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Let $A \in \mathbb{R}^{n \times n}$ be a normalized non-strict column diagonally dominant matrix, that is:

$$a_{j,j} = \sum_{i \ne j} \left|a_{i,j}\right|$$

where

$$0 \le a_{j,j} \le 1$$

and

$$-1 \le a_{i,j} \le 0 \text{ for all } i \ne j$$

Is it possible to find a symmetric, positive definite matrix $S$ such that

$$\left< A x, x \right> \le \left< S x, x \right> \text{ for all }x \in \mathbb{R}^n$$

?

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  • $\begingroup$ don't you mean $a_{jj} \geq \cdots$? $\endgroup$ Jul 24, 2016 at 16:23
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    $\begingroup$ @mathreadler Thanks! But no, I mean $a_{j,j} = ...$ I don't know if this kind of matrix has a specific name, sorry. The matrix is singular. $\endgroup$
    – Astor
    Jul 24, 2016 at 16:29

1 Answer 1

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For any skew-symmetric matrix $K$, we have $x^TKx=(x^TKx)^T=x^TK^Tx=-x^TKx$ and therefore $x^TKx=0$.

It follows that if you split $A$ into the sum of its symmetric part $\frac{A+A^T}2$ and its skew-symmetric part $\frac{A-A^T}2$, then $\langle Ax,x\rangle=\langle \frac{A+A^T}2x,x\rangle$. In other words, it suffices to find a positive definite $S$ such that $S-\frac{A+A^T}2$ is positive semidefinite.

The easiest way is to take $S=tI$ for any positive number $t\ge\lambda_\max(\frac{A+A^T}2)$, because $\langle \frac{A+A^T}2x,x\rangle\le\lambda_\max(\frac{A+A^T}2)\|x\|^2$, but there are other ways to pick $S$ as well. For instance, since $\frac{A+A^T}2$ is symmetric, it can be orthogonally diagonalisable as $Q\operatorname{diag}(\lambda_1,\lambda_2,\ldots,\lambda_n)Q^T$. So, you may take $S=QDQ^T$ for any positive diagonal matrix $D$ that is entrywise $\ge\operatorname{diag}(\lambda_1,\lambda_2,\ldots,\lambda_n)$.

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  • $\begingroup$ Thanks a lot, you just underlined an error in my question. It should be: < Ax,x> <= <Sx,x> for all x \in R^n Should I edit the article or post the question again? Thanks again $\endgroup$
    – Astor
    Jul 24, 2016 at 17:38
  • $\begingroup$ @Astor In that case the answer is trivial. Just take $S=tI$ for any positive $t\ge\lambda_\max(\frac{A+A^T}2)$. $\endgroup$
    – user1551
    Jul 24, 2016 at 17:41
  • $\begingroup$ That is great! Though it is not trivial to me, could you elaborate a bit? $\endgroup$
    – Astor
    Jul 24, 2016 at 17:44
  • $\begingroup$ @Astor That's because $\langle Ax,x\rangle=\langle \frac{A+A^T}2x,x\rangle\le\lambda_\max(\frac{A+A^T}2)\|x\|^2$. $\endgroup$
    – user1551
    Jul 24, 2016 at 18:06
  • $\begingroup$ Thanks again and sorry for not understanding, but $A$ is not symmetric and singular, why is $\left< A x, x \right> = \left< \frac{A + A^T}{2}x,x \right>$? $\endgroup$
    – Astor
    Jul 24, 2016 at 18:10

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