Spectral Properties of Matrices which have Invariant Cones
A cone \(K\) in \( E^n\) is said to be solid if its interior \(K^0\) is nonempty. If \(A\) is a real \(n \times n\) matrix we write \(A \ge^K 0\) if \(Ax \in K\) whenever \(x \in K\); we write \(A \gg^K 0\) if \(Ax \in K^0\) whenever \(x \in K\) and \(x \ne 0\). Put \(\rho(A)=\sup _{\lambda \in \sigma(A)} |\lambda| \), where \(\sigma(A)\) is the spectrum of \(A\). The matrix \( A\ge^K 0\) is \(K\)-irreducible if \(A\) leaves no face of \(K\) invariant. A matrix which is not \(K\)-irreducible is called \(K\)-reducible. The following generalizations of the Perron-Frobenius theorem are obtained. If \(K\) is a solid cone, and \(A\ge^K 0\), then (i) \(\rho(A)\) is an eigenvalue, (ii) the degree of \(\rho(A)\) is no smaller than the degree of any other eigenvalue having the same modulus, (iii) \(K\) contains an eigenvector corresponding to \(\rho(A)\). Furthermore, conditions (i) and (ii) are sufficient to insure that \(A\) leaves invariant a solid cone. If \(A \ge^K 0\) is \(K\)-irreducible, then (i') \(\rho(A)\) is a simple eigenvalue, and any other eigenvalue with the same modulus is also simple, (ii') there is an eigenvector corresponding to \(\rho(A)\) in \( K^0\), and no other eigenvector lies in \(K\). Furthermore, (i') is sufficient for \(A\) to be \(K\)-irreducible with respect to some invariant solid cone. If \(A\gg^K 0\), then (i) \(\rho(A)\) is a simple eigenvalue, greater than the magnitude of any other eigenvalue, (ii) an eigenvector corresponding to \(\rho(A)\) lies in \(K^0\). Furthermore, condition (i) is sufficient for \(A\) to map some cone into its interior. If \( 0 \le^K A \le^K B\) and \(A\) is \(K\)-irreducible, then \(B\) is also \(K\)-irreducible, and if \(A \ne B\), then \(\rho(A)<\rho(B)\). If only \(0 \le^K A \le^K B\), \(\rho(A) \leq \rho(B) \).
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