On common invariant cones for families of matrices
The authors consider the existence and construction of common invariant cones for families of real matrices. Let \({\mathcal A}=\{A_1, A_2, \dots, A_n \}\) be a family of \(2 \times 2\) real matrices. The authors obtain necessary and necessary and sufficient conditions for the existence of an \({\mathcal A}\)-invariant proper cone. They analyze different cases: {\parindent7mm \begin{itemize}\item[(i)] when all the matrices \(A_j\) share a dominant eigenvector \(u\); \item[(ii)] when all the elements of \({\mathcal A}_1\) are diagonalizable matrices, being \[ {\mathcal A}_1= {\mathcal A} \cup \{A_iA_j \;: \;A_i, A_j \in {\mathcal A}, \;\det A_i <0, \;\det A_j < 0 \;\text{and} \;A_iA_j \neq cI \}; \] \item[(iii)] when there is none, one or two dominant eigenlines (one dimensional eigenspace) corresponding to non-diagonalizable matrices in \({\mathcal A}_1\); \dots. \end{itemize}} For matrices of arbitrary size \(m \times m\), the authors give an existence criterion for (and actually a construction of) a common invariant cone of a family \({\mathcal A}=\{A_1, A_2, \dots, A_n\}\) under the assumption that all the elements \(A_i\) can be put in a diagonal form by the same similarity transformation. They also provide some sufficient conditions for such a cone to exist when the matrices share the dominant eigenvector. Finally, the authors present several examples illustrating the theoretical results and their limitations.
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