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JOURNALS // Fundamentalnaya i Prikladnaya Matematika // Archive

Fundam. Prikl. Mat., 2002 Volume 8, Issue 4, Pages 1019–1034 (Mi fpm693)

On extremal properties of the dominant eigenvalue

L. I. Krechetov

Central Economics and Mathematics Institute, RAS

Abstract: The property of almost monotonicity for the non-singular irreducible M-matrix is specified. In its existing form the property means that the result of application of the above matrix to a vector is either the zero vector or a vector with at least one component positive and one component negative. In this paper the positive and the negative components are explicitly indicated. As an application, a criterion of Pareto-extremality for a vector function with essentially non-negative matrix of partial derivatives is derived. The criterion is a counterpart of the classical Fermat theorem on vanishing of the derivative in an extremal point of a function. The proofs are based on geometric properties of $n$-dimensional simplex described in two lemmas of independent nature.

UDC: 512.643+512.742

Received: 01.09.2000



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