When do several linear operators share an invariant cone?
type: Item
instance of: scholarly article
title: When do several linear operators share an invariant cone?
zbMATH Open document ID: 1195.15034
published in: Linear Algebra and its Applications
publication date: 2010-06-25T00:00:00Z
review text: Consider a finite family of matrices \(\mathcal A =\{A_1,A_2,\dots,A_m\},~m \geq 1\) where each \(A_i \in \mathbb{R}^{d \times d}\). A subset \(K\) of \(\mathbb{R}^d\) is called a cone if \(K\) is closed, has nonempty interior, does not contain a straight line and has a vertex at the origin. A cone \(K\) is called invariant for \(\mathcal A\), if \(A_i(K) \subseteq K\) for all \(i=1,2,\dots,m\). For the class \(\mathcal A\), define the ``average`` matrix \(\bar{A}=\frac{1}{m}\sum_{i=1}^m~A_i\) and the \(L_1\)-spectral radius of \(\mathcal A\) by \[ \rho (\mathcal A) = \lim_{k \rightarrow \infty} \left(\frac{1}{m^k} \sum_{d_1,d_2\dots,d_k \in \{1,2,\dots,m\}}~\| A_{d_1}.A_{d_2}\dots A_{d_k} \|\right)^{\frac{1}{k}}. \] For any matrix \(B\) having the property that it has an eigenvalue equal to its spectral radius, we denote by \(\lambda_{\max}(B)\) its largest eigenvalue. The main result (Theorem 1) of the paper under review is that if \(\mathcal A\) is an irreducible family, then \(\mathcal A\) has an invariant cone if and only if \(\rho (\mathcal A) =\lambda_{\max}(\bar{A})\). Easily verifiable sufficient and necessary conditions for the existence of an invariant cone are derived from this result. The author then analyzes the algorithmic complexity of the problem of determining whether a family of matrices has an invariant cone, and formulates an approximative analogue by introducing the \textit{co-directional number} for an irreducible family of matrices. An algorithm for computing this is presented. Several open problems are proposed.
reviewed by: K. C. Sivakumar
Mathematics Subject Classification ID: 15B48
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 65Y20
zbMATH DE Number: 5726561
zbMATH Keywords: linear operator
zbMATH Keywords: invariant cone
zbMATH Keywords: joint spectral radius
zbMATH Keywords: invariant norm
zbMATH Keywords: algorithmic complexity
zbMATH Keywords: eigenvalue
zbMATH Keywords: irreducible family
zbMATH Keywords: algorithm
author: Vladimir Yu. Protasov
MaRDI profile type: Publication
full work available at URL: j.laa.2010.04.006
OpenAlex ID: W2102787657
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DOI: 10.1016/J.LAA.2010.04.006
description: scientific article; zbMATH DE number 5726561