M-matrix
A Z-matrix is called an M-matrix if it satisfies any one ofthe following equivalent conditions.
- 1.
All principal minors of are positive.
- 2.
The leading principal minors of are positive.
- 3.
can be written in the form , where is anon-negative matrix whose spectral radius is strictly less than.
- 4.
All real eigenvalues
of are positive.
- 5.
The real part of any eigenvalue of is positive.
- 6.
is non-singular and the inverse
of is non-negative.
- 7.
implies .
- 8.
There exists a vector with non-negative entries suchthat .
- 9.
is non-singular for every non-negative diagonal matrix
.
- 10.
is non-singular for all .
- 11.
For each nonzero vector , for some .
- 12.
There is a positive diagonal matrix such that the matrix is positive definite
.
- 13.
can be factorized as , where is lowertriangular, is upper triangular, and the diagonal entries ofboth and are positive.
- 14.
The diagonal entries of are positive and isstrictly diagonally dominant for some positive diagonal matrix.
Reference:
M. Fiedler, Special Matrices and Their Applications inNumerical Mathematics, Martinus Nijhoff, Dordrecht, 1986.
R. A. Horn and C. R. Johnson, Topics in Matrix Analysis,Cambridge University Press, Cambridge, 1991.