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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)Δn−1:={∑i=1nθiei|θi≥0,and∑i=1nθi=1},

which consists of points in Δn−1 with ℓ1-norm equal to 1.

For a matrix A:Rn→Rn, define the function:

(2)f(x)=Ax∥Ax∥1,

which maps points in Δn−1 back to Δn−1 (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 x∈Δn−1 such that:

(3)Ax=∥Ax∥1x.

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