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Stieltjes matrix

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Inmathematics,particularlymatrix theory,aStieltjes matrix,named afterThomas Joannes Stieltjes,is arealsymmetricpositive definite matrixwithnonpositiveoff-diagonalentries. A Stieltjes matrix is necessarily anM-matrix.Everyn×nStieltjes matrix is invertible to a nonsingular symmetricnonnegativematrix, though the converse of this statement is not true in general forn> 2.

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

See also

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References

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  • David M. Young (2003).Iterative Solution of Large Linear Systems.Dover Publications.p. 42.ISBN0-486-42548-7.
  • Anne Greenbaum (1987).Iterative Methods for Solving Linear Systems.SIAM.p. 162.ISBN0-89871-396-X.