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
Open question
2022-08-21
Existence of solution for matrix equation 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 for a positive vector . I don't know anything about the signs of the scalar and vector (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 whenever is nonsingular (as far as I understand that happens for a finite number of α and thus Lebesgue measure of this set of "inappropriate" is 0). In most of the literature, however, it is required that for the convergence of and for the solution to exist (where is a maximum eigenvalue of A) . Moreover, then and hence it is also invertible. So I have two questions here: Q1: Why do I need convergence of in here? I understand that if it converges then , but why do I need that for the existence of a solution x¯? For instance, if we take a simple example:
and hence, convergence condition is violated: 30>1. However, I can still calculate . Inverse of exists and is equal to . If, for instance, was negative, then it would give me a positive . Or is the condition needed to guarantee that inverse will give a positive solution with both positive α and ? Q2: What will happen if (and potentially )? What are the conditions for existence of solution ? What are the conditions for it to be positive?
Answer & Explanation
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 namely should not equal any of eigenvalues of A. But I think you have deeper analyze your problem, the nature of . It might happen that without of the condition 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 ?. Q_2. If 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.