I have a set of matrix, which is:
- Real symmetric positive definite. Very sparse.
- Diagonal elements are positive while off-diagonal elements are negative.
- $\displaystyle a_{ii}=-\sum^{n}_{{j=1}\atop{j\ne i}} a_{ij}$
- $a_{ii} \in (0,1]$
- $a_{ij} \in (-1,0]$ when $ i \neq j$
My experiments show that the largest eigenvalue of all the matrices I have are larger than 1. Can some one help me on proving that $ \lambda_{max} >1 $ for this matrix?
My first though is to prove that $Ax=\lambda x < x$ does not hold. But I couldn't get any break through. Thanks!
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