Some Useful
Theorems |
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We now state a set of useful theorems with proofs omitted.
Theorem: (Fundamental Theorem of Algebra) an
algebraic expression of the polynomial form:
anl n + an-1l
n-1 + .... + a2l 2
+ a1l + a0 = 0
where a0 ¹ 0, has exactly n complex or real
roots l 1, ..., l n (repetition
is, of course, possible).
Theorem: If the coefficients of a polynomial (a1, a2,
etc.) are real, then any complex roots will come in conjugate pairs,
i.e. l = u ± iv where i is the
imaginary operator i =Ö -1 and u and v are real numbers, so
that u is the "real part" of l (i.e., Re(l ) = u) and v the "imaginary part" of l
(i.e. Im(l ) = v).
Theorem: (Descartes's Rule of Signs) Let a0,
..., an be the sequence of coefficients in a polynomial and let k be the total
number of "changes of sign" from one coefficient to the next in that sequence.
Then the number of positive real roots of the polynomial is equal to k minus a positive
even number. (note: if k = 1, then there is exactly one positive real root).
We now turn to the Perron-Frobenius theorems on non-negative square
matrices. They are of two types: one for the general case (I), the other for the irreducible case (II).
Theorem: (Perron-Frobenius I) If A
is a non-negative square matrix then the following hold:
(a) A has a non-negative real eigenvalue
(b) no real eigenvalue of A can have an absolute value larger than
the largest real eigenvalue l m
(c) at least one right eigenvector and one left eigenvector associated
with lm are semipositive.
(d) [l I - A]-1
>> 0 for each l > lm
(e) l m is a nondecreasing function
of each of the elements of matrix A.
Theorem: (Perron-Frobenius II) If A
is an irreducible non-negative square matrix
then the following hold:
(a) A has a positive maximum eigenvalue lm
(b) the right eigenvector x associated with lm
is positive, i.e. for Ax = lmx, x
> 0.
(c) the left eigenvector x¢ associated
with l m is also positive, i.e. x¢ A = x¢ l m, x¢ >
0.
(d) if l is any eigenvalue of A, then |l | £ lm
(e) l m is a continuous increasing
function of the elements in A.
(f) the maximum eigenvalue for any submatrix of A is smaller than
the maximum eigenvalue for A.
(g) To each real eigenvalue l of A
different from l m, there corresponds an eigenvector
x ¹ 0 such which has at least one negative
component.
(h) Given a real number m = (1/n ) > 0, if m > l
m (thus n < 1/l m)
then:
(m I - A)-1
> 0
(I - n A)-1
> 0
(i) maxi ai1 ³
l m ³ miniai1
where ai is the ith row of A. (i.e. maximum eigenvalue lies
between the maximum and minimum of row sums of A).
Proofs of the various aspects of the Perron-Frobenius theorems (plus extensions) are
given in Debreu and Herstein (1953), Morishima (1964), Murata (1977), Nikaido (1960), Pasinetti (1975), Takayama (1974) and Kurz and
Salvadori (1995).
Now we add the following definition from Hawkins and Simon
(1949) and Georgescu-Roegen (1951):
Hawkins-Simon: a matrix A is "productive"
or fulfills the "Hawkins-Simon conditions" if all the principal leading
minors of A are positive.
and consequently another pair of theorems:
Theorem: Let A be an n ´ n matrix where aij
£ 0 for i ¹ j, then there is an
x ³ 0 such that Ax > 0 iff A
fulfills the Hawkins-Simon condition.
Theorem: Let A be an n ´ n matrix where aij
£ 0 for i ¹ j, then for any c
³ 0, there exists an x ³
0 such that Ax = c iff A fulfills the Hawkins-Simon
conditions.
Proofs of the above propositions can be found in Nikaido
(1960; 1968: p.92).
Theorem: (Routh-Hurwitz) A necessary and
sufficient condition that all the roots of the n-degree polynomial equation with real
coefficients:
anl n + an-1l n-1 + .... + a2l2 + a1l+ a0
= 0
to have negative real parts is that all the principal leading minors of the following
matrix are strictly positive:
|
é |
a1 |
a0 |
0 |
0 |
.... |
ù |
|
ê |
a3 |
a2 |
a1 |
a0 |
.... |
ú |
|
ê |
a5 |
a4 |
a3 |
a2 |
.... |
ú |
|
ê |
.... |
.... |
.... |
.... |
.... |
ú |
|
ë |
0 |
0 |
.... |
|
an |
û |
Note that the structure of the matrix for the Routh-Hurwitz conditions. The matrix is
obtained as follows. The coefficients of the polynomial from a1 to an
are written out on the main diagonal. The columns consist in turn of coefficients with
only odd or even subscripts, ith the coefficient a0 included among the latter.
All the other entries of the matrix corresponding to coefficients with subscripts greater
than n or less than 0 are set equal to 0.
From the Routh-Hurwitz conditions, it is immediately obvious that when we are
coinsidering the characteristic equation of a 2 ´ 2 matrix A:
l 2 - (trA)l
+ |A| = 0
that a necessary and sufficient condition for the real parts of all eigenvalues to be
negative is that |A| > 0 and trA < 0. A computationally simpler
form of the Routh-Hurwitz conditions are the "Modified Routh-Hurwitz" conditions
given in Murata (1977: p.92).
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