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Some P-properties for linear transformations on Euclidean Jordan algebras

โœ Scribed by M.Seetharama Gowda; Roman Sznajder; J. Tao


Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
321 KB
Volume
393
Category
Article
ISSN
0024-3795

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โœฆ Synopsis


A real square matrix is said to be a P-matrix if all its principal minors are positive. It is well known that this property is equivalent to: the nonsign-reversal property based on the componentwise product of vectors, the order P-property based on the minimum and maximum of vectors, uniqueness property in the standard linear complementarity problem, (Lipschitzian) homeomorphism property of the normal map corresponding to the nonnegative orthant. In this article, we extend these notions to a linear transformation defined on a Euclidean Jordan algebra. We study some interconnections between these extended concepts and specialize them to the space S n of all n ร— n real symmetric matrices with the semidefinite cone S n + and to the space R n with the Lorentz cone.


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Let L be a linear transformation on a finite dimensional real Hilbert space H and K be a closed convex cone with dual K \* in H. The cone spectrum of L relative to K is the set of all real ฮป for which the linear complementarity problem x โˆˆ K, y = L(x) -ฮปx โˆˆ K \* , and x, y = 0 admits a nonzero solu