My question is : Suppose $A\in R^{n\times n}$ is a Z matrix (https://en.wikipedia.org/wiki/Z-matrix_(mathematics)), then $A^{-1}\geq 0$ (the inequality is element-wise) iff A is an M matrix (https://en.wikipedia.org/wiki/M-matrix). (This is given as an equivalent criterion in wikipedia).
The proof for inverse of an M matrix is non-negative is given here:How to prove that an M-matrix is inverse-non-negative?.
I am trying to prove the converse part by showing that $A$ can be written as $sI-B$, where $B=(b_{ij})$ with $b_{ij}\geq 0 \forall 1\leq i,j\leq n$ where $s$ is at least as large as the maximum of the moduli of the eigenvalues of $B$, and $I$ is an identity matrix ($s\geq \rho(B)$).
So far, I have tried this : Write $A=|\lambda_i|I-A_1$, where $\lambda_1,...,\lambda_n$ are the eigenvalues of $A$ and $\rho(A)=|\lambda_i|$ for some $1\leq i\leq n$. Since, $A_1=|\lambda_i|I-A$, thus, $\rho(A_1)\leq |\lambda_i|$.
I am not sure if my proof is correct. A hint or reference material will be really helpful!
- 917
-
I'm seeing downvotes on this question, which is strange to me. The asker has provided context, made the question clear, and shown an attempt at solving the problem. If there is something wrong with the question, it would be nice if this could be explained. – Ben Grossmann Sep 27 '20 at 14:54
1 Answers
A key fact that we use here is that for $P,Q \geq 0$, we have $PQ \geq 0$.
Suppose that $A$ is a $Z$-matrix and that $A^{-1}$ is positive. Let $s$ be equal to the greatest diagonal entry of $A$. Note that this diagonal entry must be positive: otherwise, we see that $A \leq 0$ and $A^{-1} \geq 0$ which implies that $0 \geq AA^{-1} = I$, which is false.
We can write $A = s I - B$, where $B$ is a non-negative matrix. It remains to be seen that $s \geq \rho(B)$. So, suppose for contradiction that $\rho(B) > s$. Because $B$ is non-negative, by the Perron-Frobenius theorem there is a non-zero vector $x \geq 0$ for which $B x = \rho(B) x$. It follows that $$ Ax = (sI - B)x = sx - \rho(B) x = (s - \rho(B))x. $$ Because $s - \rho(B) < 0$, we see that $A x \leq 0$. Because $A^{-1} \geq 0$, it follows that $x = A^{-1}[A x] \leq 0$, which contradicts our premise that $x$ was non-zero with $x \geq 0$.
- 225,327