A note on generalized invariant cones and the Kronecker canonical form

DOI10.1016/0024-3795(91)90231-KMaRDI QIDQ802701zbMATH OpenFDO

Authors Henry Wolkowicz, R. J. Stern

Publication date 1991

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(91)90231-K

zbMATH Keywords

invariant conesKronecker canonical formKronecker indicespencilproper conespectrum

Mathematics Subject Classification ID

Ordered rings, algebras, modules (06F25) Canonical forms, reductions, classification (15A21) Matrix pencils (15A22) Positive matrices and their generalizations; cones of matrices (15B48)

Review text

There are well-known conditions on the spectrum of a real \(n\times n\) matrix A which are equivalent to the existence of a proper cone \(K\subset {\mathbb{R}}^ n\) such that A(K)\(\subset K\). The authors generalize these results to the case of a pencil A-\(\lambda\) B, A,B \(m\times n\)-matrices. A cone \(K\subset {\mathbb{R}}^ n\) is A,B invariant if A(K)\(\subset B(K)\). Then the following statements are equivalent for A-\(\lambda\) B: (a) There exists a proper cone K s.t. A(K)\(\subset B(K).\) (b) The left Kronecker indices are zero, there are no infinite eigenvalues, \(\rho\) (J) \((=\) maximum modulus of the finite eigenvalues) is in the spectrum and has maximal index among all eigenvalues of modulus \(\rho\) (J).

Recommendations

• An algebraic approach to the construction of polyhedral invariant cones
• When do several linear operators share an invariant cone?
• On strictly positively invariant cones
• Invariant ellipsoidal cones
• Some geometric considerations about the Kronecker normal form

Cites work

• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• Matrix Analysis
• Monotonie und Randspektrum bei vollstetigen Operatoren
• Spectral Properties of Matrices which have Invariant Cones

Cited in

(4)

• Invariant multicones for families of matrices
• On the Core of a Cone-Preserving Map
• Constructive solution of the common invariant cone problem
• When do several linear operators share an invariant cone?

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