Wednesday 30 March 2016

linear algebra - Maximum eigenvalue of a special $m$-matrix

I have a set of matrix, which is:





  1. Real symmetric positive definite. Very sparse.

  2. Diagonal elements are positive while off-diagonal elements are negative.

  3. $\displaystyle a_{ii}=-\sum^{n}_{{j=1}\atop{j\ne i}} a_{ij}$

  4. $a_{ii} \in (0,1]$

  5. $a_{ij} \in (-1,0]$ 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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