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The LU-factorization of totally positive matrices
Authors:Colin W Cryer
Institution:Oxford University Oxford, EnglandUK
Abstract:An n × n real matrix A is an STP (strictly totally positive) matrix if all its minors are strictly positive. An n × n real triangular matrix A is a ΔSTP matrix if all its nontrivial minors are strictly positive. It is proved that A is an STP matrix iff A = LU where L is a lower triangular matrix, U is an upper triangular matrix, and both L and U are ΔSTP matrices. Several related results are proved. These results lead to simple proofs of many of the determinantal properties of STP matrices.
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