Section 8.2

Positive Matrices

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Problem 8.2.1

Verify Perron's theorem by computing the eigenvalues and eigenvectors for

A=(723183129). \mathbf{A} = \begin{pmatrix} 7 & 2 & 3 \\ 1 & 8 & 3 \\ 1 & 2 & 9 \end{pmatrix}.

Find the right-hand Perron vector pp as well as the left-hand Perron vector qTq^T.

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Problem 8.2.2

Convince yourself that (8.2.2)-(8.2.5) are indeed true.

Statements (8.2.2)-(8.2.5) are properties of the Perron root and Perron vector established in the text for a positive matrix An×n>0A_{n\times n} > 0 with r=ρ(A)r = \rho (A): (8.2.2) r>0r > 0; (8.2.3) r∈σ(A)r \in \sigma (A) (called the Perron root); (8.2.4) alg multA(r)=1\text{alg mult}_A(r) = 1; (8.2.5) there exists an eigenvector x>0x > 0 such that Ax=rxAx = rx.

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Problem 8.2.3

Provide the details that explain why the Perron vector is uniquely defined.

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Problem 8.2.4

Find the Perron root and the Perron vector for

A=(1−αβα1−β), A = \begin{pmatrix} 1 - \alpha & \beta \\ \alpha & 1 - \beta \end{pmatrix},

where α+β=1\alpha + \beta = 1 with α,β>0\alpha , \beta > 0.

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Problem 8.2.5

Suppose that An×n>0A_{n\times n} > 0 has ρ(A)=r\rho (A) = r.

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(a)

Explain why lim⁡k→∞(A/r)k\lim_{k\to \infty } (A/r)^k exists.

(b)

Explain why lim⁡k→∞(A/r)k=G>0\lim_{k\to \infty } (A/r)^k = G > 0 is the projector onto N(A−rI)N(A - rI) along R(A−rI)R(A - rI).

(c)

Explain why rk⁡(G)=1\operatorname {rk}\left(G\right) = 1.

Problem 8.2.6

Prove that if every row (or column) sum of An×n>0A_{n\times n} > 0 is equal to ρ\rho, then ρ(A)=ρ\rho (A) = \rho.

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Problem 8.2.7

Prove that if An×n>0A_{n\times n} > 0, then

min⁡i∑j=1naij≤ρ(A)≤max⁡i∑j=1naij. \min _i \sum _{j=1}^{n} a_{ij} \leq \rho (A) \leq \max _i \sum _{j=1}^{n} a_{ij}.
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Remark.
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Recall the fact (established earlier in the book) that if 0≤B≤C0 \leq B \leq C entrywise, then ρ(B)≤ρ(C)\rho (B) \leq \rho (C).

Problem 8.2.8

To show the extent to which the hypothesis of positivity cannot be relaxed in Perron's theorem, construct examples of square matrices AA such that A≥0A \geq 0, but A≯0A \not> 0 (i.e., AA has at least one zero entry), with r=ρ(A)∈σ(A)r = \rho (A) \in \sigma (A) that demonstrate the validity of the following statements. Different examples may be used for the different statements.

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(a)

rr can be 00.

(b)

alg multA(r)\text{alg mult}_A(r) can be greater than 11.

(c)

index(r)\text{index}(r) can be greater than 11.

(d)

N(A−rI)N(A - rI) need not contain a positive eigenvector.

(e)

rr need not be the only eigenvalue on the spectral circle.

Problem 8.2.9

Establish the min-max version of the Collatz--Wielandt formula that says the Perron root for A>0A > 0 is given by r=min⁡x∈Pg(x)r = \min_{x \in \mathcal{P}} g(x), where

g(x)=max⁡1≤i≤n[Ax]ixiandP={x∣x>0}. g(x) = \max _{1 \leq i \leq n} \frac{[Ax]_i}{x_i} \quad \text{and} \quad \mathcal{P} = \left\{ x \mid x > 0\right\} .
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Problem 8.2.10

Notice that N={x∣x≥0 with x≠0}\mathcal{N} = \left\{ x \mid x \geq 0 \text{ with } x \neq 0\right\} is used in the max-min version of the Collatz--Wielandt formula, but P={x∣x>0}\mathcal{P} = \left\{ x \mid x > 0\right\} is used in the min-max version in the previous exercise. Give an example of a matrix A>0A > 0 that shows r≠min⁡x∈Ng(x)r \neq \min_{x \in \mathcal{N}} g(x) when g(x)g(x) is defined as

g(x)=max⁡1≤i≤nxi≠0[Ax]ixi. g(x) = \max _{\substack {1 \leq i \leq n \\ x_i \neq 0}} \frac{[Ax]_i}{x_i}.
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