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Fundamentalnaya i Prikladnaya Matematika, 2002, Volume 8, Issue 4, Pages 1019–1034
(Mi fpm693)
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On extremal properties of the dominant eigenvalue
L. I. Krechetov Central Economics and Mathematics Institute, RAS
Abstract:
The property of almost monotonicity for the non-singular irreducible M-matrix is specified. In its existing form the property means that the result of application of the above matrix to a vector is either the zero vector or a vector with at least one component positive and one component negative. In this paper the positive and the negative components are explicitly indicated. As an application, a criterion of Pareto-extremality for a vector function with essentially non-negative matrix of partial derivatives is derived. The criterion is a counterpart of the classical Fermat theorem on vanishing of the derivative in an extremal point of a function. The proofs are based on geometric properties of $n$-dimensional simplex described in two lemmas of independent nature.
Received: 01.09.2000
Citation:
L. I. Krechetov, “On extremal properties of the dominant eigenvalue”, Fundam. Prikl. Mat., 8:4 (2002), 1019–1034
Linking options:
https://www.mathnet.ru/eng/fpm693 https://www.mathnet.ru/eng/fpm/v8/i4/p1019
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