Numer. Math.

t9, t70--t75 (t972)

~) by Springer-Verlag 1972

On Complex Eigenvalues of M and P Matrices*

R. B. Kellogg

Received August 25, t97t

Summary. Inequalities are obtained for the complex eigenvalues of an M matrix

or a P matrix which depend only on the order of the matrix.

t. In a series of papers [t, 2, 5], N. Dmitriev, E. Dynkin, and F. I. Karpelevich

have determined the set of all possible eigenvalues of a positive matrix of order n
and with given spectral radius. I t is natural to ask if there are similar results for
other classes of matrices. In this paper we consider the class of all M matrices;
the class of all M matrices whose associated directed graph contains no Hamil-
tonian circuit; and the class of all P matrices. In each case the results lead to
best possible inequalities for the eigenvalues of a matrix in the corresponding class.
All vectors and matrices are real. We let ei denote the ?'-th unit vector, with
the /'-th component unity and the other components 0. We write any vector
x as x = ~ , x i e i , and we let ( x , y ) = ~ . x i y i denote the inner product. We let
x > 0 (x ~ 0) mean x i > 0 (xi > 0), and we use a similar notation for matrices.
2. Recall that A = ( a i k ) is an M-matrix if A is invertible, if A -1 =>0, and
if aik ~_~0for i 4:k. If 2i 1 is the spectral radius of A -1, we call 21 the minimal eigen-
value of A.
The directed graph, G, of a n square matrix is the graph with nodes {1 . . . . . n}
and with a link from/" to k if aik ~=0. A is irreducible if the graph of A is connected.
Our first result is in fact a direct consequence of the inequality of [I ].
Theorem 1. A complex number 2 = / , + iv is an eigenvalue of an n • n irre-
ducible M matrix with minimal eigenvalue 21 if and only if

~-I,ltan-~- >2~; (1)

furthermore, equality holds in (t) only for a matrix A such that for some permuta-
tion P,, p r A P is of the form
0 0]
~2 /~2 ... 0 0 |
................... | (2)
1 o o o ... ~ - 1 ~-11
~ ~ ...~
with/~i<0, 1 ~i~_n.
* This research was supported in part by the National Science Foundation under
Grant GP-20555.
 On Complex Eigenvalues of M and P Matrices t 7t

Proo/. We may evidently take ~1 = t, and after performing a similarity trans-

formation with a positive diagonal matrix, we may assume that A is row stochastic.
Then for 0E(0,t) and close to 0, the matrix A (0)-~(t + O ) I - - O A is irreducible
non-negative row stochastic, and has an eigenvalue

~(0)= t +0 -fro -vOi

=f(0) +i~(0) (3)
corresponding to the eigenvalue ~ of A. From the results of Ill, $ (0) satisfies

if(O) +lv(O)itan --~ ~ t , (4)

from which (l) follows. Furthermore, if (i) holds with equality, then (4) holds
with equality. Considering the case of equality in [t], one is led to A (0) of the
form (2) with
,xi=~>o, /~=~>o, o~+fl=t, 1<i<,~.
Transforming back to A, we get (2).
Conversely, let ~ satisfy (l) with ~-----t, and let ~(0) be defined by (3), so
(0) satisfies (4). Let Q be the n-gon in the complex plane with vertices the n-th
roots of unity. Then, using (4), for 0 close to 0, ~ (0) EQ. Hence

$(0) = ~, ~k exp ( 2 ~ i ~ ) , ak-->_0, Z ~ , = I .

1

Multiplying by e x p ( 2 ~ i J ) , ,-------i=<n, we see that J ( 0 ) i s an eigenvalue of a

stochastic non-negative continuant matrix. Calling this matrix A (0) we find that
A ----0-1 [(t + 0 ) I - - A (0)] is an M-matrix with eigenvalue ~.
3. Let G be a directed graph with nodes the set {1 . . . . . n}. Following [4], we
define a Harniltonian circuit in G to be a permutation m 1. . . . . m~ of the nodes such
that, setting m , + x = m 1, there is a link in G from m i to mi+l, t <=i~n. We are
interested in matrices A whose graph contains no Hamiltonian circuit. We have
the following sharpening of Dmitriev-Dynkin inequality.
Theorem 2. Let A > 0 be an n X n irreducible matrix with spectral radius ~.
Suppose the graph of A contains no Hamiltonian circuit. Then if $ = f + i v is
any eigenvalue of A, and if n-->_3, we have

f+ivl tan ~ -- ~1. (5)

Proo]. We may assume without loss of generality that LI = t and that A is

row stochastic. Let the eigenvalue $ have eigenvector z = (zi). Placing the numbers
z i in the complex plane, we let Q denote their convex hull. Then Q is a convex
k-gon, k ~ n , and ,~Q(Q. Let the vertices of Q be w1. . . . . wk, written in counter-
clockwise order. Then ,~wi is a convex combination of w1. . . . . wk, t < i < k . When
written out, the coefficients of these convex combinations form the entries of a
non-negative, row stochastic, k • k matrix with eigenvalue ~. If k < n, it follows
'!72 R. B. Kellogg:

~Wj+l
wj+2~
~ wj

w j-2 Wj_l
Fig. t

from [1] t h a t ~ satisfies (5) with ~ = l . Thus we assume k = n so Q is an n-gon

with vertices w 1. . . . . w, which are a p e r m u t a t i o n of the components z i of the

ofQ.
eigenvector z of A. Since ~Q (Q, is easily seen t h a t if v 4: 0, 0 lies in the interior

Let ~ denote the closed triangle with vertices wj and wj+~, and let Ti denote
the interior of ~ . (We take the indices modulo n.) We m a y assume t h a t

2wiE ~ , t < i =<n. (6)

For A (0) -----OI + (t -- O)A is, for 0 < 0 < ~, a non-negative row stochastic m a t r i x
with the same graph as A, and with A(O)z=~(O)z where 2 ( 0 ) - - - - - 0 + 0 - - 0 ) ~ .
Furthermore, 2 satisfies (5) with ~1 = 1 if and only if ~ (0) does. B y picking 0 close
to i, we obtain $(O)wjE ~. Thus, replacing A b y A (0), we m a y assume t h a t (6)
holds. We note t h a t
Tim TI'+~ = 0 , t =<i =<n. (7)
These triangles are slown in Fig. t.
We will now prove t h a t for some ]', neither of the points Xwi• 1 lie in T i. We
assume, to the contrary, t h a t
either2wi+iET i, or 2Wi_lET~., orboth, l=<i~n. (8)
Suppose, as we m a y , t h a t
0 < arg ~ < s. (9)
T h e n we shall show t h a t
,~wj_~Tj_~, I ~_i <=n. (1o)
For b y (7) either 0r 1 or OqTi+ ~. If 0r then from (9), Zwi+,r Hence
b y (8), ~twiETj+ 1. Then b y (7), ZwiCTi_l, so b y (8), ~wi_,ET~._ 1, as desired. If
0r then from (9), $wiCT~.-x, so b y (8), we again get (t0). Now if w j = z k,
then ~wj = (A z), is a convex combination of w I . . . . . w,. F r o m (t0), it is seen t h a t
in this combination, wi_ 1 cannot be zero. This gives a non-zero e n t r y in the m a t r i x
A and, varying ]', a H a m i l t o n i a n circuit in the graph of A. As this cannot happen,
we cannot have (8).
 On Complex Eigenvalues of M and P Matrices 173

Pick a j such t h a t ,~wi• j. F r o m (6), it is seen t h a t ~wj is the only vertex

of 2Q lying in T i. Hence if Q' is the ( n - l)-gon with vertices w~, k 4~', we have
~Q' c Q'. Hence as above, 2 is an eigenvalue of a non-negative stochastic matrix
of order n - t, so (5) is satisfied. This finishes the proof.
F r o m Theorem 2, which is of interest in itself, we obtain our desired result
on M matrices.
Theorem 3. A complex n u m b e r ~ = # + i v is an eigenvalue of an irreducible M
m a t r i x with minimal eigenvalue ~1, and whose graph contains no Hamiltonian
circuit, if and only if
la--]v[ t a n - ~ _ t -->--~r (11)

Proo]. We m a y take ~1 = t. Let A be an M m a t r i x of the desired type, and

let ~ =/~ + i v be an eigenvalue of A. The proof t h a t ~ satisfies (tt) then follows
exactly as in Theorem 1. Conversely, let ~ =/~ + iv be a complex n u m b e r satisfying
(tt) with ~1-----t. Let ~(0) be given b y (3), and let Q' be the regular ( n - - i ) - g o n
whose vertices w i, 0 =<j < n - 1, are the ( n - 1)-st roots of unity, with w o = 1.
Then ~ (0) satisfies
/a (0) + [v (0) 1tan n -- 1 --

and b y picking 0 close to 0, we can m a k e ~ (0) close to t. Hence for 0 small enough,
~(0) lies in the triangle with vertices w 0, Wl, w,*_2. As in the proof of T h e o r e m t,
we m a y then find a row stochastic matrix B = (b~) -->0 of order n - t such t h a t

(Bw)j=~.bjkwk=~(O)w# O<=i<n--l,
(12)
bik=O unless k=j or k~i-r rood n - - t .

Now define zi, 0 <=i < n, b y

zs : w j, 0_--<i<n--I

Z,*_ 1 : W 0.

Then we have
n--2
~(0)zj----~,bjkzh, 2<i<n--3,
0
n--2
,~(O)zo = ~ bokzk,
0
n-2
,~(O)z,*-x = b00zn-x + Y. bokZk,
1

(O)zl = bnzl +bl,z, +~blo

1 z o+~bloz,-1,
1
,~(O)z,,_2=b._2,,*_~z,*_~ +b,,_2,n_3z._s +{b,*_z,oZo +~b~-~,o
x z,,-I.
These equations serve to define a row stochastic non-negative matrix A (0) of order
n with eigenvalue ~t(0). I t is easily seen t h a t the graph of A (0) has no Hamiltonian
circuit. The m a t r i x
A = 0 -1 [(1 -- O) 1 -- A (0)]
174 R.B. Kellogg:

is then an M matrix having the desired properties. This completes the proof of
Theorem 3.
It would be interesting to discuss the case of equality in Theorem 3.
4. We consider now the P matrices which were introduced by Fielder and
Ptak to provide a common generalization of M matrices and positive definite
matrices. A is called a P matrix (resp. Po matrix) if the determinant of A and of
each of its principal minors is positive (resp. non-negative). We have
Theorem 4. A set of complex numbers, ~ . . . . . ~,, are the eigenvalues of a P
n n

matrix (resp. Po matrix) if and only if the polynomial H (t +2i) ----o~ biti satisfies
bi > 0 (resp. bi ~ 0). x
Proo/. Let A be a P matrix. Then, since bi is the sum of the principal minors
of A of order n - - i [7], bi>O. Conversely, let p(t) =~.biti with h i > 0 . Then for
s o m e , > 0, q(t) = p (t -- e) =~citi has coefficients ci > 0. Then we see that

~--t 0 ...0 0 ]
A=/0...e...._?.....~ .0...0.. /

Io o 0
Lore c~-1 c~-2 ... c~ q + e j
is a P matrix with eigenvalues the negative roots of p (t). The same argument also
works for P0 matrices.
From Theorem 4 we may deduce
Corollary 1. A complex number 2=rexp(iO) is an eigenvalue of an n •
matrix if and only if
l0-=l> (t3)
A nonzero 2 is an eigenvalue of an n x n 2~ matrix if and only if (13) holds with
equality allowed. If equality holds, then A is, after a permutation, of the form (2)
with ~ / = 0 , t <--_j<n, and (--t)"Hfli>O.
Proo/. If k is an eigenvalue of a P matrix A, and if (t3) does not hold, then
for every polynomial p (t) of degree n with positive coefficients, Re p(--+l)> 0.
This contradicts Theorem 4, since --2 must be a root of such a polynomial.
The converse, and the result for Po matrices, also follow from Theorem 4. If
A is a Po matrix with eigenvalue 2 4= 0 for which equality holds in (13), then since
det(2I + A ) = 0 , each of the principal minors of A of order r < n must vanish.
Now A must be irreducible, for otherwise k would be an eigenvalue of a P0 matrix
of order less than n, which contradicts 0 = + ~ ~ ~/n. Let G denote the graph
of A. Then G is connected, so G contains closed paths. Let m be the smallest
length of such a path, and let ?'1. . . . . /'~ be the nodes in such a path. Then in the
principal minor of A formed with the indices fl ..... Jm, the only nonzero entries
are at (/'k,/'k+x), t ~ k ~ m - - l , and at (im,/'1)" Hence this minor is > 0 , so m----n,
and A has the asserted form. This completes the proof of the corollary.
 On Complex Eigenvalues of M and P Matrices 175

T h e use of T h e o r e m 4 in p r o v i n g (t3), a n d t h e discussion of t h e case of equality,

were p r o v i d e d b y Professor Fiedler.
5. I n [3] a n o t h e r class of matrices, the class of S matrices, is also defined.
B is a n S m a t r i x if B x > 0 for some x > 0. I t is e a s y to see t h a t there is no result
like T h e o r e m 4 for an S m a t r i x . I n fact, if 2 = r e x p (i 0), t h e n

[cos
/
0 --sin 0 t - - cos 0 - - sin 0]/

is an S m a t r i x w i t h eigenvalue 2.
I t is k n o w n t h a t for a m a t r i x A of order n,

A is a n M m a t r i x ~ A is a P m a t r i x , A is an S m a t r i x

A + A r is pos. def. * A is a P m a t r i x ~ A is an S m a t r i x .

W e are n o w able to see w h a t these m a t r i x p r o p e r t i e s m e a n for a c o m p l e x eigenvalue

2 = r e x p (i 0) of A. W e h a v e t h e following table, assuming 0 _~ 0 _--<ft.

matrix property eigenvalue range

M matrix o<0<~ n
A + A r pos. def. 0~0< ~2

P matrix 0~0<n- n

S matrix no restriction

References
t. Dmitriev, N., Dynkin, E. : On the characteristic numbers of a stochastic matrix.
Dokl. Akad. Nauk S S S R 49, t 5 9 - t 6 2 (t945).
2. Dmitriev, N., Dynkin, E. : Eigenvalues of a stochastic matrix. Izv. Akad. N a u k
S S S R Ser. Mat. 10, 167-184 (t946).
3. Fiedler, M., Pthk, V. P. : Some generalizations of positive definiteness and mono-
tonicity. Numerische Math. 9, t63-172 (t966).
4. Grunbaum, B. : Convex polytopes. NewYork: Wiley t967.
5. Karpelevich, F. I. : On the eigenvalues of a m a t r i x with non-negative elements.
Izv. Akad. Nauk S S S R Ser. Mat. lS, 36t-383 (t95t).
6. Varga, R. S. : Matrix iterative analysis. Englewood Cliffs: Prentice-Hall 1962.
7. Marcus, M., Minc, H. : A survey of m a t r i x theory and matrix inequalities. Boston:
Allyn and Bacon t 964.

Dr. Bruce Kellogg

University of Maryland
I n s t i t u t e for Fluid Dynamics and Applied Mathematics
College Park, Maryland 20742
U.S.A.