Stieltjes matrix

In mathematics, particularly matrix theory, a Stieltjes matrix, named after Thomas Joannes Stieltjes, is a real symmetric positive definite matrix with nonpositive off-diagonal entries. A Stieltjes matrix is necessarily an M-matrix. Every n×n Stieltjes matrix is invertible to a nonsingular symmetric nonnegative matrix, though the converse of this statement is not true in general for n > 2.

From the above definition, a Stieltjes matrix is a symmetric invertible Z-matrix whose eigenvalues have positive real parts. As it is a Z-matrix, its off-diagonal entries are less than or equal to zero.

See also

References

  • {{cite book | title=Iterative Solution of Large Linear Systems | author=David M. Young | publisher=Dover Publications | date=2003 | isbn=0-486-42548-7 | page=42 }}
  • {{cite book | title=Iterative Methods for Solving Linear Systems |author=Anne Greenbaum | publisher=SIAM | date=1987 | isbn=0-89871-396-X | page=162 }}

{{Matrix classes}}

Category:Matrices (mathematics)

Category:Numerical linear algebra

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