An M-matrix is a Z-matrix with eigenvalues whose real parts are positive. M-matrices are a subset of the class of P-matrices, and also of the class of inverse-positive matrices (i.e. matrices with inverses belonging to the class of positive matrices).[1]
A common characterization of an M-matrix is a non-singular square matrix with non-positive off-diagonal entries and all principal minors positive, but many equivalences are known. The name M-matrix was seemingly originally chosen by Alexander Ostrowski in reference to Hermann Minkowski.[2]
A symmetric M-matrix is sometimes called a Stieltjes matrix.
M-matrices arise naturally in some discretizations of differential operators, particularly those with a minimum/maximum principle, such as the Laplacian, and as such are well-studied in scientific computing.
The LU factors of an M-matrix are guaranteed to exist and can be stably computed without need for numerical pivoting, also have positive diagonal entries and non-positive off-diagonal entries. Furthermore, this holds even for incomplete LU factorization, where entries in the factors are discarded during factorization, providing useful preconditioners for iterative solution.
No hay comentarios.:
Publicar un comentario