(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(2nn3) to O(2n) by applying recursively a criterion for P-matrices based on Schur complementation. A Matlab program implementing the associated algorithm is provided.