Constructive solution of the common invariant cone problem

DOI10.1137/25M1756995MaRDI QIDQ7316802zbMATH OpenFDO

Authors Thomas Mejstrik, Vladimir Yu. Protasov

Publication date 20 August 2026

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/25M1756995

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Positive matrices and their generalizations; cones of matrices (15B48) Combinatorial properties of polytopes and polyhedra (number of faces, shortest paths, etc.) (52B05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

This paper studies sets of small dimensional matrices with an invariant cone and extends our knowledge of Perron-Frobenius Theory. For matrix families consisting of at most a handful of matrices this paper aims to find and decide whether common invariant cones exist, do not exist, and cannot be decided algorithmically in general. Four algorithms are described in detail: a 'direct' one, a primal-dual algorithm, one involving polyhedra cone computations and a `minimal cone' algorithm. Their performance is illustrated through numerical experiments, with MATLAB implementations. Families of matrices with invariant cones are studied in combinatorics, in convex optimization, dynamical systems, control theory and in other areas. Knowledge of a common invariant cone for a given set of matrices can simplify computations involving spectral quantities such as the joint and lower spectral radii and Lyapunov exponents.\N\NOne task of this paper is to find an invariant cone for a given set of matrices if such exists. A broad survey of known results is offered as well. This problem is algorithmically undecidable in general. It can be NP-hard for families consisting of four matrices. A broad introduction into this area and a detailed explanation of the known results rounds out the paper. A chapter deals with the question when a minimal cone is polyhedral and how to find such polyhedrals algorithmically. Test results are given in Tables and how to run the four algorithms in Matlab is explained for the authors' test-runs. How to arrange and test these algorithms, several example computation Matlab codes of the authors are given at the end.

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