On the positivity of matrix-vector products (Q703636): Difference between revisions

The problem of the positivity of matrix-vector products of the form \(Rv\) is examined, where \(v\geq0\) and the square matrix \(R\) has the form \(R=r(\tau A)\) with \(r\) a rational function, \(A\) a square matrix and \(\tau\in(0,\infty)\); positivity is considered w.r.t. an arbitrary order cone. Generally, the positivity of \(R\) holds only under severe conditions expressed by the absolute monotonicity radius of \(r\). The aim of this paper is to obtain some relaxed conditions of positivity. The author determines positive generating cone (which represents a large class of positive vectors depending on \(A\)), as well as a parameter \(\tau^{*}\), such that \(r(\tau A)v\geq0\) for any vector in the cone and any \(\tau\leq\tau^{*}\). The advantages of this approach are emphasized by an example which arises from the semi-discretization of the heat equation.