Page 427 - Advanced Linear Algebra
P. 427

Chapter 15

            Positive Solutions to Linear Systems:
            Convexity and Separation
















            It is of interest to determine conditions that guarantee the existence of positive
            solutions to homogeneous systems of linear equations

                                         (% ~
            where ( C    ² s  Á   . ³

            Definition Let # ~ ²  ÁÃÁ  ³  s   .


            1   #  )   is nonnegative , written  ‚  #     , if
                                         ‚   for all

               (The term positive  is also used for this property. ) The set of all nonnegative
               vectors in  s      is the nonnegative orthant  in  s     À
            2   #  )   is strictly positive , written  €  #     , if   is nonnegative but not  , that is, if

                                              #
                                ‚   for all    and    €   for some


               The set  s     b  of all strictly positive vectors  in  s       is  the  strictly positive

               orthant in s À
            3   #  )   is strongly positive , written  ˆ  #     , if
                                         €   for all

               The set  s     bb  of all strongly positive vectors in  s      is the strongly positive

               orthant in s À…
            We  are  interested  in conditions under which the system  (% ~    has strictly
            positive or strongly positive solutions. Since the strictly and strongly positive
            orthants in  s      are not subspaces of  s     , it  is  difficult  to  use  strictly  linear
            methods in studying this issue: we  must also use geometric methods, in
            particular, methods of convexity.
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