Lower bounds of the minimum eigenvalue for $M$-matrices
Jianxing Zhao, Caili Sang

TL;DR
This paper introduces new convergent sequences of lower bounds for the minimum eigenvalue of M-matrices, demonstrating improved accuracy over existing bounds through theoretical proofs and numerical examples.
Contribution
It provides novel sequences of lower bounds that are proven to converge and are more accurate than previous bounds for M-matrices.
Findings
Sequences are proven to be convergent.
Numerical examples show improved accuracy.
Bounds can reach the true eigenvalue in some cases.
Abstract
Some monotone increasing sequences of the lower bounds for the minimum eigenvalue of -matrices are given. It is proved that these sequences are convergent and improve some existing results. Numerical examples show that these sequences are more accurate than some existing results and could reach the true value of the minimum eigenvalue in some cases.
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Taxonomy
TopicsMatrix Theory and Algorithms · Advanced Optimization Algorithms Research · Electromagnetic Scattering and Analysis
Lower bounds of the minimum eigenvalue for -matrices
Jianxing Zhao\correspondingauthor and Caili Sang
Jianxing Zhao\correspondingauthor- [email protected]
Caili Sang - [email protected]
College of Science, Guizhou Minzu University, Guiyang, Guizhou 550025, P.R. China
Abstract
Some monotone increasing sequences of the lower bounds for the minimum eigenvalue of -matrices are given. It is proved that these sequences are convergent and improve some existing results. Numerical examples show that these sequences are more accurate than some existing results and could reach the true value of the minimum eigenvalue in some cases.
MSC: 15A06; 15A15; 15A48
Keywords: -matrix; nonnegative matrix; Hadamard product; spectral radius; minimum eigenvalue
1 Introduction
For a positive integer , denotes the set , and denotes the set of all real (complex) matrices throughout. For , we write if If , we say is nonnegative.
A matrix is called a nonsingular -matrix if and the inverse of , denoted by , is nonnegative. Denote by the set of all nonsingular -matrices (see [1]). If is a nonsingular -matrix, then there exists a positive eigenvalue of equal to , where is the perron eigenvalue of the nonnegative matrix It is easy to prove that where denotes the spectrum of . is called the minimum eigenvalue of (see [2]). If is the diagonal matrix of an -matrix , then the spectral radius of the Jacobi iterative matrix of , denoted by , is less than 1 (see [1]).
For two real matrices and of the same size, the Hadamard product of and is defined as the matrix . If and , then it is clear that (see [2]).
Let , and . For denote
[TABLE]
[TABLE]
[TABLE]
[TABLE]
Recall that is called diagonally dominant if for all . If , we say that is strictly diagonally dominant. It is well known that a strictly diagonally dominant matrix is nonsingular. is called weakly chained diagonally dominant if and for all there exist indices in with , where and . Notice that a strictly diagonally dominant matrix is also weakly chained diagonally dominant (see [3]).
Estimating the bounds for the minimum eigenvalue of -matrices is an interesting subject in matrix theory, it has important applications in many practical problems (see [3-12]) and various refined bounds can be found in [3-8]. Hence, it is necessary to estimate the bounds for .
In [3], Shivakumar et al. gave the following bounds for : Let be weakly chained diagonally dominant and . Then
[TABLE]
Subsequently, Tian and Huang [4] obtained a lower bound for using the spectral radius of the Jacobi iterative matrix of : Let and . Then
[TABLE]
Furthermore, when is a strictly diagonally dominant -matrix, they provided lower bound for which depend only on the entries of : If is strictly diagonally dominant, then
[TABLE]
In 2013, Li et al. [5] improved (2) and (3), and presented the following result: Let and . Then
[TABLE]
Furthermore, when is a strictly diagonally dominant -matrix, they also obtained lower bound for which depend only on the entries of : If is strictly diagonally dominant, then
[TABLE]
where
In 2015, Wang and Sun [6] gave the following result: Let and . Then
[TABLE]
Recently, Zhao and Sang [7] obtained the following result: Let and . Then, for ,
[TABLE]
Similarly, they presented lower bounds for which depend only on the entries of in the case of is a strictly diagonally dominant -matrix: If is strictly diagonally dominant, then for ,
[TABLE]
where
Next, we continue to research the problems mentioned above and give several convergent sequences of the lower bounds for . Numerical examples show that the new lower bounds are more accurate than these lower bounds obtained by inequalities (1)-(8).
2 Some lemmas
In this section, we give some lemmas, which will be useful in the following proofs.
Lemma 1**.**
[2]* Let , and let be diagonal matrices. Then*
[TABLE]
Lemma 2**.**
[2]* Let . Then all the eigenvalues of lie in the region*
[TABLE]
Lemma 3**.**
[7]* If is strictly diagonally dominant, then exists, and for all *
[TABLE]
Lemma 4**.**
[9]* If is strictly diagonally dominant, then exists, and for all *
Lemma 5**.**
[10]* If is a doubly stochastic matrix, then where *
3 Main results
In this section, we present our main results.
Theorem 1**.**
Let , and . Then, for ,
[TABLE]
Proof.
(a) Since is an -matrix, there exists a positive diagonal matrix , such that is a strictly diagonally dominant -matrix (see [2]), and, by Lemma 1,
[TABLE]
Hence, for convenience and without loss of generality, we assume that is a strictly diagonally dominant matrix.
Let , then By Lemma 2 and Lemma 3, there are such that
[TABLE]
i.e.,
[TABLE]
From (9), we have
[TABLE]
that is,
[TABLE]
(b) Without loss of generality, for assume that
[TABLE]
i.e.,
[TABLE]
Let \Delta_{ij}=\Big{[}(b_{ii}\alpha_{ii}-b_{jj}\alpha_{jj})^{2}+4\alpha_{ii}\alpha_{jj}\Big{(}\sum\limits_{k\neq i}b_{ki}p_{ki}^{(t)}\Big{)}\Big{(}\sum\limits_{k\neq j}b_{kj}p_{kj}^{(t)}\Big{)}\Big{]}^{\frac{1}{2}}. Then
[TABLE]
Further, we have
[TABLE]
then
[TABLE]
The proof is completed. ∎
Theorem 2**.**
Let and . Then, for ,
[TABLE]
Proof.
Let all entries of in Theorem 1 be 1. Then
[TABLE]
From inequality (11) and , the conclusion follows obviously. ∎
Similar to the proof of Theorem 2, the following theorem is obtained easily.
Theorem 3**.**
Let and . Then, for ,
[TABLE]
Theorem 4**.**
The sequence obtained from Theorem 2 (Theorem 3) is monotone increasing with an upper bound and, consequently, is convergent.
Proof.
By Lemma 3, we have . Thus, () is monotonically increasing sequence. Hence, the sequence () is convergent. ∎
Remark 1**.**
From Theorem 1 and the proof of Theorem 2, it is easily to see that if and , then
Let is a strictly diagonally dominant -matrix. Then two new lower bounds for , which depend only on the entries of , are obtained .
Theorem 5**.**
If is strictly diagonally dominant, then for ,
[TABLE]
where \phi_{ij}^{(t)}=\max\{\phi_{i}^{(t)},\phi_{j}^{(t)}\}-\min\Big{\{}\frac{1}{a_{ii}-\sum\limits_{k\neq i}\frac{a_{ik}a_{ki}}{a_{kk}}},\frac{1}{a_{jj}-\sum\limits_{k\neq j}\frac{a_{jk}a_{kj}}{a_{kk}}}\Big{\}}.
Proof.
Let . Since is strictly diagonally dominant, we have, by Lemma 3 and Lemma 4, that
[TABLE]
Then
[TABLE]
By Theorem 2, inequalities (13) and (14), we have
[TABLE]
The proof is completed. ∎
Similar to the proof of Theorem 5, the following theorem is obtained easily.
Theorem 6**.**
If is strictly diagonally dominant, then for ,
[TABLE]
Theorem 7**.**
The sequence (), obtained from Theorem 5 (Theorem 6) is monotone increasing with an upper bound and, consequently, is convergent.
Proof.
By Lemma 3, we have . Then, by the definitons of , it is easy to see that the sequence is monotone decreasing. Further, by the definition of , we know that the sequence is also monotone decreasing. Thus, () is monotonically increasing sequence. Hence, the sequence () is convergent. ∎
Theorem 8**.**
Let with , and be doubly stochastic. Then, for ,
[TABLE]
Proof.
Since is doubly stochastic, by Lemma 5, we have Then for any r_{i}=\max\limits_{j\neq i}\bigg{\{}\frac{|a_{ji}|}{|a_{jj}|-\sum\limits_{k\neq j,i}|a_{jk}|}\bigg{\}}=\max\limits_{j\neq i}\big{\{}\frac{|a_{ji}|}{1+|a_{ji}|}\big{\}}=\frac{\max\limits_{j\neq i}|a_{ji}|}{1+\max\limits_{j\neq i}|a_{ji}|}. Since is an increasing function on , we have
[TABLE]
Since J_{A}=\left[\begin{array}[]{cccc}0&-\frac{a_{12}}{a_{11}}&\cdots&-\frac{a_{1n}}{a_{11}}\\ -\frac{a_{21}}{a_{22}}&0&\cdots&-\frac{a_{2n}}{a_{22}}\\ \vdots&\vdots&\ddots&\vdots\\ -\frac{a_{n1}}{a_{nn}}&-\frac{a_{n2}}{a_{nn}}&\cdots&0\\ \end{array}\right]\geq 0, then the th row sum is Further, from , we have Hence, Combining with Lemma 3, we have that Obviously,
[TABLE]
From inequality (16) and Remark 1, clearly, the conclusion (a) follows. From inequality (16), Theorem 4.2 in [5] and Theorem 2, the conclusion (b) follows. From inequality (16) and Theorem 6, the conclusion (c) follows.
Since then by the definitions of and , we have Further, from inequality (16) and Theorem 5, the conclusion (d) follows. ∎
4 Numerical examples
In this section, several numerical examples are given to verify the theoretical results.
Example 1**.**
Let
[TABLE]
It is easy to verify that . Since , is not strictly diagonally dominant and weakly chained diagonally dominant. Hence inequalities (1), (3), (5), (8), (12) and (15) can not be used to estimate the lower bounds of . Numerical results obtained from Theorem 3.1 of [4], Theorem 4.1 of [5], Theorem 4 of [6], Theorem 3 of [7] and Theorem 2, i.e., inequalities (2), (4), (6), (7) and (10) are given in Table 1 for the total number of iterations . In fact, .**
Example 2**.**
Let
[TABLE]
It is easy to see that is strictly diagonally dominant. Next, we use only the entries of to give the lower bounds of . Numerical results obtained from Theorem 4.1 of [3], Corollary 3.4 of [4], Corollary 4.4 of [5], Corollary 1 of [7], Theorem 14 of [8], and Theorem 5, i.e., inequalities (1), (3), (5), (8) and (12) are given in Table 2 for the total number of iterations . In fact, .**
Remark 2**.**
Numerical results in Table 1 and Table 2 show that :
(a) Lower bounds obtained from Theorem 2 and Theorem 5 are bigger than these corresponding bounds in [3-8].
(b) These sequences obtained from Theorem 2 and Theorem 5 are monotone increasing.
(c) These sequences obtained from Theorem 2 and Theorem 5 approximates effectively to the true value of .
Example 3**.**
Let , where It is easy to see that is strictly diagonally dominant. By Theorem 2, Theorem 3 and Theorem 6 for , respectively, we all have when . In fact, .**
Remark 3**.**
Numerical results in Example 3 show that the lower bounds obtained from Theorem 2, Theorem 3 and Theorem 6 could reach the true value of in some cases.
5 Further work
In this paper, we present several convergent sequences to approximate . Then an interesting problem is how accurately these bounds can be computed. At present, it is very difficult for the authors to give the error analysis. We will continue to study this problem in the future.
Competing interests
The authors declare that they have no competing interests.
Author’s contributions
All authors contributed equally to this work. All authors read and approved the final manuscript.
Acknowledgements
This work is supported by the National Natural Science Foundation of China (Nos.11361074,11501141), Foundation of Guizhou Science and Technology Department (Grant No.[2015]2073).
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