Nonnegative matrix explained
In mathematics, a nonnegative matrix, written
is a
matrix in which all the elements are equal to or greater than zero, that is,
A
positive matrix is a matrix in which all the elements are strictly greater than zero. The set of positive matrices is the interior of the set of all non-negative matrices. While such matrices are commonly found, the term "positive matrix" is only occasionally used due to the possible confusion with
positive-definite matrices, which are different. A matrix which is both non-negative and is positive semidefinite is called a
doubly non-negative matrix.
A rectangular non-negative matrix can be approximated by a decomposition with two other non-negative matrices via non-negative matrix factorization.
Eigenvalues and eigenvectors of square positive matrices are described by the Perron–Frobenius theorem.
Properties
- The trace and every row and column sum/product of a nonnegative matrix is nonnegative.
Inversion
The inverse of any non-singular M-matrix is a non-negative matrix. If the non-singular M-matrix is also symmetric then it is called a Stieltjes matrix.
The inverse of a non-negative matrix is usually not non-negative. The exception is the non-negative monomial matrices: a non-negative matrix has non-negative inverse if and only if it is a (non-negative) monomial matrix. Note that thus the inverse of a positive matrix is not positive or even non-negative, as positive matrices are not monomial, for dimension .
Specializations
There are a number of groups of matrices that form specializations of non-negative matrices, e.g. stochastic matrix; doubly stochastic matrix; symmetric non-negative matrix.
See also
Bibliography
- Abraham Berman, Robert J. Plemmons, Nonnegative Matrices in the Mathematical Sciences, 1994, SIAM. .
- A. Berman and R. J. Plemmons, Nonnegative Matrices in the Mathematical Sciences, Academic Press, 1979 (chapter 2),
- R.A. Horn and C.R. Johnson, Matrix Analysis, Cambridge University Press, 1990 (chapter 8).
- Book: Krasnosel'skii
, M. A.
. Mark Krasnosel'skii
. Mark Krasnosel'skii . Positive Solutions of Operator Equations . P.Noordhoff Ltd . . 1964. 381 pp.
- Book: Krasnosel'skii . M. A. . Mark Krasnosel'skii . Lifshits . Je.A. . Sobolev . A.V. . Positive Linear Systems: The method of positive operators . Sigma Series in Applied Mathematics . 5 . 354 pp . Helderman Verlag . . 1990.
- Henryk Minc, Nonnegative matrices, John Wiley&Sons, New York, 1988,
- Seneta, E. Non-negative matrices and Markov chains. 2nd rev. ed., 1981, XVI, 288 p., Softcover Springer Series in Statistics. (Originally published by Allen & Unwin Ltd., London, 1973)
- Richard S. Varga 2002 Matrix Iterative Analysis, Second ed. (of 1962 Prentice Hall edition), Springer-Verlag.