On the numerical characterization of the reachability cone for an essentially nonnegative matrix (Q999812)

Given the linear differential system \(\dot x = Ax,\,\,\,x(0) = x_0 \in \mathbb{R}^n ,\,\,\,t \geqslant 0,\) where \(A \in \mathbb{R}^{n \times n} \) is an essentially nonnegative matrix, the aim of this paper is to numerically characterize the members of the reachability cone \(X_A (\mathbb{R}_ + ^n )\). This is the set of all initial points \(x_0\) for which there exists a finite time \(t_0 \geqslant 0\) such that the solution \(x(t) = e^{At} x_0 \in \mathbb{R}_ + ^n \) for all \(t \geqslant t_0\). By extending a known characterization, the following numerical test for \(A\) irreducible is derived: If \(x^{(k)} = (I + hA)^k x_0\), where \(h\) is a positive parameter depending on the diagonal entries of \(A\), becomes and remains positive, then so does \(x(t)\); if \(x(t)\) fails to become and remain positive, then either \(x^{(k)}\) becomes and remains negative or it always has a negative and a positive entry. An algorithm implementing this test is provided, along with its theoretical basis, numerical analysis and illustrative examples. Finally, the general (possibly reducible) case is discussed and a similar test is described.