Some characterizations of cone preserving \(Z\)-transformations (Q2177797)

Let \(\mathcal{H}\) denote a finite-dimensional Hilbert space and \(K\) be a proper cone in \(\mathcal{H}\). \(K^*\) will denote the dual cone of \(K\). A~linear operator \(L\) on \(\mathcal{H}\) is called a \(Z\)-transformation if \(x \in K\), \(y \in K^*\), \(\langle x,y \rangle =0 \Longrightarrow \langle Lx, y \rangle \leq 0\). \(L\) is called Lyapunov-like if both \(L\) and \(-L\) are \(Z\)-transformations. Let \(\mathbf{Z}(K)\) denote the set of all \(Z\)-transformations on \(\mathcal{H}\) and \(\mathbf{LL}(K)\) denote the set of all Lyapunov-like transformations on \(K\). Let \(\Pi(K)\) denote the set of all linear transformations \(L\) on \(\mathcal{H}\) that satisfy the (nonnegativity) condition \(L(K) \subseteq K\). Let \(\mathrm{Aut}(K)\) denote the automorphism group of \(K\) (viz., all invertible linear transformations in \(\Pi(K)\)). Let \(\mathbb{R}_+\) denote the set of nonnegative real numbers, \(S^n_+\) stand for the cone of symmetric positive semidefinite matrices of order \(n\), \(L_A\) denote the Lyapunov transformation, and \(S_A\) stand for the Stein transformation. The authors show the following results: \begin{itemize} \item(a) \(L \in\mathbf{Z}(K) \Longleftrightarrow\) for each large \(t\), the operator \(L+tI\) is invertible and \((L+tI)^{-1} \in \Pi(K)\). \item(b) \(\mathbf{Z}(K) \cap \Pi(K) =\mathbf{LL}(K) \cap \Pi(K)\) and \(L \in\mathbf{Z}(K) \cap \Pi(K) \Longleftrightarrow L+ tI \in\mathrm{Aut}(K)\) for all \(t > 0\). \item(c) Let \(K\) be irreducible. Then, \(\mathbf{Z}(K) \cap \Pi(K) = \mathbb{R}_+ I.\) \item(d) Every \(Z\)-transformation that leaves a proper cone invariant is a nonnegative diagonal transformation. \end{itemize} As an application, it is shown that \(L_A \in \Pi(S^n_+)\) if and only if \(A = \gamma I\) for some \(\gamma \geq 0\) and \(S_A \in \Pi(S^n_+)\) if and only if \(A = \gamma I\) for some \(\gamma\) with \(|\gamma| \leq 1.\)