Constructive characterization of Lipschitzian \(Q_ 0\)-matrices (Q676035)

The linear complementarity problem (LCP) with data \(A\in\mathbb{R}^{n\times n}\) and \(q\in\mathbb{R}^n\) is to find a vector \(z\in\mathbb{R}^n\) such that \(Az+q\geq 0\), \(z\geq 0\), and \(z'(Az+q)= 0\). This problem is denoted by \((q,A)\). A matrix \(M\in\mathbb{R}^{n\times n}\) has property \((**)\) if \(M\) and all its principal pivotal transforms (PPTs) satisfy the property that the rows corresponding to the nonpositive diagonal entries are nonpositive. The authors show the following statements which are related to property \((**)\): (1) Property \((**)\) is also sufficient for a Lipschitzian matrix to be in \(Q_0\). (2) If \(A\) has this property, then \(A\) and its PPTs must be completely \(Q_0\). (3) For any \(q\), LCP \((q,A)\) can be processed by a simple principal pivoting method. (4) A negative matrix is an \(N\)-matrix if, and only if, it has property \((**)\). (5) A matrix is a \(P\)-matrix if, and only if, it has property \((**)\) and its value is positive. (6) Property \((**)\) also yields a nice decomposition structure of Lipschitzian matrices. This paper also studies properties of Lipschitzian matrices in general.