Practical criteria for positive-definite matrix, \(M\)-matrix and Hurwitz matrix (Q870184)
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scientific article
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English | Practical criteria for positive-definite matrix, \(M\)-matrix and Hurwitz matrix |
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Practical criteria for positive-definite matrix, \(M\)-matrix and Hurwitz matrix (English)
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12 March 2007
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A new simple criterion is presented to verify if a matrix is positive definite, an \(M\)-matrix, or a Hurwitz matrix. It is based on the Gauss row elimination using inner and sign-preserving row operations. The computation of only one determinant is necessary. A sign-preserving row operation for the determinant means: (a) to multiply one row by a number \(k>0\); or (b) the same as (a) and add the result to any other row. An inner operation means: \(k\) rows of the resulting matrix are related only to the first \(k\) rows after the application of row operations on the original matrix. An illustrative numerical example is supplied.
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positive definite matrix
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\(M\)-matrix
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inner and sign-preserving operations of determinants
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Hurwitz matrix
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Gauss row elimination
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numerical example
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