A test for copositive matrices (Q1579526): Difference between revisions

A real symmetric matrix \(A\) of order \(n\) is said to be copositive if \(x^T A x \geq 0\) for \(x\geq 0\) (where \(x\geq 0\) means every component of \(x\) is positive or zero). It is termed strictly copositive if it is copositive and equality holds only for \(x=0\). The author gives the following characterizations of copositivity: a real symmetric matrix \(A\) is copositive (resp. strictly copositive) if and only if every principal submatrix \(B\) of \(A\) has no eigenvector \(v>0\) with associated eigenvalue \(\lambda <0\) (resp. \(\lambda \leq 0\)).