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Totally positive matrix

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In mathematics, a totally positive matrix is a square matrix in which all the minors are positive: that is, the determinant of every square submatrix is a positive number.[1] A totally positive matrix has all entries positive, so it is also a positive matrix; and it has all principal minors positive (and positive eigenvalues). A symmetric totally positive matrix is therefore also positive-definite. A totally non-negative matrix is defined similarly, except that all the minors must be non-negative (positive or zero). Some authors use "totally positive" to include all totally non-negative matrices.

Definition

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Let be an n × n matrix. Consider any and any p × p submatrix of the form where:

Then A is a totally positive matrix if:[2]

for all submatrices that can be formed this way.

History

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Topics which historically led to the development of the theory of total positivity include the study of:[2]

Examples

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For example, a Vandermonde matrix whose nodes are positive and increasing is a totally positive matrix.

See also

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References

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  1. ^ George M. Phillips (2003), "Total Positivity", Interpolation and Approximation by Polynomials, Springer, p. 274, ISBN 9780387002156
  2. ^ a b Spectral Properties of Totally Positive Kernels and Matrices, Allan Pinkus

Further reading

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