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:

THE HAWKINS-SIMON CONDITION AND THE

LE CHATELIER-BRAUN PRINCIPLE

∗

TAKAO FUJIMOTO

†

AND RAVINDRA R. RANADE

†

Dedicated to the late Professors David Hawkins and Hukukane Nikaido

Abstract. It is shown that the Hawkins-Simon condition is satisﬁed by any real square matrix

which is inverse-postive after a suitable permutation of columns or rows. One more characterization

of inverse-positive matrices is given concerning the Le Chatelier-Braun principle.

Key words. Hawkins-Simon condition, Inverse-positivity, Le Chatelier-Braun principle.

AMS subject classiﬁcations. 15A15, 15A48.

1. Introduction. In economics as well as other sciences, the inverse-positivity

of real square matrices has been an important topic. The Hawkins-Simon condition

[7], so called in economics, requires that every principal minor be positive, and they

showed the condition to be necessary and suﬃcient for a Z-matrix(a matrix with

nonpositive oﬀ-diagonal elements) to be inverse-positive. One decade earlier, this

was used by Ostrowski [10] to deﬁne an M-matrix(an inverse-positive Z-matrix), and

shown to be equivalent to some of other conditions. (See Berman and Plemmons

[1, Ch.6] for many equivalent conditions.) Georgescu-Roegen [6] argued that for a

Z-matrix it is suﬃcient to have only leading principal minors positive, which was

also proved in Fiedler and Ptak [3]. Nikaido’s two books, [8] and [9], contain a proof

based on mathematical induction. Dasgupta [2] gave another proof using an economic

interpretation of indirect input.

In this note, the Hawkins-Simon condition is deﬁned to be the one which requires

that all the leading principal minors should be positive, and shall be called in this note

the weak Hawkins-Simon condition(WHS for short). We prove this condition WHS is

necessary for a real square matrix to be inverse-positive after a suitable permutation

of columns (or rows). The proof is easy and simple by use of the elimination method.

One more characterization of inverse-positive matrices is oﬀered, which is related to

the Le Chatelier-Braun principle in thermodynamics. That is, each element in the

inverse of leading (n − 1)× (n − 1) matrix is smaller or equal to the corresponding

element in the inverse of the original inverse-positive matrix.

Section 2 explains our notation, then in section 3 we present our theorems and

their proofs, ﬁnally giving some numerical examples and remarks in the ﬁnal section

4.

2. Notation. The symbol R

n

means the real Euclidean space of dimension

n(n ≥ 2), and R

n

+

the non-negative orthant of R

n

. A given real n × n matrix A

maps from R

n

into itself. Let a

ij

represent the (i, j) entry of A, while x ∈ R

n

stands

∗

Received by the editors on ... Accepted for publication on .... Handling Editor: ...

†

Department of Economics, University of Kagawa, Takamatsu, Kagawa 760-8523, Japan

(takao@ec.kagawa-u.ac.jp, ranade@ec.kagawa-u.ac.jp).

1

2 T. Fujimoto and R. Ranade

for a column vector, and x

i

for the i-th element of x. The symbol (A)

∗, j

means the

j-th column of A, and (A)

i,∗

means the i-th row. We also use the symbol x

(i)

, which

represents the column (n − 1) vector formed by deleting the i-th element from x.

Similarly, the symbol A

(i, j)

means the (n −1)× (n −1) matrix obtained by deleting

the i-th row and the j-th column from A. Likewise, A

(, j)

shows the n×(n−1) matrix

obtained by deleting the j-th column from A. Let (A)

i,∗(n)

be the row (n−1) vector

formed by deleting the n-th element from (A)

i,∗

, and (A)

∗(n), j

be the column (n−1)

vector formed by deleting the n-th element from (A)

∗, j

. The symbol e

i

∈ R

n

+

means

a column vector whose i-th element is unity with all the remaining entries being zero.

The inequality signs for vector comparison are as follows:

x ≥ y iﬀ x −y ∈ R

n

+

;

x > y iﬀ x −y ∈ R

n

+

−{0};

x À y iﬀ x −y ∈int(R

n

+

),

where int(R

n

+

) means the interior of R

n

+

. These inequality signs are used also for

matrices in a similar meaning.

3. Propositions. Let us ﬁrst note that when a real square matrix A is inverse-

positive, i.e., A

−1

> 0, this is equivalent to the following property:

Property 1. For any b ∈int(R

n

+

), the equation Ax = b has a solution x ∈int(R

n

+

).

Now we can prove the following theorem.

Theorem 3.1. Let A be inverse-positive. Then the WHS condition is satisﬁed

when a suitable permutation of columns (or rows) is made.

Proof. Because of Property 1 above, there should be at least one positive entry

in the ﬁrst row of A. So, such a column and the ﬁrst column can be exchanged: we

assume the two columns have been so permuted, thus

a

11

> 0. (3.1)

Next, we divide the ﬁrst equation of the system Ax = b by a

11

and subtract this

equation side by side from the i-th(i ≥ 2) equation after multiplying this by a

i1

, to

obtain

1 a

12

/a

11

· · · a

1n

/a

11

0 a

22

−a

12

a

21

/a

11

· · · a

2n

−a

1n

a

21

/a

11

.

.

.

.

.

.

.

.

.

.

.

.

0 a

n2

−a

12

a

n1

/a

11

· · · a

nn

−a

1n

a

n1

/a

11

¸

¸

¸

¸

¸

·

x

1

x

2

.

.

.

x

n

¸

¸

¸

¸

¸

=

b

1

/a

11

b

2

−b

1

a

21

/a

11

.

.

.

b

n

−b

1

a

n1

/a

11

¸

¸

¸

¸

¸

.

In short, the (i, j)-entry of the modiﬁed matrix is, for i, j ≥ 2,

¯

¯

¯

¯

a

11

a

1j

a

i1

a

ij

¯

¯

¯

¯

a

11

.

Again, because of Property 1, the second row has at least one positive entry, assuming

b

2

was chosen so large to make b

2

−b

1

a

21

/a

11

> 0. We suppose the column containing

this element and the second column have been permutated, making

Inverse-Positive Matrices 3

¯

¯

¯

¯

a

11

a

12

a

21

a

22

¯

¯

¯

¯

a

11

> 0. (3.2)

The same method of elimination is then applied to the remaining (n−1) equations

to obtain the following:

1 a

12

/a

11

α

13

· · · α

1n

0 1 α

23

· · · α

2n

0 0 α

33

· · · α

3n

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

0 0 · · · · · · α

nn

¸

¸

¸

¸

¸

¸

¸

·

x

1

x

2

.

.

.

.

.

.

x

n

¸

¸

¸

¸

¸

¸

¸

¸

=

b

1

/a

11

β

2

β

3

.

.

.

β

n

¸

¸

¸

¸

¸

¸

¸

,

where

α

33

=

¯

¯

¯

¯

¯

¯

a

11

a

12

a

13

a

21

a

22

a

23

a

31

a

32

a

33

¯

¯

¯

¯

¯

¯

¯

¯

¯

¯

a

11

a

12

a

21

a

22

¯

¯

¯

¯

, and β

3

=

¯

¯

¯

¯

¯

¯

a

11

a

12

b

1

a

21

a

22

b

2

a

31

a

32

b

3

¯

¯

¯

¯

¯

¯

¯

¯

¯

¯

a

11

a

12

a

21

a

22

¯

¯

¯

¯

,

and for i, j > 3

α

i j

=

¯

¯

¯

¯

¯

¯

a

11

a

12

a

1 j

a

21

a

22

a

2 j

a

i1

a

i2

a

i j

¯

¯

¯

¯

¯

¯

¯

¯

¯

¯

a

11

a

12

a

21

a

22

¯

¯

¯

¯

, and β

i

=

¯

¯

¯

¯

¯

¯

a

11

a

12

b

1

a

21

a

22

b

2

a

i1

a

i2

b

i

¯

¯

¯

¯

¯

¯

¯

¯

¯

¯

a

11

a

12

a

21

a

22

¯

¯

¯

¯

.

This is because

α

33

=

¸

¸

¯

¯

¯

¯

¯

¯

a

11

a

12

a

13

a

21

a

22

a

23

a

31

a

32

a

33

¯

¯

¯

¯

¯

¯

¸

Á

¸

¯

¯

¯

¯

a

11

a

12

a

21

a

22

¯

¯

¯

¯

a

11

¸

¸

,

a

11

,

and the other elements can be derived in a similar way. When b

i

(i ≥ 3)’s are large

enough, β

i

(i ≥ 3)’s are all positive because

¯

¯

¯

¯

a

11

a

12

a

21

a

22

¯

¯

¯

¯

> 0.

Then thanks to Property 1, there exists at least one α

3 j

(j ≥ 3) which is positive, and

we assume the column having this entry and the third column have been exchanged.

Hence

4 T. Fujimoto and R. Ranade

α

33

=

¯

¯

¯

¯

¯

¯

a

11

a

12

a

13

a

21

a

22

a

23

a

31

a

32

a

33

¯

¯

¯

¯

¯

¯

¯

¯

¯

¯

a

11

a

12

a

21

a

22

¯

¯

¯

¯

> 0. (3.3)

We can proceed in a similar way, eliminating x

4

, . . . , x

n−1

, and ﬁnally we have

|A|

¯

¯

A

(n,n)

¯

¯

x

n

=

¯

¯

A

(,n)

b

¯

¯

¯

¯

A

(n,n)

¯

¯

. (3.4)

From (3.1), (3.2), (3.3), and the subsequent equations, we know that all the

leading principal minors up to A

(n,n)

are positive, and thus when b

n

is large enough,

the RHS of (3.4) becomes positive. Then by Property 1, it follows

|A| > 0.

Therefore, our theorem is proved for a permutation of columns. For rows, we can

transpose a given matrix and the same proof applies.

Corollary 3.2. When A is a Z-matrix, the WHS is necessary and suﬃcient

for A to be inverse-positive.

Proof. Since the necessity is proved in Theorem 3.1, we show the suﬃciency. Let

us consider the elimination method used in the proof of Theorem 3.1. We assume

that b À 0. When A is a Z-matrix, it is easy to notice that as elimination proceeds,

a positive entry is always given at the upper left corner with the other entries (or

coeﬃcients) on the top equation being all non-positive, while the RHS of each equation

always remains positive. So, ﬁnally we reach the equation of a single variable x

n

with the two coeﬃcients on both sides being positive. Thus, x

n

> 0. Now moving

backward, we ﬁnd x À 0. Since b is arbitrary, this shows the WHS is suﬃcient.

Next, we present a theorem which is related to the Le Chatelier-Braun principle.

(See Fujimoto [4].)

Theorem 3.3. Suppose that A is inverse-positive, and the WHS is satisﬁed.

Then each element of the inverse of A

(n,n)

is less than or equal to the corresponding

element of the inverse of A.

Proof. The ﬁrst column of the inverse of A can be obtained as a solution vector

x ∈ R

n

+

to the system of equations Ax = e

1

, while the ﬁrst column of the inverse of

A

(n,n)

as a solution vector y ∈ R

n−1

+

to the system A

(n,n)

y = e

1(n)

. Adding these

two systems with some manipulations, we get the following system:

A

x

1

+ y

1

.

.

.

x

n−1

+y

n−1

x

n

¸

¸

¸

¸

¸

= d ≡

2

0

0

(A)

n,∗(n)

· y

¸

¸

¸

¸

. (3.5)

Inverse-Positive Matrices 5

By the Cramer’s rule, it follows that

x

n

=

¯

¯

A

(,n)

d

¯

¯

|A|

= 2x

n

+

¯

¯

A

(n,n)

¯

¯

|A|

· (A)

n,∗(n)

· y.

Thus, if x

n

= (A

−1

)

n1

> 0, then (A)

n,∗(n)

· y < 0, and if x

n

= 0, then (A)

n,∗(n)

· y = 0,

because

|A

(n,n)|

|A|

> 0 thanks to the WHS condition.

For the i-th(i < n) equation of (3.5), the Cramer’s rule gives us

x

i

+ y

i

= 2x

i

+

¯

¯

A

(n,i)

¯

¯

|A|

· (A)

n,∗(n)

· y.

From this, we have

y

i

= x

i

+(A

−1

)

in

· (A)

n,∗(n)

· y.

Therefore we can assert

½

y

i

< x

i

when (A

−1

)

n1

> 0 and(A

−1

)

in

> 0,

y

i

= x

i

when (A

−1

)

n1

= 0 or (A

−1

)

in

= 0.

For other columns, we can proceed in a similar way by use of e

i

.

Corollary 3.4. Suppose that the inverse of A has its last column and the bottom

row non-negative, and (A

−1

)

nn

> 0. Then each element of the inverse of A

(n,n)

is

less than or equal to the corresponding element of the inverse of A.

Proof. Exactly the same proof as that of Theorem 3.3 can be applied because

|A

(n,n)|

|A|

= (A

−1

)

nn

.

4. Numerical Examples and Remarks. The ﬁrst example is a simple M-

matrix and given as

A ≡

·

−2 1

7 −3

¸

, and A

−1

=

·

3 1

7 2

¸

.

By exchanging two columns, we have

·

1 −2

−3 7

¸

, and its inverse is

·

7 2

3 1

¸

.

This satisﬁes the normal Hawkins-Simon condition. The inverse of (1) is (1), and the

entry 1 is smaller than 7, thus verifying Theorem 3.3.

The next one is not an M-matrix:

A ≡

1 −1 1

1 1 −1

−1 1 1

¸

¸

, and A

−1

=

1

2

1

2

0

0

1

2

1

2

1

2

0

1

2

¸

¸

.

The inverse of A

(3,3)

is calculated as

6 T. Fujimoto and R. Ranade

·

1 −1

1 1

¸

−1

=

·

1

2

1

2

−

1

2

1

2

¸

.

The elements (A

−1

)

11

, (A

−1

)

12

, and (A

−1

)

22

are all equal to (A

−1

(3,3)

)

11

, (A

−1

(3,3)

)

12

, and

(A

−1

(3,3)

)

22

because (A

−1

)

32

= 0 and (A

−1

)

13

= 0. The entry (A

−1

(3,3)

)

21

is, however, −

1

2

and is smaller than the corresponding entry (A

−1

)

21

= 0, again conﬁrming Theorem

3.3.

The third example is

A ≡

31

6

−

17

6

4

3

−

25

6

−

26

3

16

3

−

4

3

17

3

17

3

−

13

3

1

3

−

8

3

−

3

2

3

2

0

1

2

¸

¸

¸

¸

, A

−1

=

3 5 8 11

1 2 4 7

10 13 15 16

6 9 12 14

¸

¸

¸

¸

, and |A| =

1

6

.

For this matrix,

¯

¯

A

(4,4)

¯

¯

=

¯

¯

¯

¯

¯

¯

31

6

−

17

6

4

3

−

26

3

16

3

−

4

3

17

3

−

13

3

1

3

¸

¸

¯

¯

¯

¯

¯

¯

=

7

3

> 0, and

¯

¯

(A

(4,4)

)

(3,3)

¯

¯

=

¯

¯

¯

¯

·

31

6

−

17

6

−

26

3

16

3

¸¯

¯

¯

¯

= 3 > 0.

These veriﬁes Theorem 3.1. (Note that

¯

¯

(A

(4,4)

)

(1,1)

¯

¯

=

·

16

3

−

4

3

−

13

3

1

3

¸

= −4 < 0.)

On the other hand,

¡

A

(4,4)

¢

−1

=

31

6

−

17

6

4

3

−

26

3

16

3

−

4

3

17

3

−

13

3

1

3

¸

¸

−1

=

−

12

7

−

29

14

−

10

7

−2 −

5

2

−2

22

7

19

7

9

7

¸

¸

,

which conﬁrms Theorem 3.3.

The ﬁnal example is to verify Corollary 3.4:

A ≡

−

17

24

2

3

−

5

24

1

6

−

1

3

1

6

23

24

−

2

3

11

24

¸

¸

, and A

−1

=

−1 −4 1

2 −3 2

5 4 3

¸

¸

.

Since

·

−

17

24

2

3

1

6

−

1

3

¸

−1

=

·

−

8

3

−

16

3

−

4

3

−

17

3

¸

,

Inverse-Positive Matrices 7

these equations conforms to Corollary 3.4.

Remark 4.1. The Le Chatelier-Braun principle in thermodynamics states that

when an equilibrium in a closed system is perturbed, directly or indirectly, the equi-

librium shifts in the direction which can attenuate the perturbation. As is explained

in Fujimoto [4], the system of equations Ax = b can be solved as an optimization

problem when A is an M-matrix. Thus, a solution x to the system can be viewed as

a sort of equilibrium. A similar argument can be made when A is inverse-positive. In

our case, a perturbation is a new constraint that the n-th variable x

n

should be kept

constant even after the vector b shifts, destroying the n-th equation. The changes in

other variables may become smaller when the increase of those variables requires x

n

to be greater. This is obvious in the case of an M-matrix. What we have shown is

that it is also the case with an inverse-positive matrix or even with a matrix with

positively bordered inverse as can be seen from Corollary 3.4.

Remark 4.2. Much more can be said about sensitivity analysis for the case of

M-matrices. We can also deal with the eﬀects of changes in the elements of A on the

solution vector x. See Fujimoto, Herrero, and Villar [5].

REFERENCES

[1] Abraham Berman and Robert J. Plemmons. Nonnegative Matrices in the Mathematical Sciences.

Academic Press, New York, 1979.

[2] Dipankar Dasgupta. Using the correct economic interpretation to prove the Hawkins-Simon-

Nikaido theorem: one more note. Journal of Macroeconomics, 14:755—761, 1992.

[3] Miroslav Fiedler and Vlastimil Ptak. On Matrices with nonpositive oﬀ-diagonal elements and

positive principal minors. Czechoslovak Mathematical Journal, 12:382—400, 1962.

[4] Takao Fujimoto. Global strong Le Chatelier-Samuelson principle. Econometrica, 48:1667—1674,

1980.

[5] Takao Fujimoto, Carmen Herrero and Antonio Villar. A sensitivity analysis for linear systems

involving M-matrices and its application to the Leontief model. Linear Algebra and Its

Applications, 64:85—91, 1985.

[6] Nicholas Georgescu-Roegen. Some properties of a generalized Leontief model. in Tjalling Koop-

mans(ed.), Activity Analysis of Allocation and Production John Wiley & Sons, New York,

165—173, 1951.

[7] David Hawkins and Herbert A. Simon. Note: Some Conditions of Macroeconomic Stability.

Econometrica, 17:245—248, 1949.

[8] Hukukane Nikaido. Convex Structures and Economic Theory. Academic Press, New York, 1963.

[9] Hukukane Nikaido. Introduction to Sets and Mappings in Modern Economics. Academic Press,

New York, 1970.

[10] Alexander Ostrowski.

¨

Uber die Determinanten mit ¨ uberwiegender Hauptdiagonale. Commen-

tarii Mathematici Helvetici, 10:69—96, 1937.

j ≥ 2.. . Theorem 3. Likewise. Then the WHS condition is satisﬁed when a suitable permutation of columns (or rows) is made. We also use the symbol x(i) . the equation Ax = b has a solution x ∈int(Rn ). j) shows the n ×(n− 1) matrix obtained by deleting the j-th column from A. .1) a11 > 0. assuming b2 was chosen so large to make b2 − b1 a21 /a11 > 0. These inequality signs are used also for + + matrices in a similar meaning. . because of Property 1. 3. which represents the column (n − 1) vector formed by deleting the i-th element from x. In short. for i. = . + + Now we can prove the following theorem. Proof. Let (A)i. Fujimoto and R. the second row has at least one positive entry. . So. . making . .e. j) means the (n − 1)× (n − 1) matrix obtained by deleting the i-th row and the j-th column from A. thus (3. . the (i. a11 Next. Let A be inverse-positive. .∗ . + where int(Rn ) means the interior of Rn . such a column and the ﬁrst column can be exchanged: we assume the two columns have been so permuted.1. The symbol (A)∗. j means the j-th column of A. Let us ﬁrst note that when a real square matrix A is inversepositive. We suppose the column containing this element and the second column have been permutated. . . + x À y iﬀ x − y ∈int(Rn ). 0 an2 − a12 an1 /a11 · · · ann − a1n an1 /a11 xn bn − b1 an1 /a11 Again. we divide the ﬁrst equation of the system Ax = b by a11 and subtract this equation side by side from the i-th(i ≥ 2) equation after multiplying this by ai1 . + x > y iﬀ x − y ∈ Rn − {0}. Because of Property 1 above.∗ means the i-th row. Similarly. . to obtain x1 b1 /a11 1 a12 /a11 ··· a1n /a11 0 a22 − a12 a21 /a11 · · · a2n − a1n a21 /a11 x2 b2 − b1 a21 /a11 · .2 T. . there should be at least one positive entry in the ﬁrst row of A. and xi for the i-th element of x. this is equivalent to the following property: Property 1. j . . . Propositions. . the symbol A(i. . and (A)∗(n). and (A)i. j)-entry of the modiﬁed matrix is. A(. A−1 > 0. The symbol ei ∈ Rn means + a column vector whose i-th element is unity with all the remaining entries being zero.∗(n) be the row (n − 1) vector formed by deleting the n-th element from (A)i. ¯ ¯ ¯ a11 a1j ¯ ¯ ¯ ¯ ai1 aij ¯ . j be the column (n − 1) vector formed by deleting the n-th element from (A)∗. i. Ranade for a column vector.. For any b ∈int(Rn ). The inequality signs for vector comparison are as follows: x ≥ y iﬀ x − y ∈ Rn .

. .Inverse-Positive Matrices 3 (3. 0 0 α33 · · · α3n · . . . . . . .2) ¯ ¯ a11 a12 ¯ ¯ a21 a22 a11 ¯ ¯ ¯ ¯ > 0.. . Hence and the other elements can be derived in a similar way. where The same method of elimination is then applied to the remaining (n−1) equations to obtain the following: x 1 b1 /a11 1 a12 /a11 α13 · · · α1n 0 1 α23 · · · α2n x2 β2 . . and βi = ¯ ¯ a11 a12 ¯ ¯ ¯ ¯ a21 a22 ¯ ¯ ¯ a11 a12 ¯ ¯ a21 a22 a11 ¯ ¯ ¯ ¯ ¯ ¯ α33 . This is because α33 Then thanks to Property 1. When bi (i ≥ 3)’s are large enough. j > 3 αi j ¯ ¯ ¯ ¯ ¯ ¯ ¯ ¯ ¯ ¯ ¯ ¯ . βi (i ≥ 3)’s are all positive because ¯ ¯ ¯ a11 a12 ¯ ¯ ¯ ¯ a21 a22 ¯ > 0. . and for i. . and we assume the column having this entry and the third column have been exchanged. and β3 = ¯ ¯ a11 a12 ¯ ¯ ¯ ¯ a21 a22 ¯ ¯ ¯ a11 a12 b1 ¯ ¯ a21 a22 b2 ¯ ¯ ai1 ai2 bi ¯ . ¯ ¯ ¯ a11 . . . . . . there exists at least one α3 j (j ≥ 3) which is positive. . = β3 . . . 0 0 · · · · · · αnn βn xn ¯ ¯ a11 a12 a13 ¯ ¯ a21 a22 a23 ¯ ¯ a31 a32 a33 ¯ ¯ = ¯ a11 a12 ¯ ¯ ¯ ¯ a21 a22 ¯ ¯ ¯ a11 a12 a1 j ¯ ¯ a21 a22 a2 j ¯ ¯ ai1 ai2 ai j ¯ ¯ = ¯ a11 a12 ¯ ¯ ¯ ¯ a21 a22 ¯ a12 a22 a32 a13 a23 a33 ¯ ¯ ¯ ¯ ¯ ¯ ¯ ¯ a11 a12 b1 ¯ ¯ a21 a22 b2 ¯ ¯ a31 a32 b3 ¯ . . ¯ ¯ a11 ¯ ¯ a21 = ¯ ¯ a31 ¯ ¯ Á ¯ ¯ ¯ ¯ ¯ . .

3). Suppose that A is inverse-positive.n) ¯ xn = ¯A(n. We assume that b À 0. it follows |A| > 0.3) α33 We can proceed in a similar way. Since b is arbitrary. So.2. . and the WHS is satisﬁed. Thus. When A is a Z-matrix.4) becomes positive. . and thus when bn is large enough. Ranade (3. Then each element of the inverse of A(n. The ﬁrst column of the inverse of A can be obtained as a solution vector x ∈ Rn to the system of equations Ax = e1 . and the subsequent equations. For rows. while the RHS of each equation always remains positive.n) b¯ |A| ¯ ¯ ¯ ¯ ¯A(n. (3. while the ﬁrst column of the inverse of + n−1 A(n. the WHS is necessary and suﬃcient for A to be inverse-positive. (3. xn > 0. Let us consider the elimination method used in the proof of Theorem 3. (3. Adding these two systems with some manipulations. a positive entry is always given at the upper left corner with the other entries (or coeﬃcients) on the top equation being all non-positive. the RHS of (3.4 T. Then by Property 1. we know that all the leading principal minors up to A(n. . Next.n) ¯ . (See Fujimoto [4]. we get the following system: x1 + y1 2 .1.n) y = e1(n) . xn−1 . it is easy to notice that as elimination proceeds. we can transpose a given matrix and the same proof applies. Since the necessity is proved in Theorem 3.n) are positive. Fujimoto and R. Proof.∗(n) · y xn .2). and ﬁnally we have ¯ ¯ ¯A(. eliminating x4 .5) A =d≡ 0 xn−1 + yn−1 (A)n. .1). this shows the WHS is suﬃcient. . we present a theorem which is related to the Le Chatelier-Braun principle. ﬁnally we reach the equation of a single variable xn with the two coeﬃcients on both sides being positive.4) From (3.n) as a solution vector y ∈ R+ to the system A(n. we show the suﬃciency. 0 . Corollary 3.3.) Theorem 3. Now moving backward. (3. . Proof. When A is a Z-matrix. our theorem is proved for a permutation of columns. we ﬁnd x À 0. Therefore. ¯ ¯ a11 a12 a13 ¯ ¯ a21 a22 a23 ¯ ¯ a31 a32 a33 ¯ ¯ = ¯ a11 a12 ¯ ¯ ¯ ¯ a21 a22 ¯ ¯ ¯ ¯ ¯ ¯ ¯ > 0.n) is less than or equal to the corresponding element of the inverse of A.1.

∗(n) · y. |A(n. The next one is not an M -matrix: 1 1 0 1 −1 1 2 2 A≡ 1 1 −1 . For the i-th(i < n) equation of (3.n) ¯ = 2xn + · (A)n. yi = xi when (A−1 )n1 = 0 or (A−1 )in = 0.i) ¯ xi + yi = 2xi + · (A)n.3.4. Proof. and if xn = 0. we can proceed in a similar way by use of ei .Inverse-Positive Matrices 5 Thus. thus verifying Theorem 3.∗(n) · y. and A−1 = 0 1 1 . Numerical Examples and Remarks.3) is calculated as By the Cramer’s rule. then (A)n. then (A)n. The inverse of (1) is (1). Then each element of the inverse of A(n. 2 2 1 −1 1 1 0 1 2 2 The inverse of A(3. we have · ¸ · ¸ 1 −2 7 2 . and its inverse is . xn = |A| |A| . |A| 4.n) | because |A| > 0 thanks to the WHS condition. The ﬁrst example is a simple M matrix and given as · ¸ · ¸ 3 1 −2 1 . and the entry 1 is smaller than 7. |A| From this.n) | = (A−1 )nn .5). if xn = (A−1 )n1 > 0.∗(n) · y < 0.∗(n) · y. Exactly the same proof as that of Theorem 3.∗(n) · y = 0. −3 7 3 1 This satisﬁes the normal Hawkins-Simon condition. Corollary 3. and (A−1 )nn > 0.n) is less than or equal to the corresponding element of the inverse of A. For other columns. we have yi = xi + (A−1 )in · (A)n. and A−1 = 7 2 7 −3 By exchanging two columns. the Cramer’s rule gives us ¯ ¯ ¯A(n. A≡ .n) d¯ ¯A(n. Therefore we can assert ½ yi < xi when (A−1 )n1 > 0 and (A−1 )in > 0.3 can be applied because |A(n. Suppose that the inverse of A has its last column and the bottom row non-negative. it follows that ¯ ¯ ¯ ¯ ¯A(.

3) (3.6 T. and (A−1 )22 are all equal to (A−1 )11 . and A−1 = 2 −3 2 . A 10 13 15 16 . however. −3 −3 3 3 3 1 −3 0 6 9 12 14 2 2 2 ¯ 31 ¯ 6 ¯ ¯ ¯ ¯A(4.4: 17 2 5 −1 −4 1 − 24 − 24 3 1 1 . These veriﬁes Theorem 3.) − 10 7 −2 . and |A| = 6 . − 1 (3.4) )(3. Ranade · 1 −1 1 1 ¸−1 = · −1 2 1 2 1 2 1 2 ¸ . (Note that · ¯ ¯ ¯(A(4. For this matrix. (A−1 )12 . again conﬁrming Theorem 3.3) 2 and is smaller than the corresponding entry (A−1 )21 = 0.3) ¯ = ¯ ¯ − 26 3 16 3 − 13 3 − 17 6 16 3 ¯ ¯ ¯ ¯ = 7 > 0.4) )(1. (A−1 )12 . 9 7 − 17 6 16 3 − 13 3 4 3 −4 3 1 3 −1 Since which conﬁrms Theorem 3.3. The ﬁnal example is to verify Corollary 3. −1 A≡ 6 3 6 11 2 23 −3 5 4 3 24 24 · − 17 24 1 6 2 3 −1 3 − 12 7 −2 = 22 7 − 29 14 −5 2 19 7 ¸−1 = · −8 3 −4 3 − 16 3 − 17 3 ¸ . and ¯ 3 ¯ ¸¯ ¯ ¯ = 3 > 0. ¯ −4 3 1 3 ¸ = −4 < 0. The elements (A−1 )11 .4) 3 17 3 ¯· 31 ¯ ¯ ¯ 6 ¯(A(4. Fujimoto and R.1) ¯ = 31 6 ¢−1 ¡ = − 26 A(4.3) (3. and (3.3.4) ¯ = ¯ − 26 3 ¯ 17 ¯ 3 − 17 6 16 3 − 13 3 4 3 −4 3 1 3 On the other hand. . The entry (A−1 )21 is.3) (A−1 )22 because (A−1 )32 = 0 and (A−1 )13 = 0. The third example is 31 4 − 17 − 25 3 5 8 11 6 6 3 6 16 17 1 2 4 7 − 26 1 −4 −1 3 3 3 3 = A ≡ 17 1 13 8 .1.

). Herrero. On Matrices with nonpositive oﬀ-diagonal elements and positive principal minors. We can also deal with the eﬀects of changes in the elements of A on the solution vector x. 1949. New York. Note: Some Conditions of Macroeconomic Stability.4. [6] Nicholas Georgescu-Roegen. New York. . Academic Press. What we have shown is that it is also the case with an inverse-positive matrix or even with a matrix with positively bordered inverse as can be seen from Corollary 3. Journal of Macroeconomics. Academic Press. Remark 4. 1951. 12:382—400. [8] Hukukane Nikaido. 48:1667—1674. 1992. 1963. the equilibrium shifts in the direction which can attenuate the perturbation. This is obvious in the case of an M -matrix. 165—173. A similar argument can be made when A is inverse-positive. Convex Structures and Economic Theory. Thus. [7] David Hawkins and Herbert A. Activity Analysis of Allocation and Production John Wiley & Sons. Much more can be said about sensitivity analysis for the case of M -matrices. 10:69—96. [4] Takao Fujimoto. Nonnegative Matrices in the Mathematical Sciences. REFERENCES [1] Abraham Berman and Robert J. 17:245—248. See Fujimoto. Some properties of a generalized Leontief model. New York. New York.2. Econometrica. [9] Hukukane Nikaido. the system of equations Ax = b can be solved as an optimization problem when A is an M -matrix. 1980. Czechoslovak Mathematical Journal. In our case. Academic Press. As is explained in Fujimoto [4]. 1937. The changes in other variables may become smaller when the increase of those variables requires xn to be greater. Simon. 1970. Introduction to Sets and Mappings in Modern Economics. 64:85—91. Linear Algebra and Its Applications.1. [5] Takao Fujimoto. 1985. The Le Chatelier-Braun principle in thermodynamics states that when an equilibrium in a closed system is perturbed. Uber die Determinanten mit uberwiegender Hauptdiagonale. Plemmons. destroying the n-th equation. a perturbation is a new constraint that the n-th variable xn should be kept constant even after the vector b shifts. Carmen Herrero and Antonio Villar.Inverse-Positive Matrices 7 these equations conforms to Corollary 3. Econometrica. [2] Dipankar Dasgupta. Using the correct economic interpretation to prove the Hawkins-SimonNikaido theorem: one more note. 1979. a solution x to the system can be viewed as a sort of equilibrium.4. ¨ [10] Alexander Ostrowski. [3] Miroslav Fiedler and Vlastimil Ptak. Remark 4. 14:755—761. Global strong Le Chatelier-Samuelson principle. directly or indirectly. and Villar [5]. A sensitivity analysis for linear systems involving M-matrices and its application to the Leontief model. in Tjalling Koopmans(ed. 1962. Commen¨ tarii Mathematici Helvetici.

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