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Eventual cone invariance revisited

Jochen Glück, Julian Hölz

Abstract

We consider finite-dimensional real vector spaces $X$ ordered by a closed cone $X_+$ with non-empty interior and study eventual nonnegativity of matrix semigroups $(e^{tA})_{t \ge 0}$ with respect to this cone. Our first contribution is the observation that, for general cones, one needs to distinguish between different notions of eventual nonnegativity: (i) uniform eventual nonnegativity means that $e^{tA}$ maps $X_+$ into $X_+$ for all sufficiently large times $t$; (ii) individual eventual nonnegativity means that for each $x \in X_+$ the vector $e^{tA}x$ is in $X_+$ for all $t$ larger than an $x$-dependent time $t_0$; and (iii) weak eventual nonnegativity means that for each $x \in X_+$ and each functional $x'$ in the dual cone $X'_+$ the value $\langle x', e^{tA} x \rangle$ is in $[0,\infty)$ for all $t$ larger than an $x$- and $x'$-dependent time $t_0$. Until now, only the first of these notions has been studied in the literature. We demonstrate by examples that, somewhat surprisingly for finite-dimensional spaces, all three notions are different. Our second contribution is to show that typical Perron-Frobenius like properties remain valid under the weakest of the above notions. Third, we study a strengthened form of the above mentioned concepts, namely eventual positivity. We prove that uniform, individual and weak versions of this property are - in contrast to the nonnegative case - equivalent, and that they can be characterized by spectral properties.

Eventual cone invariance revisited

Abstract

We consider finite-dimensional real vector spaces ordered by a closed cone with non-empty interior and study eventual nonnegativity of matrix semigroups with respect to this cone. Our first contribution is the observation that, for general cones, one needs to distinguish between different notions of eventual nonnegativity: (i) uniform eventual nonnegativity means that maps into for all sufficiently large times ; (ii) individual eventual nonnegativity means that for each the vector is in for all larger than an -dependent time ; and (iii) weak eventual nonnegativity means that for each and each functional in the dual cone the value is in for all larger than an - and -dependent time . Until now, only the first of these notions has been studied in the literature. We demonstrate by examples that, somewhat surprisingly for finite-dimensional spaces, all three notions are different. Our second contribution is to show that typical Perron-Frobenius like properties remain valid under the weakest of the above notions. Third, we study a strengthened form of the above mentioned concepts, namely eventual positivity. We prove that uniform, individual and weak versions of this property are - in contrast to the nonnegative case - equivalent, and that they can be characterized by spectral properties.
Paper Structure (6 sections, 7 theorems, 45 equations)

This paper contains 6 sections, 7 theorems, 45 equations.

Key Result

Lemma 2.1

Let $X$ be a finite-dimensional real vector space and let $E \subseteq X$ be a closed set that satisfies $\lambda E \subseteq E$ for all numbers $\lambda \geq 0$. Assume that $\operatorname{conv}(E) \cap -\operatorname{conv}(E) = \{0\}$ (or more generally that $\operatorname{conv}(E) \cap -E = \{0\}

Theorems & Definitions (23)

  • Definition 1.1: Eventual nonnegativity
  • Definition 1.2: Eventual positivity
  • Remark 1.3
  • Lemma 2.1
  • proof
  • Proposition 2.2
  • proof
  • Proposition 2.3
  • proof
  • Example 3.1: Uniform vs. individual eventual nonnegativity
  • ...and 13 more