Geršgorin variations III: On a theme of Brualdi and Varga

Brualdi brought to Geršgorin Theory the concept that the digraph G(A) of a matrix A is important in studying whether A is singular. He proved, for example, that if, for every directed cycle of G(A), the product of the diagonal entries exceeds the product of the row sums of the moduli of the off-diagonal entries, then the matrix is nonsingular. We will show how, in polynomial time, that condition can be tested and (if satisfied) produce a diagonal matrix D, with positive diagonal entries, such that AD (where A is any nonnnegative matrix satisfying the conditions) is strictly diagonally dominant (and so, A is nonsingular). The same D works for all matrices satisfying the conditions. Varga raised the question of whether Brualdi’s conditions are sharp. Improving Varga’s results, we show, if G is scwaltcy (strongly connected with at least two cycles), and if the Brualdi conditions do not hold, how to construct (again in polynomial time) a complex matrix whose moduli satisfy the given specifications, but is singular.     

A note on polar decomposition based Geršgorin-type sets

Let B∈C^n×n denote a finite-dimensional square complex matrix. In [L. Smithies, R.S. Varga, Singular value decomposition Geršgorin sets, J. Linear Algebra Appl. 417 (2004) 370-380; N. Fontes, J. Kover, L. Smithies, R.S. Varga, Singular value decomposition normally estimated Geršgorin sets, Electron. Trans. Numer. Anal. 26 (2007) 320-329], Professor Varga and I introduced Geršgorin-type sets which were developed from singular value decompositions (SVDs) of B. In this note, our work is extended by introducing the polar SV-Geršgorin set, Γ^PSV(B). The set Γ^PSV(B) is a union of n closed discs in C, whose centers and radii are defined in terms of the entries of a polar decomposition B=Q|B|. The set of eigenvalues of B, σ(B), is contained in Γ^PSV(B).     

Green’s matrices

Our goal is to identify and understand matrices A that share essential properties of the unitary Hessenberg matrices M that are fundamental for Szegö’s orthogonal polynomials. Those properties include: (i) Recurrence relations connect characteristic polynomials {r_k(x)} of principal minors of A. (ii) A is determined by generators (parameters generalizing reflection coefficients of unitary Hessenberg theory). (iii) Polynomials {r_k(x)} correspond not only to A but also to a certain “CMV-like” five-diagonal matrix. (iv) The five-diagonal matrix factors into a product BC of block diagonal matrices with 2 × 2 blocks. (v) Submatrices above and below the main diagonal of A have rank 1. (vi) A is a multiplication operator in the appropriate basis of Laurent polynomials. (vii) Eigenvectors of A can be expressed in terms of those polynomials.Conditions (v) connects our analysis to the study of quasi-separable matrices. But the factorization requirement (iv) narrows it to the subclass of “Green’s matrices” that share Properties (i)-(vii).The key tool is “twist transformations” that provide 2ⁿ matrices all sharing characteristic polynomials of principal minors with A. One such twist transformation connects unitary Hessenberg to CMV. Another twist transformation explains findings of Fiedler who noticed that companion matrices give examples outside the unitary Hessenberg framework. We mention briefly the further example of a Daubechies wavelet matrix. Infinite matrices are included.     

A min-max theorem for complex symmetric matrices

We optimize the form Re x^tTx to obtain the singular values of a complex symmetric matrix T. We prove that for ,

     

A note on the perturbation of positive matrices by normal and unitary matrices

In a recent paper, Neumann and Sze considered for an n × n nonnegative matrix A, the minimization and maximization of ρ(A + S), the spectral radius of (A + S), as S ranges over all the doubly stochastic matrices. They showed that both extremal values are always attained at an n × n permutation matrix. As a permutation matrix is a particular case of a normal matrix whose spectral radius is 1, we consider here, for positive matrices A such that (A + N) is a nonnegative matrix, for all normal matrices N whose spectral radius is 1, the minimization and maximization problems of ρ(A + N) as N ranges over all such matrices. We show that the extremal values always occur at an n × n real unitary matrix. We compare our results with a less recent work of Han, Neumann, and Tastsomeros in which the maximum value of ρ(A + X) over all n × n real matrices X of Frobenius norm was sought.     

Dominant matrices and max algebra

We study the class of so-called totally dominant matrices in the usual algebra and in the max algebra in which the sum is the maximum and the multiplication is usual. It turns out that this class coincides with the well known class of positive matrices having positive the determinants of all 2×2 submatrices. The closure of this class is closed not only with respect to the usual but also with respect to the max multiplication. Further properties analogous to those of totally positive matrices are proved and some connections to Monge matrices are mentioned.     

An inverse eigenvalue problem for periodic Jacobi matrices in Minkowski spaces

The spectral properties of periodic Jacobi matrices in Minkowski spaces are studied. An inverse problem for these matrices is investigated, and necessary and sufficient conditions under which the problem is solvable are presented. Uniqueness results are also discussed, and an algorithm to construct the solutions and illustrative examples is provided.     

The constrained inverse eigenvalue problem and its approximation for normal matrices

In this paper, the constrained inverse eigenvalue problem and associated approximation problem for normal matrices are considered. The solvability conditions and general solutions of the constrained inverse eigenvalue problem are presented, and the expression of the solution for the optimal approximation problem is obtained.     

On approximately simultaneously diagonalizable matrices

A collection A₁, A₂, …, A_k of n × n matrices over the complex numbers C has the ASD property if the matrices can be perturbed by an arbitrarily small amount so that they become simultaneously diagonalizable. Such a collection must perforce be commuting. We show by a direct matrix proof that the ASD property holds for three commuting matrices when one of them is 2-regular (dimension of eigenspaces is at most 2). Corollaries include results of Gerstenhaber and Neubauer-Sethuraman on bounds for the dimension of the algebra generated by A₁, A₂, …, A_k. Even when the ASD property fails, our techniques can produce a good bound on the dimension of this subalgebra. For example, we establish for commuting matrices A₁, …, A_k when one of them is 2-regular. This bound is sharp. One offshoot of our work is the introduction of a new canonical form, the H-form, for matrices over an algebraically closed field. The H-form of a matrix is a sparse “Jordan like” upper triangular matrix which allows us to assume that any commuting matrices are also upper triangular. (The Jordan form itself does not accommodate this.)     

Total nonpositivity of nonsingular matrices

In this paper, nonsingular totally nonpositive matrices are studied and new characterizations are provided in terms of the signs of minors with consecutive initial rows or consecutive initial columns. These characterizations extend an existing characterization that uses some restrictive hypotheses.     

Some comparison theorems for nonnegative splittings of matrices

Summary In a recent paper the author has proposed some theorems on the comparison of the asymptotic rates of convergence of two nonnegative splittings. They extended the corresponding result of Miller and Neumann and implied the earlier theorems of Varga, Beauwens, Csordas and Varga. An open question by Miller and Neumann, which additional and appropriate conditions should be imposed to obtain strict inequality, was also answered. This article continues to investigate the comparison theorems for nonnegative splittings. The new results extend and imply the known theorems by the author, Miller and Neumann.The Project Supported by the Natural Science Foundation of Jiangsu Province Education Commission     

Perturbing non-real eigenvalues of non-negative real matrices

Let σ=(ρ,b+ic,b-ic,λ₄,…,λ_n) be the spectrum of an entry non-negative matrix and t?0. Laffey [T. J. Laffey, Perturbing non-real eigenvalues of nonnegative real matrices, Electron. J. Linear Algebra 12 (2005) 73-76] has shown that σ=(ρ+2t,b-t+ic,b-t-ic,λ₄,…,λ_n) is also the spectrum of some nonnegative matrix. Laffey (2005) has used a rank one perturbation for small t and then used a compactness argument to extend the result to all nonnegative t. In this paper, a rank two perturbation is used to deduce an explicit and constructive proof for all t?0.     

Notes on matrices with diagonally dominant properties

In this paper, we analyze the relation between some classes of matrices with variants of the diagonal dominance property. We establish a sufficient condition for a generalized doubly diagonally dominant matrix to be invertible. Sufficient conditions for a matrix to be strictly generalized diagonally dominant are also presented. We provide a sufficient condition for the invertibility of a cyclically diagonally dominant matrix. These sufficient conditions do not assume the irreducibility of the matrix.     

Polynomial numerical hulls of some normal matrices

In this note, polynomial numerical hulls of matrices of the form _A1⊕i_A2$A_1\oplus i{A}_2$, where _A1$A_1$ and _A2$A_2$ are Hermitian, are characterized.     

Some inequalities for the Hadamard product and the Fan product of matrices

If A and B are nonsingular M-matrices, a sharp lower bound on the smallest eigenvalue τ(A★B) for the Fan product of A and B is given, and a sharp lower bound on τ(A°B^-1) for the Hadamard product of A and B^-1 is derived. In addition, we also give a sharp upper bound on the spectral radius ρ(A°B) for nonnegative matrices A and B.     

Pseudospectra do not determine norm behavior, even for matrices with only simple eigenvalues

We present an example of a pair of 4×4 matrices having identical pseudospectra but whose squares have different norms. The novelty of the example lies in the fact that the matrices in question have only simple eigenvalues.     

Nonnegative matrices with prescribed spectrum and elementary divisors

In this paper we give new sufficient conditions for the existence and construction of nonnegative matrices with prescribed elementary divisors, which drastically improve and contain some of the previous known conditions. We also show how to perturb complex eigenvalues of a nonnegative matrix while keeping its nonnegativity. These results allow us, under certain conditions, to easily decide if a given list is realizable with prescribed elementary divisors.