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Linear Equations over cones and Collatz-Wielandt numbers

Bit-Shun Tam·Hans Schneider
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Abstract

Let $K$ be a proper cone in $\IR^n$, let $A$ be an $n\times n$ real matrix that satisfies $AK\subseteq K$, let $b$ be a given vector of $K$, and let $λ$ be a given positive real number. The following two linear equations are considered in this paper: (i)$(λI_n-A)x=b$, $x\in K$, and (ii)$(A-λI_n)x=b$, $x\in K$. We obtain several equivalent conditions for the solvability of the first equation. For the second equation we give an equivalent condition for its solvability in case when $λ>ρ_b (A)$, and we also find a necessary condition when $λ=ρ_b (A)$ and also when $λ< ρ_b(A)$, sufficiently close to $ρ_b(A)$, where $ρ_b (A)$ denotes the local spectral radius of $A$ at $b$. With $λ$ fixed, we also consider the questions of when the set $(A-λI_n)K \bigcap K$ equals $\{0\}$ or $K$, and what the face of $K$ generated by the set is. Then we derive some new results about local spectral radii and Collatz-Wielandt sets (or numbers) associated with a cone-preserving map, and extend a known characterization of $M$-matrices among $Z$-matrices in terms of alternating sequences.

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BibTeXRIS

Bit-Shun Tam, Hans Schneider. 2001-09-11. Linear Equations over cones and Collatz-Wielandt numbers. https://arxiv.org/abs/math/0109074

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