Derivatives of the Perron root at an essentially nonnegative matrix and the group inverse of an M-matrix (Q797659): Difference between revisions

Let A be a real \(n\times n\) matrix A, which is irreducible and nonnegative outside the diagonal and let r(A) denote the Perron root \(r(A)=\max \{Re(\lambda)| p_ A(\lambda)=0\},\) where \(p_ A(\lambda)=\det(\lambda I-A)\) is the characteristic polynomial of A. In this paper formulae and relationships involving the second order derivatives of r(A) with respect to the entries are developed. The main tool is the group inverse of a singular and irreducible M-matrix, which allows a simple representation of the matrix of first order partial derivatives. Formulae are then obtained for the second-order derivatives, which yield in particular explicit representations for the matrices \((\partial^ 2r(A)/\partial^ 2_{ij})\) and \((\partial^ 2_ r(A)/\partial_{ii}\partial_{jj})\), where \(\partial \cdot /\partial_{ij}\) denotes the partial derivative with respect to the (i,j)-th entry. These expressions are examined for special cases. In a second part of the paper some of these results and further properties of the group inverse of a singular and irreducible M-matrix are used to give a matrix theoretic proof of a theorem of \textit{J. E. Cohen} [Math. Proc. Camb. Philos. Soc. 86, 345-350 (1979; Zbl 0415.60012)], stating that r(A) is a convex function of the diagonal entries of A.