Totally Nonnegative Matrices

by Shaun M. Fallat, Charles R. Johnson

Overview

Totally nonnegative matrices arise in a remarkable variety of mathematical applications. This book is a comprehensive and self-contained study of the essential theory of totally nonnegative matrices, defined by the nonnegativity of all subdeterminants. It explores methodological background, historical highlights of key ideas, and specialized topics.

The book uses classical and ad hoc tools, but a unifying theme is the elementary bidiagonal factorization, which has emerged as the single most important tool for this particular class of matrices. Recent work has shown that bidiagonal factorizations may be viewed in a succinct combinatorial way, leading to many deep insights. Despite slow development, bidiagonal factorizations, along with determinants, now provide the dominant methodology for understanding total nonnegativity. The remainder of the book treats important topics, such as recognition of totally nonnegative or totally positive matrices, variation diminution, spectral properties, determinantal inequalities, Hadamard products, and completion problems associated with totally nonnegative or totally positive matrices. The book also contains sample applications, an up-to-date bibliography, a glossary of all symbols used, an index, and related references.

Product Details

ISBN-13:	9780691121574
Publisher:	Princeton University Press
Publication date:	05/01/2011
Series:	Princeton Series in Applied Mathematics , #35
Edition description:	New Edition
Pages:	264
Product dimensions:	6.40(w) x 9.30(h) x 1.00(d)
Age Range:	18 Years

About the Author

Shaun M. Fallat is professor of mathematics and statistics at the University of Regina. Charles R. Johnson is the Class of 1961 Professor of Mathematics at the College of William & Mary.

Table of Contents

List of Figures xi

Preface xiii





Chapter 0. Introduction 1

0.0 Definitions and Notation 1

0.1 Jacobi Matrices and Other Examples of TN matrices 3

0.2 Applications and Motivation 15

0.3 Organization and Particularities 24





Chapter 1. Preliminary Results and Discussion 27

1.0 Introduction 27

1.1 The Cauchy-Binet Determinantal Formula 27

1.2 Other Important Determinantal Identities 28

1.3 Some Basic Facts 33

1.4 TN and TP Preserving Linear Transformations 34

1.5 Schur Complements 35

1.6 Zero-Nonzero Patterns of TN Matrices 37





Chapter 2. Bidiagonal Factorization 43

2.0 Introduction 43

2.1 Notation and Terms 45

2.2 Standard Elementary Bidiagonal Factorization: Invertible Case 47

2.3 Standard Elementary Bidiagonal Factorization: General Case 53

2.4 LU Factorization: A consequence 59

2.5 Applications 62

2.6 Planar Diagrams and EB factorization 64





Chapter 3. Recognition 73

3.0 Introduction 73

3.1 Sets of Positive Minors Sufficient for Total Positivity 74

3.2 Application: TP Intervals 80

3.3 Efficient Algorithm for testing for TN 82





Chapter 4. Sign Variation of Vectors and TN Linear Transformations 87

4.0 Introduction 87

4.1 Notation and Terms 87

4.2 Variation Diminution Results and EB Factorization 88

4.3 Strong Variation Diminution for TP Matrices 91

4.4 Converses to Variation Diminution 94





Chapter 5. The Spectral Structure of TN Matrices 97

5.0 Introduction 97

5.1 Notation and Terms 98

5.2 The Spectra of IITN Matrices 99

5.3 Eigenvector Properties 100

5.4 The Irreducible Case 106

5.5 Other Spectral Results 118





Chapter 6. Determinantal Inequalities for TN Matrices 129

6.0 Introduction 129

6.1 Definitions and Notation 131

6.2 Sylvester Implies Koteljanski? I 132

6.3 Multiplicative Principal Minor Inequalities 134

6.4 Some Non-principal Minor Inequalities 146





Chapter 7. Row and Column Inclusion and the Distribution of Rank 153

7.0 Introduction 153

7.1 Row and Column Inclusion Results for TN Matrices 153

7.2 Shadows and the Extension of Rank Deficiency in Submatrices of

TN Matrices 159

7.3 The Contiguous Rank Property 165





Chapter 8. Hadamard Products and Powers of TN Matrices 167

8.0 Definitions 167

8.1 Conditions under which the Hadamard

Product is TP/TN 168

8.2 The Hadamard Core 169

8.3 Oppenheim's Inequality 177

8.4 Hadamard Powers of TP2 179





Chapter 9. Extensions and Completions 185

9.0 Line Insertion 185

9.1 Completions and Partial TN Matrices 186

9.2 Chordal Case—MLBC Graphs 189

9.3 TN Completions: Adjacent Edge Conditions 191

9.4 TN Completions: Single Entry Case 195

9.5 TN Perturbations: The Case of Retractions 198





Chapter 10. Other Related Topics on TN Matrices 205

10.0 Introduction and Topics 205

10.1 Powers and Roots of TP/TN Matrices 205

10.2 Subdirect Sums of TN Matrices 207

10.3 TP/TN Polynomial Matrices 212

10.4 Perron Complements of TN Matrices 213





Bibliography 219

List of Symbols 239

Index 245

What People are Saying About This

From the Publisher

"This book is a valuable new reference on the subject of totally nonnegative matrices and its insights will be much appreciated by a broad community of readers interested in matrix theory and its applications."—Charles Micchelli, City University of Hong Kong and State University of New York, Albany

Editorial Reviews

This book is a very useful new reference on the subject of TN matrices and it will be of interest to researchers on matrix theory as well as to researchers of any field where total positivity has applications.

Mathematical Reviews - Juan Manuel Pefia

This book is a very useful new reference on the subject of TN matrices and it will be of interest to researchers on matrix theory as well as to researchers of any field where total positivity has applications.
— Juan Manuel Pefia

Mathematical Reviews

"This book is a very useful new reference on the subject of TN matrices and it will be of interest to researchers on matrix theory as well as to researchers of any field where total positivity has applications."—-Juan Manuel Pefia, Mathematical Reviews

From the Publisher