Abstract
In a recent paper, Neumann and Sze considered for an n × n nonnegative matrix A, the minimization and maximization of ρ(A + S), the spectral radius of (A + S), as S ranges over all the doubly stochastic matrices. They showed that both extremal values are always attained at an n × n permutation matrix. As a permutation matrix is a particular case of a normal matrix whose spectral radius is 1, we consider here, for positive matrices A such that (A + N) is a nonnegative matrix, for all normal matrices N whose spectral radius is 1, the minimization and maximization problems of ρ(A + N) as N ranges over all such matrices. We show that the extremal values always occur at an n × n real unitary matrix. We compare our results with a less recent work of Han, Neumann, and Tastsomeros in which the maximum value of ρ(A + X) over all n × n real matrices X of Frobenius norm sqrt(n) was sought.
Original language | English |
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Pages (from-to) | 224-229 |
Number of pages | 6 |
Journal | Linear Algebra and Its Applications |
Volume | 428 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Jan 2008 |
Externally published | Yes |
Keywords
- Doubly stochastic matrices
- Nonnegative matrices
- Normal matrices
- Real unitary matrices
- Spectral radius
ASJC Scopus subject areas
- Algebra and Number Theory
- Numerical Analysis
- Geometry and Topology
- Discrete Mathematics and Combinatorics