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Saturday, December 14, 2024

Brouwer Fixed Point Theorem and Matrix Eigenvalues

Proposition

A square matrix with all positive entries has a positive eigenvalue.

Proof.

Consider the standard simplex:

(1)Δn1:={i=1nθiei|θi0,andi=1nθi=1},

which consists of points in Δn1 with 1-norm equal to 1.

For a matrix A:RnRn, define the function:

(2)f(x)=AxAx1,

which maps points in Δn1 back to Δn1 (since the entries of A are all positive) and is a continuous function.

By the Brouwer Fixed Point Theorem:

Every continuous function from a nonempty convex compact subset K of a Euclidean space to K itself has a fixed point.

We know that f(x) has at least one fixed point, i.e., there exists xΔn1 such that:

(3)Ax=Ax1x.

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