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P-matrix

Complex square matrix for which every principal minor is positive

In mathematics, a P-matrix is a complex square matrix with every principal minor is positive. A closely related class is that of P_{0}-matrices, which are the closure of the class of P-matrices, with every principal minor \geq 0.

01Spectra of P-matrices

By a theorem of Kellogg, the eigenvalues of P- and P_{0}- matrices are bounded away from a wedge about the negative real axis as follows:

If \{u_{1},...,u_{n}\} are the eigenvalues of an n-dimensional P-matrix, where n>1, then
|\arg(u_{i})|<\pi -{\frac {\pi }{n}},\ i=1,...,n
If \{u_{1},...,u_{n}\}, u_{i}\neq 0, i=1,...,n are the eigenvalues of an n-dimensional P_{0}-matrix, then
|\arg(u_{i})|\leq \pi -{\frac {\pi }{n}},\ i=1,...,n

02Remarks

The class of nonsingular M-matrices is a subset of the class of P-matrices. More precisely, all matrices that are both P-matrices and Z-matrices are nonsingular M-matrices. The class of sufficient matrices is another generalization of P-matrices.

The linear complementarity problem \mathrm {LCP} (M,q) has a unique solution for every vector q if and only if M is a P-matrix. This implies that if M is a P-matrix, then M is a Q-matrix.

If the Jacobian of a function is a P-matrix, then the function is injective on any rectangular region of \mathbb {R} ^{n}.

A related class of interest, particularly with reference to stability, is that of P^{(-)}-matrices, sometimes also referred to as N-P-matrices. A matrix A is a P^{(-)}-matrix if and only if (-A) is a P-matrix (similarly for P_{0}-matrices). Since \sigma (A)=-\sigma (-A), the eigenvalues of these matrices are bounded away from the positive real axis.

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Sources and credits

This article is adapted from the Wikipedia article P-matrix, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.

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