Z-transformations on proper and symmetric cones

Motivated by the similarities between the properties of Z-matrices on $$R^{n}_+$$ and Lyapunov and Stein transformations on the semidefinite cone $$\mathcal {S}^n_+$$ , we introduce and study Z-transformations on proper cones. We show that many properties of Z-matrices extend to Z-transformations. We describe the diagonal stability of such a transformation on a symmetric cone by means of quadratic representations. Finally, we study the equivalence of Q and P properties of Z-transformations on symmetric cones. In particular, we prove such an equivalence on the Lorentz cone.

[1]  M. Fiedler,et al.  On matrices with non-positive off-diagonal elements and positive principal minors , 1962 .

[2]  M. Seetharama Gowda,et al.  Some P-Properties for Nonlinear Transformations on Euclidean Jordan Algebras , 2005, Math. Oper. Res..

[3]  J. Faraut,et al.  Analysis on Symmetric Cones , 1995 .

[4]  Generalized M-Matrices , 1981 .

[5]  Bit-Shun Tam Some Results on Cross-Positive Matrices , 1976 .

[6]  Ikuyo Kaneko,et al.  Linear complementarity problems and characterizations of Minkowski matrices , 1978 .

[7]  T. Damm Positive groups on Hn are completely positive , 2004 .

[8]  Paul Pinsler Über das Vorkommen definiter und semidefiniter Formen in Scharen quadratischer Formen , 1936 .

[9]  Bharath Kumar Rangarajan,et al.  Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones , 2006, SIAM J. Optim..

[10]  Michael A. H. Dempster,et al.  Equivalence of Linear Complementarity Problems and Linear Programs in Vector Lattice Hilbert Spaces , 1980 .

[11]  M. Gowda,et al.  On some interconnections between strict monotonicity, globally uniquely solvable, and P properties in semidefinite linear complementarity problems , 2003 .

[12]  F. Uhlig A recurring theorem about pairs of quadratic forms and extensions: a survey , 1979 .

[13]  L. Elsner,et al.  Quasimonotonie und Ungleichungen in halbgeordneten Räumen , 1974 .

[14]  R. Stern A note on positively invariant cones , 1982 .

[15]  S. Karamardian An existence theorem for the complementarity problem , 1976 .

[16]  T. Raghavan,et al.  Nonnegative Matrices and Applications , 1997 .

[17]  Stephen M. Robinson,et al.  Normal Maps Induced by Linear Transformations , 1992, Math. Oper. Res..

[18]  Michael A. H. Dempster,et al.  The Linear Order Complementarity Problem , 1989, Math. Oper. Res..

[19]  Richard W. Cottle,et al.  Linear Complementarity Problem. , 1992 .

[20]  M. Seetharama Gowda,et al.  Complementarity forms of theorems of Lyapunov and Stein, and related results , 2000 .

[21]  С. И. Радауцан ИССЛЕДОВАНИЕ НЕКОТО РЫХ СЛОЖНЫХ ПОЛУПРОВОДНИКОВЫХ Т ВДРДЫХ РАСТВОРОВ И СОЕДИНЕНИЙ НА ОСНОВ Е ИНДИЯ , 1962 .

[22]  E. Yaz Linear Matrix Inequalities In System And Control Theory , 1998, Proceedings of the IEEE.

[23]  M. Seetharama Gowda,et al.  Some New Results for the Semidefinite Linear Complementarity Problem , 2002, SIAM J. Matrix Anal. Appl..

[24]  Robert Shorten,et al.  THE GEOMETRY OF CONVEX CONES ASSOCIATED WITH THE LYAPUNOV INEQUALITY AND THE COMMON LYAPUNOV FUNCTION PROBLEM , 2005 .

[25]  Charles R. Johnson,et al.  Topics in Matrix Analysis , 1991 .

[26]  Yongdo Lim Applications of geometric means on symmetric cones , 2001 .

[27]  F. Facchinei,et al.  Finite-Dimensional Variational Inequalities and Complementarity Problems , 2003 .

[28]  H. Wolkowicz,et al.  Exponential nonnegativity on the ice cream cone , 1991 .

[29]  Peter Gritzmann,et al.  Cross-Positive Matrices Revisited , 1995, Universität Trier, Mathematik/Informatik, Forschungsbericht.

[30]  K. Narendra,et al.  A common Lyapunov function for stable LTI systems with commuting A-matrices , 1994, IEEE Trans. Autom. Control..

[31]  R. Sznajder,et al.  Some P-properties for linear transformations on Euclidean Jordan algebras , 2004 .

[32]  R. Sznajder,et al.  The Q-property of composite transformations and the P-property of Stein-type transformations on self-dual and symmetric cones , 2006 .

[33]  Michael J. Tsatsomeros,et al.  Extended M-matrices and subtangentiality , 1987 .

[34]  Mathukumalli Vidyasagar,et al.  Cross-Positive Matrices , 1970 .

[35]  Stephen P. Boyd,et al.  Linear Matrix Inequalities in Systems and Control Theory , 1994 .

[36]  H. Schneider Positive operators and an inertia theorem , 1965 .

[37]  M. Seetharama Gowda,et al.  On semidefinite linear complementarity problems , 2000, Math. Program..

[38]  Robert J. Plemmons,et al.  Nonnegative Matrices in the Mathematical Sciences , 1979, Classics in Applied Mathematics.

[39]  A. Berman,et al.  Nonnegative matrices in dynamic systems , 1979 .