves the closure property under the Schur complement operation.     

Polynomial Convergence of Second-Order Mehrotra-Type Predictor-Corrector Algorithms over Symmetric Cones

This paper presents an extension of the variant of Mehrotra’s predictor–corrector algorithm which was proposed by Salahi and Mahdavi-Amiri (Appl. Math. Comput. 183:646–658, 2006) for linear programming to symmetric cones. This algorithm incorporates a safeguard in Mehrotra’s original predictor–corrector algorithm, which keeps the iterates in the prescribed neighborhood and allows us to get a reasonably large step size. In our algorithm, the safeguard strategy is not necessarily used when the affine scaling step behaves poorly, which is different from the algorithm of Salahi and Mahdavi-Amiri. We slightly modify the maximum step size in the affine scaling step and extend the algorithm to symmetric cones using the machinery of Euclidean Jordan algebras. Based on the Nesterov–Todd direction, we show that the iteration-complexity bound of the proposed algorithm is , where r is the rank of the associated Euclidean Jordan algebras and ε>0 is the required precision.     

Several Jordan-algebraic aspects of optimization†

We describe some concepts from the theory of Euclidean Jordan algebras and their use in optimization theory. This includes: primal-dual algorithms, optimality conditions, convexity of spectral functions, proof of some inequalities and a Jordan-algebraic version of Horn–Schur theorem     

The Hölder continuity of Löwner’s operator in Euclidean Jordan algebras

Löwner’s operator in Euclidean Jordan algebras, defined via the spectral decomposition of the elements of a scalar function, has been widely used in various optimization problems over Euclidean Jordan algebras. In this note, we shall show that Löwner’s operator in Euclidean Jordan algebras is Hölder continuous if and only if the underlying scalar function is Hölder continuous. Such a property will be useful in designing solution methods for symmetric cone programming and symmetric cone complementarity problem.     

Diagonal dominance, Schur complements and some classes of H-matrices and P-matrices

We analyze a class of matrices generalizing strictly diagonally dominant matrices and included in the important class of H-matrices. Adequate pivoting strategies and the corresponding Schur complements are studied. A new class of matrices with all their principal minors positive is presented.     

Linear Complementarity Problem with Pseudomonotonicity on Euclidean Jordan Algebras

In this paper, we study interconnections between pseudomonotonicity, the column sufficiency property, and the globally uniquely solvable property in the setting of Euclidean Jordan algebras.     

Coercivity and Strong Semismoothness of the Penalized Fischer-Burmeister Function for the Symmetric Cone Complementarity Problem

For the nonlinear complementarity problem (NCP), Chen et al. (Math. Program., 88:211–216, 2000) proposed a penalized Fischer-Burmeister (FB) function that has most desirable properties among complementarity functions (C-functions). Motivated by their work, the authors showed (Kum and Lim in Penalized Complementarity Functions on Symmetric Cones, submitted, 2009) that this function naturally extends to a C-function for the symmetric cone complementarity problem (SCCP). In this note, we show that the main coercivity property of this function for NCP also extends to the SCCP. The proof uses a new trace inequality on Euclidean Jordan algebras. We also show that the penalized FB function is strongly semismooth in the case of a semidefinite cone and a second-order cone. This work was supported by the Korea Research Foundation Grant KRF-2008-314-C00039.     

A New Second-Order Infeasible Primal-Dual Path-Following Algorithm for Symmetric Optimization

In this article, we propose a new second-order infeasible primal-dual path-following algorithm for symmetric cone optimization. The algorithm further improves the complexity bound of a wide infeasible primal-dual path-following algorithm. The theory of Euclidean Jordan algebras is used to carry out our analysis. The convergence is shown for a commutative class of search directions. In particular, the complexity bound is 𝒪(r^5/4log ?^?1) for the Nesterov-Todd direction, and 𝒪(r^7/4log ?^?1) for the xs and sx directions, where r is the rank of the associated Euclidean Jordan algebra and ? is the required precision. If the starting point is strictly feasible, then the corresponding bounds can be reduced by a factor of r^3/4. Some preliminary numerical results are provided as well.     

A note on an inequality involving Jordan product in Euclidean Jordan algebras

In a most recent paper, Yang et al. (Appl Math Comput 230:616–628, 2014) proved an important inequality on a simple Euclidean Jordan algebra by using a case-by-case analysis. In this paper, we improve this inequality in any Euclidean Jordan algebras and the proof is not based on a case-by-case analysis.     

奇异M—矩阵和广义对角占成阵的实用判定准则

1　引言和符号首先对本文所采用的符号和术语作一约定和说明,而不再重申.N表示前面n个自然数的集合,而分别用Mn(C)和Mn(R)表示所有n阶复方阵和n阶实方阵的集合,Rn表示n维实列向量.Zn={A|A=(aij)∈Mn(R),aij≤0,i≠j,i,j∈N}.若A∈Zn则称A为Z-矩阵,有时也简记为A∈Z.I恒表示适当阶的单位矩阵.设α和β为N的非空子集,对于A∈Mn(C),把由A中行标属于α而列标属于β的元素按照原来相对位置所构成的子矩阵记为A(α,β),特别地,把主子阵A(α,α)简记为A(α)、当A(α)可逆时,其逆阵记为A(α)-1,此时称矩阵A/A(α)=A(α)-A(α,α).…