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P. 70

A Variational Inequality Theory Chapter | 4 61


                           and

                                                    σ(A) ={0,6,10}.

                           4.2.4 Strictly Copositive Matrix

                           We say that M is strictly copositive if

                                               (∀x ≥ 0,x 
= 0) : Mx,x  > 0.

                           For example, the matrix
                                                       ⎛          ⎞
                                                          110
                                                       ⎜          ⎟
                                                   M = ⎝ 110 ⎠
                                                          001
                                                                          2
                                                                              2
                           is strictly copositive. Indeed, we have  Mx,x = (x 1 + x 2 ) + x , and it is clear
                                                                              3
                           that if x ≥ 0,x 
= 0, then  Mx,x  > 0. The matrix is however not positive defi-
                           nite.
                           4.2.5 Copositive Matrix

                           We say that M is copositive if

                                                 (∀x ≥ 0) : Mx,x ≥ 0.

                           For example, the matrix
                                                       ⎛          ⎞
                                                          120
                                                       ⎜          ⎟
                                                   M = ⎝ 210 ⎠
                                                          000
                           is copositive. The matrix is however neither strictly copositive nor positive
                           semidefinite.

                           4.2.6 P-Matrix

                           One says that M is a P-matrix if all principal minors of order k of M are positive,
                           that is,

                                                                 (M) > 0.
                                              (∀1 ≤ k ≤ n) :   i 1 i 2 ...i k
                           It is known that M is a P-matrix if and only if
                                             n
                                      (∀x ∈ R ,x 
= 0)(∃ α ∈{1,...,n}) : x α (Mx) α > 0.
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