M-matrices leading to semiconvergent splittings

An M-matrix as defined by Ostrowski is a matrix that can be split into A = sI ? B, s > 0, B ? 0 with s ? ρ(B), the spectral radius of B. M-matrices with the property that the powers of T = (1/s)B converge for some s are studied and are characterized here in terms of the nonnegativity of the group generalized inverse of A on the range space of A, extending the well-known property that A^{? 1} ? 0 whenever A is nonsingular.     

Classes of general H-matrices

Let M(A) denote the comparison matrix of a square H-matrix A, that is, M(A) is an M-matrix. H-matrices such that their comparison matrices are nonsingular are well studied in the literature. In this paper, we study characterizations of H-matrices with either singular or nonsingular comparison matrices. The spectral radius of the Jacobi matrix of M(A) and the generalized diagonal dominance property are used in the characterizations. Finally, a classification of the set of general H-matrices is obtained.     

An index classification of M-matrices

An M-matrix as defined by Ostrowski [5] is a matrix that can be split into A = sI ? B, where s > 0, B ? 0, with s ? r(B), the spectral radius of B. Following Plemmons [6], we develop a classification of all M-matrices. We consider v, the index of zero for A, i.e., the smallest nonnegative integer n such that the null spaces of Aⁿ and Aⁿ⁺¹ coincide. We characterize this index in terms of convergence properties of powers of s^?1B. We develop additional characterizations in terms of nonnegativity of the Drazin inverse of A on the range of A^v, extending (as conjectured by Poole and Boullion [7]) the well-known property that A^?1?0 whenever A is nonsingular.     

On the matrix monotonicity of generalized inversion

Let A, B be two matrices of the same order. We write A>B(A>?B) iff A? B is a positive (semi-) definite hermitian matrix. In this paper the well-known result if

$\text{A>B>θ, then B}{}^{\mathrm{?1}}\text{>A}{}^{\mathrm{?1}}\text{> θ}$

(cf. Bellman [1, p.59]) is extended to the generalized inverses of certain types of pairs of singular matrices A,B?θ, where θ denotes the zero matrix of appropriate order.     

Some properties of Q-matrices

This paper deals with the class of Q-matrices, that is, the real n × n matrices M such that for every q ∈ $\text{R}$^n×1, the linear complementarity problem

$\text{Iw ? Mz = q}$

,

$\text{w ? 0, z ? 0, and w}{}^{\mathrm{T}}\text{z = 0}$

, has a solution. In general, the results are of two types. First, sufficient conditions are given on a matrix M so that M ∈ Q. Second, conditions are given so that M ? Q.     

Sur l'η-expansion infinieOn infinite η-expansion

We give two characterizations of the ordering on Böhm trees induced by the D_∞ model, one of which formalizes a continuity property of infinite η-expansion: $\text{A}\text{?}{}_{\mathrm{\infty }}\text{B}$ if for any finite approximant A of $\text{A}$ there exists a finite approximant B of $\text{B}$ such that A is a sub-tree of B, modulo finitely many η-equalities and finitely many infinite η-expansions of variables. To cite this article: P.-L. Curien, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 77–82     

M-matrix characterizations.I—nonsingular M-matrices

The purpose of this survey is to classify systematically a widely ranging list of characterizations of nonsingular M-matrices from the economics and mathematics literatures. These characterizations are grouped together in terms of their relations to the properties of (1) positivity of principal minors, (2) inverse-positivity and splittings, (3) stability and (4) semipositivity and diagonal dominance. A list of forty equivalent conditions is given for a square matrix A with nonpositive off-diagonal entries to be a nonsingular M-matrix. These conditions are grouped into classes in order to identify those that are equivalent for arbitrary real matrices A. In addition, other remarks relating nonsingular M-matrices to certain complex matrices are made, and the recent literature on these general topics is surveyed.     

On cone orderings and the linear complementarity problem

This paper first generalizes a characterization of polyhedral sets having least elements, which is obtained by Cottle and Veinott [6], to the situation in which Euclidean space is partially ordered by some general cone ordering (rather than the usual ordering). We then use this generalization to establish the following characterization of the class $\text{C}$ of matrices ($\text{C}$ arises as a generalization of the class of Z-matrices; see [4], [13], [14]): M∈$\text{C}$ if and only if for every vector q for which the linear complementarity problem (q,M) is feasible, the problem (q,M) has a solution which is the least element of the feasible set of (q,M) with respect to a cone ordering induced by some simplicial cone. This latter result generalizes the characterizations of K-and Z-matrices obtained by Cottle and Veinott [6] and Tamir [21], respectively.     

Nonnegative matrices with power invariant zero patterns

If A is a nonsingular M-matrix, the elements of the sequence {A^?k} all have the same zero pattern. Using the Drazin inverse, we show that a similar zero pattern invariance property holds for a class of matrices which is larger than the generalized M-matrices.     

Dimensionality of biinfinite systems

The problem of determining the uniqueness of the coefficient of interpolation of M compactly supported real functions, with a biinfinite sequence of interpolation points, leads to the study of the kernel Z of the biinfinite block Toeplitz matrix

$\text{D=}\text{?}\text{?}\text{A}\text{B}\text{A}\text{B}\text{?}\text{?}$

. The dimension of Z is found by considering the “maximal solvable subspace” V (relative to A and B). Further results are obtained using the Kronecker canonical form of the matrix pencil A+λB and “restricted generalized inverses” of A (and B).     

Uniqueness for algebraically regular solutions to pathological differential equations

A uniqueness theorem is proved for algebraically regular solutions to the unbounded initial value problem P′ = AP, P(0) = diag(1, 1, 1,…) in the real Banach algebra of infinite matrices $\text{M}$ with standard norm. It is not assumed that $\text{A}$ ∈ $\text{M}$, but it is required that A have an inverse in $\text{M}$, a property which is seen to be implied quite naturally by certain divergent or pathological systems. The conditions for the theorem are motivated by a particular system, previously considered by Hille and Feller, which arises from a divergent, purebirth, time dependent stochastic process, although no restriction requiring the solution matrix to be either stochastic or substochastic is necessary.The theorem may be easily generalized to any Banach algebra with identity.     

Semisimilarity for matrices over a division ring

Two square matrices A and B over a ring R are semisimilar, written A$\text{?}$B, if YAX=B and XBY=A for some (possibly rectangular) matrices X, Y over R. We show that if A and B have the same dimension, and if the ring is a division ring $\text{D}$, then A$\text{?}$B if and only if A² is similar to B² and rank(A^k)=rank(B^k), k=1,2,…     

Generalizations of M-matrices which may not have a nonnegative inverse

Generalizations of M-matrices are studied, including the new class of GM-matrices. The matrices studied are of the form sI-B with B having the Perron-Frobenius property, but not necessarily being nonnegative. Results for these classes of matrices are shown, which are analogous to those known for M-matrices. Also, various splittings of a GM-matrix are studied along with conditions for their convergence.     

On matrices having equal corresponding principal minors

Let A, B be n × n matrices with entries in a field F. We say A and B satisfy property $\text{D}$ if B or B^t is diagonally similar to A. It is clear that if A and B satisfy property $\text{D}$, then they have equal corresponding principal minors, of all orders. The question is to what extent the converse is true. There are examples which show the converse is not always true. We modify the problem slightly and give conditions on a matrix A which guarantee that if B is any matrix which has the same principal minors as A, then A and B will satisfy property $\text{D}$. These conditions on A are formulated in terms of ranks of certain submatrices of A and the concept of irreducibility.     

Completely mixed games and M-matrices

Any non-singular M-matrix is a completely mixed matrix game with positive value. We exploit this property to give game-theoretic proofs of several well-known characterizations of such matrices. The same methods yield also many theorems on S₀-irreducible matrices that are closely related to M-matrices.     

Spaces of matrices of equal rank

Let M_m,n(F) denote the space of all mXn matrices over the algebraically closed field F. A subspace of M_m,n(F), all of whose nonzero elements have rank k, is said to be essentially decomposable if there exist nonsingular mXn matrices U and V respectively such that for any element A, UAV has the form

$\text{UAV=}\text{A}{}_1\text{A}{}_2\text{A}{}_3\text{0}$

where A₁ is iX(k–i) for some i?k. Theorem: If $\text{K}$ is a space of rank k matrices, then either $\text{K}$ is essentially decomposable or dim $\text{K}$?k+1. An example shows that the above bound on non-essentially-decomposable spaces of rank k matrices is sharp whenever n?2k–1.     

Nonnegative rank-preserving operators

Analogues of characterizations of rank-preserving operators on field-valued matrices are determined for matrices witheentries in certain structures $\text{S}$ contained in the nonnegative reals. For example, if $\text{S}$ is the set of nonnegative members of a real unique factorization domain (e.g. the nonnegative reals or the nonnegative integers), M is the set of m×n matrices with entries in $\text{S}$, and min(m,n)?4, then a “linear” operator on M preserves the “rank” of each matrix in M if and only if it preserves the ranks of those matrices in M of ranks 1, 2, and 4. Notions of rank and linearity are defined analogously to the field-valued concepts. Other characterizations of rank-preserving operators for matrices over these and other structures $\text{S}$ are also given.     

The rank of a difference of matrices and associated generalized inverses

Various representations are given to characterize the rank of A-S in terms of rank A+k where A and S are arbitrary complex matrices and k is a function of A and S. It is shown that if S=AMA for some matrix M, and if G is any matrix satisfying A=AGA, then

$\text{rank(A-S) = rankA-nullity (I-SG)}$

. Several alternative forms of this result are established, as are many equivalent conditions to have

$\text{rank(A-S) = rankA-rankS}$

. General forms for the Moore-Penrose inverse of matrices A-S are developed which include as special cases various results by Penrose, Wedin, Hartwig and others.     

Generalized Schur complements

Let A be an n×n complex matrix. For a suitable subspace $\text{M}$ of Cⁿ the Schur compression A _$\text{M}$ and the (generalized) Schur complement A_/$\text{M}$ are defined. If A is written in the form

$\text{A=}\text{B}\text{C}\text{S}\text{T}$

according to the decomposition $\text{C}{}^{\mathrm{n}}\text{=}\text{M}\text{⊕}\text{M}{}^{\mathrm{\perp }}$ and if B is invertible, then

$\text{A}{}_{\mathrm{<mtext>M</mtext>}}\text{=}\text{B}\text{C}\text{S}\text{SB}{}^{\mathrm{?1}}\text{C}$

and

$\text{A}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{=}\text{0}\text{0}\text{0}\text{T?SB}{}^{\mathrm{?1}}\text{C}\text{·}$

The commutativity rule for Schur complements is proved:

$\text{(A}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{)}{}_{\mathrm{<mtext>/</mtext><mtext>N</mtext>}}\text{=(A)}{}_{\mathrm{<mtext>/</mtext><mtext>N</mtext>}}\text{)}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{·}$

This unifies Crabtree and Haynsworth's quotient formula for (classical) Schur complements and Anderson's commutativity rule for shorted operators. Further, the absorption rule for Schur compressions is proved:

$\text{(A}{}_{\mathrm{<mtext>/</mtext><mtext>M</mtext>}}\text{)}{}_{\mathrm{<mtext>N</mtext>}}\text{=(A}{}_{\mathrm{<mtext>N</mtext>}}\text{)}{}_{\mathrm{<mtext>M</mtext>}}\text{=A}{}_{\mathrm{<mtext>M</mtext>}}\text{whenever}\text{M}\text{?}\text{N}$

.