Infinitely divisible nonnegative matrices, MM-matrices, and the embedding problem for finite state stationary Markov Chains

This paper explicitly details the relation between $M$-matrices, nonnegative roots of nonnegative matrices, and the embedding problem for finite-state stationary Markov chains. The set of nonsingular nonnegative matrices with arbitrary nonnegative roots is shown to be the closure of the set of matrices with matrix roots in $\mathcal{IM}$. The methods presented here employ nothing beyond basic matrix analysis, however it answers a question regarding $M$-matrices posed over 30 years ago and as an application, a new characterization of the set of all embeddable stochastic matrices is obtained as a corollary

A Perron theorem for matrices with negative entries and applications to Coxeter groups

Handelman (J. Operator Theory, 1981) proved that if the spectral radius of a matrix $A$ is a simple root of the characteristic polynomial and is strictly greater than the modulus of any other root, then $A$ is conjugate to a matrix $Z$ some power of which is positive. In this article, we provide an explicit conjugate matrix $Z$, and prove that the spectral radius of $A$ is a simple and dominant eigenvalue of $A$ if and only if $Z$ is eventually positive. For $n\times n$ real matrices with each row-sum equal to $1$, this criterion can be declined into checking that each entry of some power is strictly larger than the average of the entries of the same column minus $\frac{1}{n}$. We apply the criterion to elements of irreducible infinite nonaffine Coxeter groups to provide evidences for the dominance of the spectral radius, which is still unknown.Comment: 14 page

The Collatz-Wielandt quotient for pairs of nonnegative operators

In this paper we consider two versions of the Collatz-Wielandt quotient for a pair of nonnegative operators A,B that map a given pointed generating cone in the first space into a given pointed generating cone in the second space. If the two spaces and two cones are identical, and B is the identity operator then one version of this quotient is the spectral radius of A. In some applications, as commodity pricing, power control in wireless networks and quantum information theory, one needs to deal with the Collatz-Wielandt quotient for two nonnegative operators. In this paper we treat the two important cases: a pair of rectangular nonnegative matrices and a pair completely positive operators. We give a characterization of minimal optimal solutions and polynomially computable bounds on the Collatz-Wielandt quotient.Comment: 24 pages. To appear in Applications of Mathematics, ISSN 0862-794

On the max-algebraic core of a nonnegative matrix

The max-algebraic core of a nonnegative matrix is the intersection of column spans of all max-algebraic matrix powers. Here we investigate the action of a matrix on its core. Being closely related to ultimate periodicity of matrix powers, this study leads us to new modifications and geometric characterizations of robust, orbit periodic and weakly stable matrices.Comment: 27 page