Existence of solution for matrix equation (I−αA)bar x= bar b This is my first question in here and I would be really thankful if someone could help me with understanding the matter. I am solving a matrix equation (I−alphaA) bar x= bar b for a positive vector bar x. I don't know anything about the signs of the scalar alpha and vector bar b (but I can always split the solution into several cases). Matrix A is a symmetric matrix with tr(A)=0 (basically it is an adjacent matrix of an undirected graph so it is built only of 0 and 1 with 0 on its diagonal).

Jaydan Ball

Jaydan Ball

Open question

2022-08-21

Existence of solution for matrix equation ( I α A ) x ¯ = b ¯
This is my first question in here and I would be really thankful if someone could help me with understanding the matter.
I am solving a matrix equation ( I α A ) x ¯ = b ¯ for a positive vector x ¯ . I don't know anything about the signs of the scalar α and vector b ¯ (but I can always split the solution into several cases). Matrix A is a symmetric matrix with tr(A)=0 (basically it is an adjacent matrix of an undirected graph so it is built only of 0 and 1 with 0 on its diagonal).
My approach would be just to write it down as x ¯ = ( I α A ) 1 b ¯ whenever ( I α A ) is nonsingular (as far as I understand that happens for a finite number of α and thus Lebesgue measure of this set of "inappropriate" α is 0).
In most of the literature, however, it is required that 1 > α λ m a x ( A ) for the convergence of I + α A + α 2 A 2 + and for the solution x ¯ to exist (where λ m a x ( A ) is a maximum eigenvalue of A) . Moreover, then d e t ( I α A ) = 1 α d e t ( A ) = 1 α i λ i > 0 and hence it is also invertible.
So I have two questions here:
Q1: Why do I need convergence of I + α A + α 2 A 2 + in here? I understand that if it converges then k = 0 + α k A k = ( I α A ) 1 , but why do I need that for the existence of a solution x¯? For instance, if we take a simple example:
A = | 0 1 1 0 | α = 30
λ m a x ( A ) = 1 and hence, convergence condition is violated: 30>1. However, I can still calculate x ¯ . Inverse of ( I α A ) exists and is equal to 1 899 | 1 30 30 1 | . If, for instance, b ¯ was negative, then it would give me a positive x ¯ . Or is the condition 1 > α λ m a x ( A ) needed to guarantee that inverse will give a positive solution with both positive α and b ¯ ?
Q2: What will happen if α < 0 (and potentially b ¯ < 0)? What are the conditions for existence of solution x ¯ ? What are the conditions for it to be positive?

Answer & Explanation

Lamar Casey

Lamar Casey

Beginner2022-08-22Added 8 answers

Q1. In the way you set your problem, this condition is needed only if you approximate your inverse by this sum. Otherwise you only need non-singularity for ( I α A ) namely 1 / α should not equal any of eigenvalues of A. But I think you have deeper analyze your problem, the nature of b , x , α. It might happen that without of the condition 0 < λ m a x ( A ) α your x does not make any sense. Indeed, approaching α to any if eigenvalues will make your matrix close to singular and vanish your equation. May be b also depends on α?.
Q_2. If α < 0 your matrix has all entries nonnegative. That means for negative b some of elements of x will be negative. I don't know anything special for this case. A matrix still can be singular or close to singular.

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