Total positivity and the QR algorithm (Q1379096): Difference between revisions

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Latest revision as of 11:04, 28 May 2024

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Total positivity and the QR algorithm
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    Total positivity and the QR algorithm (English)
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    30 June 1998
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    A matrix \(A\) is TP (totally positive) if all its minors are nonnegative. It is NTP if it is nonsingular and TP. If all its minors are strictly positive it is called STP. A TP matrix \(A\) is called O (oscillatory) if there is a positive integer \(m\) such that \(A^m\) is STP. Assume \(A\) is real and symmetric and \(\mu\in{\mathbb{R}}\) is not an eigenvalue of \(A\), then the QR algorithm computes \(A-\mu I=QR\) and by reversing the order \(A'\) is obtained from \(A'-\mu I=RQ\). It is proved in this paper that if \(A\) is symmetric and has one of the properties NTP, O, or STP, then \(A'\) will have the same properties.
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    eigenvalues
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    QR algorithm
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    similarity transform
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    oscillatory matrices
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    totally positive matrices
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