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Nonnegative inverse matrices preserve extremal basis rays

Statement

Let A be an invertible n×n real matrix such that A and A−1 are entrywise nonnegative. Then A=PD, where P is a permutation matrix and D is a diagonal matrix with strictly positive diagonal entries. Here a permutation matrix has exactly one entry 1 in each row and each column and all other entries zero.

Suppose in addition that A is the change-of-basis matrix from an ordered basis B=(b1,…,bn) to an ordered basis C=(c1,…,cn) of the canonical Coxeter representation, and that all these basis vectors are roots. Then D=In, so A is a permutation matrix. The case n=0 is allowed.

Facts & Assumptions

[F1]

Invertibility gives AB=BA=In for B=A−1; the entries of a matrix product are finite sums of products, and In has diagonal entries 1 and off-diagonal entries 0. The unique 0×0 matrix is I0 (Invertible matrices and the general linear group GLₙ(F), Rectangular matrix multiplication and the identity matrix Iₙ, including zero-sized shapes).

[F2]

In the ordered field of real numbers, products and finite sums of nonnegative numbers are nonnegative; a finite sum of nonnegative numbers equal to zero has every summand zero, and a positive factor in a zero product forces the other factor to be zero (The reals form a totally ordered field).

[F3]

The j-th column of the change-of-basis matrix from B to C consists of the coefficients of bj in the basis C (Basis of a vector space: a linearly independent spanning subset; and ordered basis: an injective finite list whose image is a basis, The change-of-basis matrix P_C leftarrowB=[id_V]_B^C).

[F4]

The canonical Coxeter form Q is bilinear, and every root v in its canonical representation satisfies Q(v,v)=1; no positive-definiteness of Q is assumed (The real Coxeter form, its radical, reflections, and form-preserving maps, The canonical reflection homomorphism, roots, reflections, and the positive cone, Descent of the reflection representation, unit root norms, and conjugation of reflections).

Proof

Given: A and B=A−1 are entrywise nonnegative, with the additional basis hypotheses in the second assertion.

Goal: Show A=PD with P a permutation matrix and D positive diagonal, and show D=In under the basis hypotheses.

1.1givenF1F2

Suppose n>0. For each row i, the diagonal equation 1=(AB)ii=∑kaikbki gives an index k with aik>0 and bki>0. If also aiℓ>0 for some ℓ≠k, then the off-diagonal equation 0=(BA)kℓ=∑rbkrarℓ has the strictly positive summand bkiaiℓ, a contradiction. Thus each row of A has exactly one positive entry and all its other entries are zero.

2.1F1F2step 1.1construct

Let k(i) be the column of the positive entry in row i. If distinct rows i,j had k(i)=k(j)=k, then 1.1 supplies bki>0, while 0=(AB)ji=∑rajrbri contains the positive summand ajkbki, a contradiction. Hence the n indices k(i) are distinct and cover all n columns. Define P to have entry 1 at each (i,k(i)) and zero elsewhere, and let Dkk be the unique positive entry of A in column k. Then P is a permutation matrix, D is positive diagonal, and A=PD. For n=0, the unique empty matrices satisfy the same conclusion with P=D=I0.

3.1givenF2F3F4step 2.1algebra∎

Under the basis hypotheses, column j of A=PD gives bj=djcπ(j) for a permutation π and dj=Djj>0. By bilinearity and the unit root identities, 1=Q(bj,bj)=dj2Q(cπ(j),cπ(j))=dj2. Positivity gives dj=1 for every j; this is also vacuous for n=0. Therefore D=In and A=P.

Depends on

Used by · 1

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