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. 2018 Jan 5;2018(1):5. doi: 10.1186/s13660-017-1598-2

Some inequalities on the spectral radius of matrices

Linlin Zhao 1,, Qingbing Liu 2
PMCID: PMC5756293  PMID: 29367817

Abstract

Let A1,A2,,Ak be nonnegative matrices. In this paper, some upper bounds for the spectral radius ρ(A1A2Ak) are proposed. These bounds generalize some existing results, and comparisons between these bounds are also considered.

Keywords: spectral radius, nonnegative matrix, Hadamard product

Introduction

Let Mn denote the set of all n×n complex matrices and A=(aij),B=(bij)Mn. If aijbij0, we say that AB, and if aij0, we say that A is nonnegative, denoted by A0. The symbol ρ(A) stands for the spectral radius of A. If A is a nonnegative matrix, the Perron-Frobenius theorem guarantees that ρ(A)σ(A), where σ(A) denotes the spectrum of A.

If there does not exist a permutation matrix P such that

PTAP=(A1A120A2),

where A1, A2 are square matrices, then A is called irreducible.

Let A be an irreducible nonnegative matrix. It is well known that there exists a positive vector u such that Au=ρ(A)u, u being called a right Perron eigenvector of A.

The Hadamard product of A, B is defined as AB=(aijbij)Mn.

Let A0, B0. By using the Gersgorin theorem, Brauer theorem and Brualdi theorem, respectively, the authors of [15] have given some inequalities for the upper bounds of ρ(AB). Audenaert [6], Horn and Zhang [7] proved a beautiful inequality on ρ(AB) for nonnegative matrices A and B, that is, ρ(AB)ρ(AB). Huang [8] generalized the above inequality to any k nonnegative matrices, that is, ρ(A1A2Ak)ρ(A1A2Ak). Motivated by [8] and [14, 9, 10], in this paper we propose some inequalities on the upper bounds for the spectral radius of the Hadamard product of any k nonnegative matrices. These bounds generalize some existing results, and some comparisons between these bounds are also considered.

Main results

First, we give some lemmas which are useful for obtaining the main results.

Lemma 2.1

([11])

Let AMn be a nonnegative matrix. If Ak is a principal submatrix of A, then ρ(Ak)ρ(A). If A is irreducible and AkA, then ρ(Ak)<ρ(A).

Lemma 2.2

([11])

If AMn is an irreducible nonnegative matrix, and Azkz for a nonzero nonnegative vector z, then ρ(A)k.

Lemma 2.3

([12])

Let A=(aij)Mn be a nonnegative matrix. Then

ρ(A)maxij12{aii+ajj+[(aiiajj)2+4kiaikkjajk]12}.

Lemma 2.4

Let A1,A2,,AkMn and D1,D2,,Dk be diagonal matrices of order n, then

D1(A1A2Ak)D=(D11A1D1)(D21A2D2)(Dk1AkDk),

where D equals the product of the matrices Dk,Dk1,,D1, that is, D=DkD2D1.

Proof

Let dr,i be the ith diagonal of Dr and ar,ij be the (i,j) entry of Ar (r=1,2,,k). Then the (i,j) entry of D1(A1A2Ak)D is

1r=1kdr,i(r=1kar,ij)r=1kdr,j=r=1k(1dr,iar,ijdr,j),

which coincides with the (i,j) entry of (D11A1D1)(D21A2D2)(Dk1AkDk). The proof is completed. □

Theorem 2.1

Let A1,A2,,AkMn and A1=(aij)0,A2=(bij)0,,Ak=(kij)0. Then

ρ(A1A2Ak)max1in{aiibiikii+(ρ(A1)aii)(ρ(A2)bii)(ρ(Ak)kii)}. 2.1

Proof

If A1A2Ak is irreducible, then A1,A2,,Ak are all irreducible. From Lemma 2.1, we have

ρ(A1)aii>0,ρ(A2)bii>0,,ρ(Ak)kii>0,iN.

Since A1,A2,,Ak are nonnegative irreducible, there exist k positive vectors u,v,,w such that A1u=ρ(A1)u,A2Tv=ρ(A2)v,,AkTw=ρ(Ak)w. Thus, we have

aiiui+jiaijuj=ρ(A1)ui,iN,bjjvj+ijbijvi=ρ(A2)vj,jN,,kjjwj+ijkijwi=ρ(Ak)wj,jN.

Thus, we have

bij[ρ(A2)bjj]vjvi,,kij[ρ(Ak)kjj]wjwi.

Let z be the vector (zi), where

zi=ui(ρ(A2)bii)vi(ρ(Ak)kii)wi>0,iN.

We define P=A1A2Ak. For any iN,

(Pz)i=aiibiikiizi+ijaijbijkijzjaiibiikiizi+ijaij(ρ(A2)bjj)vjvi(ρ(Ak)kjj)wjwizj.

For

zj=uj(ρ(A2)bjj)vj(ρ(Ak)kjj)wj,

we have

(Pz)iaiibiikiizi+1viwiijaijuj=aiibiikiizi+1viwi(ρ(A1)aii)ui=aiibiikiizi+(ρ(A2)bii)(ρ(Ak)kii)(ρ(A1)aii)zi={aiibiikii+(ρ(A1)aii)(ρ(A2)bii)(ρ(Ak)kii)}zi.

By Lemma 2.2, this shows that

ρ(A1Ak)max1in{aiibiikii+(ρ(A1)aii)(ρ(A2)bii)(ρ(Ak)kii)}.

If A1A2Ak is reducible, we denote by P=(pij) the n×n permutation matrix with p12=p23==pn1=1, the remaining pij=0, then all A1+tP,A2+tP,,Ak+tP are nonnegative irreducible matrices for any chosen positive real numbers t. We substitute A1+tP,A2+tP,,Ak+tP for A1,A2,,Ak, respectively, in the previous case, and then, letting t0, the result follows by continuity. The proof is completed. □

Setting k=2 in Theorem 2.1, we have the following corollary.

Corollary 2.1

([1])

Let A1,A2Mn and A10, A20. Then

ρ(A1A2)max1in{aiibii+(ρ(A1)aii)(ρ(A2)bii)}.

Theorem 2.2

Let A1,A2,,AkMn and A1=(aij)0,A2=(bij)0,,Ak=(kij)0. Then

ρ(A1A2Ak)maxij12{aiibiikii+ajjbjjkjj+[(aiibiikiiajjbjjkjj)2+4(ρ(A1)aii)(ρ(Ak)kii)(ρ(A1)ajj)(ρ(Ak)kjj)]12}. 2.2

Proof

First we assume that A1A2Ak is irreducible. Obviously, A1,A2,,Ak are all irreducible, from Lemma 2.1, we have

ρ(A1)aii>0,ρ(A2)bii>0,,ρ(Ak)kii>0,iN.

For the irreducibility of A1,A2,,Ak, there exist k positive vectors u=(ui),v=(vi),,w=(wi) such that A1u=ρ(A1)u,A2v=ρ(A2)v,,Akw=ρ(Ak)w. Thus, we have

aii+jiaijujui=ρ(A1),iN,bii+jibijvjvi=ρ(A2),iN,,kii+jikijwjwi=ρ(Ak),iN.

Define

U=diag(u1,u2,,un),V=diag(v1,v2,,vn),,W=diag(w1,w2,,wn).

Let

Aˆ1=(aˆij)=U1A1U=(1uiaijuj),Aˆ2=(bˆij)=V1A2V(1vibijvj),,Aˆk=(kˆij)=W1AkW(1wikijwj).

It is easy to show that Aˆ1,Aˆ2,,Aˆk are all nonnegative irreducible matrices, and all the row sums of Aˆ1,Aˆ2,,Aˆk are equal to ρ(A1),ρ(A2),,ρ(Ak), respectively.

Let D=WVU be the product of k nonsingular diagonal matrices U,V,,W. According to Lemma 2.4, we have

D1(A1A2Ak)D=(U1A1U)(V1A2V)(W1AkW)=Aˆ1Aˆ2Aˆk.

Thus, we have ρ(A1A2Ak)=ρ(Aˆ1Aˆ2Aˆk). From Lemma 2.3, we have

ρ(Aˆ1Aˆ2Aˆk)maxij12{aˆiibˆiikˆii+aˆjjbˆjjkˆjj+[(aˆiibˆiikˆiiaˆjjbˆjjkˆjj)2+4(kiaˆikbˆikkˆik)(kjaˆjkbˆjkkˆjk)]12}maxij12{aiibiikii+ajjbjjkjj+[(aiibiikiiajjbjjkjj)2+4(kiaikukuikibikvkvikikikwkwi)(kjajkukujkjbikvkvjkjkjkwkwj)]12}=maxij12{aiibiikii+ajjbjjkjj+[(aiibiikiiajjbjjkjj)2+4(ρ(A1)aii)(ρ(A2)bii)(ρ(Ak)kii)(ρ(A1)ajj)×(ρ(A2)bjj)(ρ(Ak)kjj)]12}.

If A1A2Ak is reducible, the proof is similar to Theorem 2.1. So, the proof is completed. □

Setting k=2 in Theorem 2.2, we have the following corollary.

Corollary 2.2

([2])

Let A1,A2Mn and A10, A20. Then

ρ(A1A2)maxij12{aiibii+ajjbjj+[(aiibiiajjbjj)2+4(ρ(A1)aii)(ρ(A2)bii)(ρ(A1)ajj)(ρ(A2)bjj)]12}.

We next give a simple comparison between the upper bound in (2.1) and the upper bound in (2.2). Without loss of generality, for ij, assume that

aiibiikii+(ρ(A1)aii)(ρ(A2)bii)(ρ(Ak)kii)ajjbjjkjj+(ρ(A1)ajj)(ρ(A2)bjj)(ρ(Ak)kjj).

Let γ=aiibiikii+ajjbjjkjj. From (2.2), we have

aiibiikii+ajjbjjkjj+[(aiibiikiiajjbjjkjj)2+4(ρ(A1)aii)(ρ(A2)bii)(ρ(Ak)kii)(ρ(A1)ajj)×(ρ(A2)bjj)(ρ(Ak)kjj)]12γ+{(aiibiikiiajjbjjkjj)2+4(ρ(A1)aii)(ρ(Ak)kii)×[(ρ(A1)aii)(ρ(A2)bii)(ρ(Ak)kii)+aiibiikiiajjbjjkjj]}12=γ+[(aiibiikiiajjbjjkjj+2(ρ(A1)aii)(ρ(Ak)kii))2]12=2aiibiikii+2(ρ(A1)aii)(ρ(A2)bii)(ρ(Ak)kii).

Thus, we have

ρ(A1A2Ak)maxij12{aiikii+ajjkjj+[(aiikiiajjkjj)2+4(ρ(A1)aii)×(ρ(A2)bii)(ρ(Ak)kii)(ρ(A1)ajj)(ρ(A2)bjj)(ρ(Ak)kjj)]12}max1in12[2aiibiikii+2(ρ(A1)aii)(ρ(Ak)kii)]=max1in[aiibiikii+(ρ(A1)aii)(ρ(A2)bii)(ρ(Ak)kii)].

Hence, bound (2.2) is better than bound (2.1).

In [8], the author proved that

ρ(A1A2Ak)ρ(A1A2Ak). 2.3

At present, we cannot give the comparison between bounds (2.1) and (2.3) or bounds (2.2) and (2.3), but the following numerical example shows that bounds (2.1) and (2.2) are better than (2.3). Next,we give an example: Consider four 4×4 nonnegative matrices

A=(410200.05110040.510.504),B=(1111111111111111),C=(2011140.50.51030.50.5112),D=(20.50.50.511110.5020.50112).

(i) It is easy to calculate that ρ(AB)=5.4983. By inequalities (2.1) and (2.2), we have

ρ(AB)max1i4{aiibii+(ρ(A)aii)(ρ(B)bii)}=16.3949,

and

ρ(AB)11.6478.

By inequality (2.3), we have

ρ(AB)ρ(AB)=19.05.

(ii) From calculation, we get ρ(ABC)=12.0014. By inequalities (2.1) and (2.2), we have

ρ(ABC)max1i4{aiibiicii+(ρ(A)aii)(ρ(B)bii)(ρ(C)cii)}=20.8846,

and

ρ(ABC)17.8268.

By inequality (2.3), we have

ρ(ABC)ρ(ABC)=88.5.

(iii) Let ABCD=G=(gij). Then

G=(1600100.20.50.500240.07500.5016),ABCD=(117.2578.75155.7512634.337523.062545.612536.975.37550.625100.1258192.12561.875122.37599).

It is easy to calculate that ρ(G)=24.0001. By inequalities (2.1) and (2.2), we have

ρ(G)max1i4{aiibiiciidii+(ρ(A)aii)(ρ(B)bii)(ρ(C)cii)(ρ(D)dii)}=36.6608

and

ρ(G)maxij12{gii+gjj+[(giigjj)2+4(ρ(A)aii)(ρ(B)bii)(ρ(C)cii)×(ρ(D)dii)(ρ(A)ajj)(ρ(B)bjj)(ρ(C)cjj)(ρ(D)djj)]12}=32.4451.

By inequality (2.3), we have ρ(G)ρ(ABCD)=339.44.

Next, we will give some other inequalities for ρ(A1A2Ak). For A10, write L1=A1diag(a11,,ann). We denote JA1=D11L1 with D1=diag(dii), where

dii={aii,if aii0,1,if aii=0.

Then JA1 is nonnegative.

For A20, let D2=diag(sii), , for Ak0, let Dk=diag(tii) with

sii={bii,if bii0,1,if bii=0,,tii={kii,if kii0,1,if kii=0,

respectively. Then the nonnegative matrix JA2,,JAk can be similarly defined.

Theorem 2.3

Let A1,A2,,AkMn and A10,A20,,Ak0. Then

ρ(A1A2Ak)max1in{aiibiikii+diiρ(JA1)siiρ(JA2)tiiρ(JAk)}. 2.4

Proof

Let Q=A1A2Ak. First assume that Q is irreducible. Obviously A1,A2,,Ak are all irreducible, and then JA1,JA2,,JAk are all nonnegative irreducible, so there exist k positive vectors x,y,,h such that JA1x=ρ(JA1)x,JA2y=ρ(JA2)y,,JAkh=ρ(JAk)h. So, we have

jiaijxjxi=diiρ(JA1),jibijyjyi=siiρ(JA2),,jikijhjhi=tiiρ(JAk).

Now let z=(zi) be the vector, where zi=(xiyihi)>0 for all i. For the irreducible nonnegative matrix Q, we have

(Qz)i=aiibiikiizi+ijaijbijkijzjaiibiikiizi+(ijaijxj)(ijbijyj)(ijkijhj)=aiibiikiizi+(diixiρ(JA1))(siiyiρ(JA2))(tiihiρ(JAk))={aiibiikii+diiρ(JA1)siiρ(JA2)tiiρ(JAk)}zi.

By Lemma 2.2, this shows that

ρ(A1A2Ak)max1in{aiibiikii+diiρ(JA1)siiρ(JA2)tiiρ(JAk)}.

The proof is completed. □

Setting k=2 in Theorem 2.3, we have the following corollary.

Corollary 2.3

([4])

Let A1,A2Mn and A10, A20. Then

ρ(A1A2)max1in{aiibii+diiρ(JA1)siiρ(JA2)}.

Theorem 2.4

Let A1,A2,,AkMn and A10,A20,,Ak0. Then

ρ(A1A2Ak)maxij12{aiibiikii+ajjbjjkjj+[(aiibiikiiajjbjjkjj)2+4(diisiitii)(djjsjjtjj)(ρ2(JA1)ρ2(JA2)ρ2(JAk))]12}. 2.5

Proof

First we assume that A1A2Ak is irreducible. Obviously, JA1,JA2,,JAk are all nonnegative irreducible, then there exist k positive vectors x,y,,h such that JA1x=ρ(JA1)x,JA2y=ρ(JA2)y,,JAkh=ρ(JAk)h. Thus, we have

jiaijxjxi=diiρ(JA1),jibijyjyi=siiρ(JA2),,jikijhjhi=tiiρ(JAk).

Define

X=diag(x1,x2,,xn),Y=diag(y1,y2,,yn),,H=diag(h1,h2,,hn).

Let

A1˜=(a˜ij)=X1A1X,A2˜=(b˜ij)=Y1A2Y,,Ak˜=(k˜ij)=H1AkH.

From Lemma 2.4, we have

(X1Y1H1)(A1A2Ak)(HYX)=(X1A1X)(Y1A2Y)(H1AkH)=A1˜A2˜Ak˜.

Thus, ρ(A1A2Ak)=ρ(A1˜A2˜Ak˜). From Lemma 2.3, we have

ρ(A1˜A2˜Ak˜)maxij12{aiibiikii+ajjbjjkjj+[(aiibiikiiajjbjjkjj)2+4(kiaikxkxibikykyikikhkhi)(kjajkxkxjbikykyjkjkhkhj)]12}maxij12{aiibiikii+ajjbjjkjj+[(aiibiikiiajjbjjkjj)2+4(kiaikxkxikibikykyikikikhkhi)(kjajkxkxjkjbikykyjkjkjkhkhj)]12}=maxij12{aiibiikii+ajjbjjkjj+[(aiibiikiiajjbjjkjj)2+4(diisiitii)(djjsjjtjj)(ρ2(JA1)ρ2(JA2)ρ2(JAk))]12}.

If A1A2Ak is reducible, then substituting A1+tP,A2+tP,,Ak+tP for A1,A2,,Ak, respectively, in the previous case, letting t0, the result is derived. □

Setting k=2 in Theorem 2.4, we have the following corollary.

Corollary 2.4

([1])

Let A1,A2Mn and A10, A20. Then

ρ(A1A2)maxij12{aiibii+ajjbjj+[(aiibiiajjbjj)2+4diisiidjjsjjρ2(JA1)ρ2(JA2)]12}.

We next give a comparison between the upper bound in (2.4) and the upper bound in (2.5). Without loss of generality, for ij, assume that

aiibiikii+diisiitiiρ(JA1)ρ(JA2)ρ(JAk)ajjbjjkjj+djjsjjtjjρ(JA1)ρ(JA2)ρ(JAk).

Let γ=aiibiikii+ajjbjjkjj. From (2.5), we have

aiibiikii+ajjbjjkjj+[(aiibiikiiajjbjjkjj)2+4(diisiitii)(djjsjjtjj)(ρ2(JA1)ρ2(JA2)ρ2(JAk))]12γ+{(aiibiikiiajjbjjkjj)2+4diisiitiiρ(JA1)ρ(JA2)ρ(JAk)×[diisiitiiρ(JA1)ρ(JA2)ρ(JAk)+aiibiikiiajjbjjkjj]}12=γ+[(aiibiikiiajjbjjkjj+2diisiitiiρ(JA1)ρ(JA2)ρ(JAk))2]12=2aiibiikii+2diisiitiiρ(JA1)ρ(JA2)ρ(JAk).

Thus, from (2.5) and the above inequality, we have

ρ(A1A2Ak)maxij12{aiibiikii+ajjbjjkjj+[(aiibiikiiajjbjjkjj)2+4(diisiitii)(djjsjjtjj)(ρ2(JA1)ρ2(JA2)ρ2(JAk))]12}max1in12(2aiibiikii+2diisiitiiρ(JA1)ρ(JA2)ρ(JAk))=max1in(aiibiikii+diisiitiiρ(JA1)ρ(JA2)ρ(JAk)).

Hence, the upper bound (2.5) is better than bound (2.4). Here too, we could not give the comparison between (2.4) and (2.3) or (2.5) and (2.3). Next, we give an example which shows that the results obtained in Theorems 2.3 and 2.4 are better than inequalities (2.3).

Let

A=(2011140.50.51030.50.5112),B=(20.50.50.511110.5020.50112),C=(4111221102211111),D=(10.520.50.510.5000.510.5010.51).

Let ABCD=P=(pij). Then

P=(16010.25180.25000120.075010.54),ABCD=(35.555.758635.7557.7591.87513957.87530.2557.257834.7534.87564.12587.538.875).

It is easy to calculate that ρ(P)=16.0028. By inequalities (2.4) and (2.5), we have

ρ(P)max1i4{pii(1+ρ(JA)ρ(JB)ρ(JC)ρ(JD))}=36.2262

and

ρ(P)maxij12{pii+pjj+[(piipjj)2+4piipjjρ2(JA)ρ2(JB)ρ2(JC)ρ2(JD)]12}=29.6605.

By inequality (2.3) and Lemma 2.1, we have ρ(P)91.875.

Conclusions

In this paper, we have proposed some upper bounds for ρ(A1A2Ak) of the Hadamard product of matrices. These bounds generalize some corresponding results of [14].

Acknowledgements

This research is financed by the Natural Science Foundation of Shandong Province ZR2017MA050; Natural Science Foundation of Zhejiang Province (LY14A010007) and Ningbo Natural Science Foundation (2015A610173).

Authors’ contributions

All authors contributed equally to the writing of this paper. All authors read and approved the final manuscript.

Competing interests

The authors declare that they have no competing interests.

Footnotes

Publisher’s Note

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Contributor Information

Linlin Zhao, Email: zhaolinlin0635@163.com.

Qingbing Liu, Email: lqb2008@hotmail.com.

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