- Metzler matrix
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In mathematics, a Metzler matrix is a matrix in which all the off-diagonal components are nonnegative (equal to or greater than zero)
It is named after the American economist Lloyd Metzler.
Metzler matrices appear in stability analysis of time delayed differential equations and positive linear dynamical systems. Their properties can be derived by applying the properties of nonnegative matrices to matrices of the form M + aI where M is a Metzler matrix.
Contents
Definition and terminology
In mathematics, especially linear algebra, a matrix is called Metzler, quasipositive (or quasi-positive) or essentially nonnegative if all of its elements are non-negative except for those on the main diagonal, which are unconstrained. That is, a Metzler matrix is any matrix A which satisfies
Metzler matrices are also sometimes referred to as Z( − )-matrices, as a Z-matrix is equivalent to a negated quasipositive matrix.
- Nonnegative matrices
- Positive matrix
- Delay differential equation
- M-matrix
- P-matrix
- Z-matrix
- stochastic matrix
Properties
The exponential of a Metzler (or quasipositive) matrix is a nonnegative matrix because of the corresponding property for the exponential of a Nonnegative matrix.
A Metzler matrix has an eigenvector in the nonnegative orthant with a nonnegative eigenvalue because of the corresponding property for nonnegative matrices.
Relevant theorems
See also
- Nonnegative matrices
- Delay differential equation
- M-matrix
- P-matrix
- Z-matrix
- Quasipositive-matrix
- stochastic matrix
Bibliography
- Berman, Abraham; Plemmons, Robert J. (1994). Nonnegative Matrices in the Mathematical Sciences. SIAM. ISBN 0-89871-321-8.
- Farina, Lorenzo; Rinaldi, Sergio (2000). Positive Linear Systems: Theory and Applications. New York: Wiley Interscience.
- Berman, Abraham; Neumann, Michael; Stern, Ronald (1989). Nonnegative Matrices in Dynamical Systems. Pure and Applied Mathematics. New York: Wiley Interscience.
- Kaczorek, Tadeusz (2002). Positive 1D and 2D Systems. London: Springer.
- Luenberger, David (1979). Introduction to Dynamic Systems: Theory, Modes & Applications. John Wiley & Sons.
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