Characterizing total positivity: single vector tests via Linear Complementarity, sign non-reversal, and variation diminution
Abstract
A matrix is called totally positive (or totally non-negative) of order , denoted by TP_k (or TN_k), if all minors of size at most are positive (or non-negative). These matrices have featured in diverse areas in mathematics, including algebra, analysis, combinatorics, and probability theory. The goal of this article is to provide a novel connection between total positivity and optimization/game theory. Specifically, we draw a relationship between TP matrices and the Linear Complementarity Problem (LCP), which generalizes and unifies linear and quadratic programming problems and bimatrix games - this connection is unexplored, to the best of our knowledge. We show that is if and only if for every contiguous square submatrix of , has a unique solution for each vector . In fact this can be strengthened to check the solution set of LCP at a single vector for each such square submatrix. These novel characterizations are in the spirit of classical results characterizing matrices by Gantmacher-Krein [Compos. Math. 1937] and P-matrices by Ingleton [Proc. London Math. Soc. 1966]. Our work contains two other contributions, both of which characterize TP using single test vectors. First, we improve on one of the main results in recent joint work [Bull. London Math. Soc., 2021], which provided a novel characterization of TP_k matrices using sign non-reversal phenomena. We further improve on a classical characterization of TP by Brown-Johnstone-MacGibbon [J. Amer. Statist. Assoc. 1981] (following Gantmacher-Krein, 1950) involving the variation diminishing property. Finally, we use a P\'olya frequency function of Karlin [Trans. Amer. Math. Soc. 1964] to show that our aforementioned characterizations of TP, involving test-vectors drawn from the `alternating' bi-orthant, do not work if these vectors are drawn from any other open orthant.
Keywords
Cite
@article{arxiv.2103.05624,
title = {Characterizing total positivity: single vector tests via Linear Complementarity, sign non-reversal, and variation diminution},
author = {Projesh Nath Choudhury},
journal= {arXiv preprint arXiv:2103.05624},
year = {2021}
}
Comments
Final version, to appear in Bulletin of the London Mathematical Society. 18 pages, no figures