Proof of a conjecture on polynomials preserving

nonnegative matrices
Raphael Loewy
arXiv:2202.00110v1 [math.RA] 31 Jan 2022

Department of Mathematics
Technion – Israel Institute of Technology
loewy@technion.ac.il

Abstract
We consider polynomials in R[x] which map the set of nonnegative matrices
of a given order into itself. Let n be a positive integer and define Pn :=
{p ∈ R[x] : p(A) ≥ 0, f or all A ≥ 0, A ∈ Rn,n }. This set plays a role in the
Nonnegative Inverse Eigenvalue Problem. Clark and Paparella conjectured that
Pn+1 is strictly contained in Pn . We prove this conjecture.

2020 Mathematics Subject Classification. 15A18, 15A29, 15B48

Key words: Polynomials, nonnegative matrices, nonnegative inverse eigenvalue
problem .

1 Introduction

The Nonnegative Inverse Eigenvalue Problem (NIEP) asks when is a list Λ =

(λ1 , λ2 , . . . , λn ) of complex numbers the spectrum of an n × n nonnegative ma-
trix A. If it is, Λ is said to be realizable and A is a realizing matrix for Λ. This
is one of the most difficult problems in matrix analysis, and is fully solved only for
n ≤ 4.
In order to make progress solving NIEP it is essential to obtain necessary con-
ditions on Λ to be realizable. We demonstrate it with one example. Let
n
X
sk (Λ) = λki , k = 1, 2, . . . .
i=1

For Λ to be realizable by some A ≥ 0 it is necessary that sk (Λ) ≥ 0, k = 1, 2, . . .,

because sk (Λ) = trace(Ak ). Stronger necessary conditions were obtained indepen-
dently by Johnson [4] and by Loewy and London [5].

sk (Λ)m ≤ nm−1 skm (Λ), k, m, = 1, 2, . . . . (1.1)

Motivated by the need to obtain additional necessary conditions Loewy and London
[5] defined the following set. Given a positive integer n, let

Pn = {p ∈ C[x] : p(A) ≥ 0, f or all A ≥ 0, A ∈ Rn,n }. (1.2)

1
It follows from the (1.1) that for any p ∈ Pn and realizable Λ

sk (p(Λ))m ≤ nm−1 skm (p(Λ)), k, m, = 1, 2, . . . ,

where p(Λ) := (p(λ1 ), p(λ2 ), . . . , p(λn )).

It is obvious that if p ∈ Pn then all its coefficients are real, so we assume it
throughout. It was noted in [5] that it is possible for a polynomial to belong to some
Pn , while having at least one negative coefficient. Bharali and Holtz [1] considered
a larger class of functions, namely entire functions. They defined

Fn = {f entire : f (A) ≥ 0, f or all A ≥ 0, A ∈ Rn,n }.

They also considered entire functions acting on certain subclasses of the set of n × n
nonnegative matrices. In particular, a full characterization of F2 is obtained in
[1]. Clark and Paparella [2, 3] obtained several results concerning Pn . In [2] they
obtained necessary conditions for a polynomial p to belong to Pn , in terms of linear
inequalities that have to be satisfied by its coefficients. It is straightforward to see
that for, any positive integer n, Pn+1 ⊆ Pn . In [2] and [3] it is shown, respectively,
that P2 ⊂ P1 and P3 ⊂ P2 , and the following conjecture is raised in [2].

Conjecture 1 For every positive integer n, Pn+1 ⊂ Pn .

In the next section we prove this conjecture.

2 Main result
Theorem 2 Let n ≥ 2 be a positive integer, and let pa be the polynomial in R[x]
defined by

pa [x] = 1 + x + x2 + · · · + xn−1 − axn + xn+1 + xn+2 + · · · + x2n−1 + x2n .

Then, there exists 0 < a such that pa ∈ Pn .

Proof: Let A = (ai,j ) be any n × n nonnegative matrix. Let B = (bi,j ) = An

and C = (ci,j ) = pa (A). We show first that for any 0 < a ≤ 2 all the main
diagonal entries of C are nonnegative. It suffices to show that c1,1 ≥ 0. We have
C ≥ In − aB + B 2 , where In is the identity matrix of order n. Since B1,12 ≥ b2 , we
1,1
conclude that c1,1 ≥ 1 − ab1,1 + b21,1 , which is nonnegative for any 0 < a ≤ 2.
Next, we consider the off-diagonal entries of C, and by symmetry it suffices to
consider c1,2 . Let 1 ≤ j ≤ n and x = Aj1,2 , the 1, 2 entry of Aj .
Then,
n
X
x= a1,i1 ai1 ,i2 · · · aij−1 ,2 .
i1 ,i2 ...,ij−1 =1

It is convenient to define i0 = 1 and ij = 2, and rewrite

n
X j
Y
x= aik−1 ,ik , (2.1)
i1 ,i2 ...,ij−1 =1 k=1

2
that is, x is a sum of nj−1 terms, each being a product of j entries of A. Call each
summand of (2.1) a monomial of A of length j. Let Mj be the set of all these
monomials. For each m ∈ Mj , we keep intact the order of its j factors.
Suppose, for example, that j = 5 and n = 6. Then we consider a1,1 a1,4 a4,6 a6,1 a1,2
and a1,4 a4,6 a6,1 a1,1 a1,2 as two distinct monomials that appear in the expansion of
A51,2 , although they describe the same real number.
One can consider the entries of A as the weights (where weight zero is allowed)
of the simple (that is, no multiple edges), direct and complete graph DKn on the
vertices {1, 2 . . . , n}. Thus, m = jk=1 aik−1 ,ik ∈ Mj corresponds to the path,
Q
denoted by P (m), 1 = i0 → i1 → i2 → i3 → · · · → ij−1 → ij = 2.
Consider now m ∈ Mn given by nk=1 aik−1 ,ik , where we define i0 = 1 and in = 2.
Q
Then P (m), the directed path in DKn corresponding to m, must contain a loop or
a cycle, that is, a closed path consisting of at least two edges. In the latter case,
we assume the cycle is simple (that is, does not properly contain another cycle).
In terms of P (m), this means that either there exists 0 ≤ p ≤ n − 1 such that
ip = ip+1 , or there exist 0 ≤ p, q ≤ n with p + 1 < q and ip = iq , but ir 6= is for all
p ≤ r < s ≤ q with s − r < q − p.
Given m ∈ Mn , denote by l(m) the smallest number of edges in a cycle contained
in P (m). For example, if P (m) contains a loop then l(m) = 1. We must have
1 ≤ l(m) ≤ n − 1.
For k = 1, 2, . . . , n − 1, let Mn,k consist of all m ∈ Mn with l(m) = k. Then,
Mn,k , k = 1, 2, . . . , n − 1, form a partition of Mn .
Let k be fixed, and consider Mn,k . We want to define maps ϕk andQψk from Mn,k
into Mn+k and Mn−k , respectively. For this purpose, consider m = nr=1 air−1 ,ir ∈
Mn,k (where, as before, i0 = 1 and in = 2). By definition, P (m) contains no cycles of
length k−1 or less. Among the cycles of length k in P (m), consider the one occurring
first. Suppose it is given by C : ip → ip+1 → ip+2 → · · · → ip+k−1 → ip+k = ip .
Note that C can occur consecutively more than once. Let
k
Y
z= aip+j−1 ,ip+j . (2.2)
j=1

Then we can write

p
Y n
Y
m= air−1 ,ir z ais−1 ,is . (2.3)
r=1 s=p+k+1

Let
p
Y n
Y
2
ϕk (m) := air−1 ,ir z ais−1 ,is ∈ Mn+k ,
r=1 s=p+k+1
p n
(2.4)
Y Y
ψk (m) := air−1 ,ir ais−1 ,is ∈ Mn−k .
r=1 s=p+k+1

Thus, P (ϕk (m)) (respectively, P (ψk (m))), is obtained from P (m), by adding C
again right after its first occurrence (respectively, deleting C where it appears first).

3
Note that if C appears consecutively q times in P (m), then the factor z appears
consecutively q (respectively q + 1, q − 1) times in m (respectively ϕk (m), ψk (m)).
For example, suppose that n = 12 and

m = a1,3 a3,5 a5,7 a7,3 a3,10 a10,6 a6,4 a4,12 a12,10 a10,7 a7,5 a5,2 .

Then, l(m) = 3 and

ϕ3 (m) = a1,3 (a3,5 a5,7 a7,3 )2 a3,10 a10,6 a6,4 a4,12 a12,10 a10,7 a7,5 a5,2 ,
ψ3 (m) = a1,3 a3,10 a10,6 a6,4 a4,12 a12,10 a10,7 a7,5 a5,2 .

Suppose that m1 ∈ Mn,k satisfies ϕk (m) = ϕk (m1 ). Then, the first occurrence
of a cycle of length k in P (m1 ) must be the cycle C, and since the action of ϕk is to
add this cycle again and keep everything else unchanged, we must have m1 = m,
that is, ϕk is one-to-one on Mn,k .
Next, we consider m2 = ψk (m). By its definition, it is clear that ψk is not
one-to-one. We want to give an upper bound on the number of monomials in Mn,k
whose image under ψk is equal to m2 . Let
k−1
Y
µ(n, k) = (n − k + 1) (n − j).
j=1

Then, µ(n, k) is an upper bound on the cardinality of the pre-image of m2 under

ψk . An element in this pre-image is obtained by inserting one monomial in Mk
corresponding to a cycle of length k. This cycle can be inserted into m2 in at most
n − k + 1 places. One vertex of the cycle
Qk−1 is uniquely determined by the position
where the cycle is inserted. There are j=1 (n − j) different cycles satisfying this
requirement.
We claim that there exists a > 0 such that c1,2 ≥ 0. Note that the only negative
summands n
Qn in the expansion of c1,2 originate in b1,2 (recall that B = A ). Let
m = r=1 air−1 ,ir ∈ Mn (where, as before, i0 = 1 and in = 2). There exists a unique
k, 1 ≤ k ≤ n − 1, such that m ∈ Mn,k . Let C be the first cycle of length k appearing
in P (m) and is given by ip → ip+1 → ip+2 → · · · → ip+k−1 → ip+k = ip . Suppose
that z, m, ϕk (m) and ψk (m) are given by (2.2), (2.3) and (2.4), respectively. Let
p
Y n
Y
u= air−1 ,ir , v = ais−1 ,is .
r=1 s=p+k+1

Then, m = uzv, ϕk (m) = uz 2 v and ψk (m) = uv. Hence,

ψk (m) 1
− am + ϕk (m) = uv( − az + z 2 ), (2.5)
µ(n, k) µ(n, k)
2
and this expression is nonnegative for every a ≤ √ , since u and v are non-
µ(n,k)
negative. Every summand of b1,2 is covered in such a nonnegative sum. Since
µ(n, k) ≥ 2 for every 1 ≤ k ≤ n − 1, it follows that pa ∈ Pn for every 0 < a ≤
min1≤k≤n−1 √ 2 . ✷
µ(n,k)

Using Theorem 2 we can prove Conjecture 1.

4
Corollary 3 Let n be a positive integer such that n ≥ 2. Then, Pn+1 ⊂ Pn .
2
Proof: Let 0 < a ≤ min1≤k≤n−1 √ . Then pa ∈ Pn by Theorem 2. However,
µ(n,k)
by Corollary 4.2 and Theorem 4.11 in [2] it follows that pa ∈
/ Pn+1 . ✷
As indicated, the cases n = 1 and n = 2 in the conjecture were verified by Clark
and Paparella in [2] and [3].

Question Consider again pa . The bound on a given in Theorem 2 probably is not

optimal, and it is of interest to find the best bound.

Corollary 4 Let n ≥ 2 be a positive integer, and let fa be the polynomial in R[x]

defined by
fa [x] = d0 + d1 x + · · · + dn−1 xn−1 − axn + dn+1 xn+1 + · · · + d2n−1 x2n−1 + d2n x2n ,
where a is positive and di , 0 ≤ i ≤ 2n, i 6= n, are positive. Then, there exists 0 < a
such that fa ∈ Pn .

Proof: The proof follows along the lines of the proof of Theorem 2, so we give only
a sketch of it.
Let A = (ai,j ) be any n × n nonnegative matrix, and let B = (bi,j ) = An . Then,
f (A)1,1 ≥ d0 − ab1,1 + d2n b21,1 .
√
Hence f (A)1,1 ≥ 0 for every a such that 0 < a ≤ 2 d0 d2n .
Next, consider f (A)1,2 . The analogue of (2.5) is
dn−k
uv( − az + dn+k z 2 ),
µ(n, k)
q
dn−k dn+k
and this expression is nonnegative for every a ≤ 2 µ(n,k) , since u and v are
nonnegative. Every summand of b1,2 is covered in such a nonnegative q sum. Define
dn−k dn+k
µ(n, n) = 1. It follows that pa ∈ Pn for every 0 < a ≤ min1≤k≤n 2 µ(n,k) . ✷

References
[1] G. Bharali and O. Holtz, Functions preserving nonnegativity of matrices,
SIAM J. Matrix Anal. Appl. 30(1) (2008), 84—101.
[2] B. J. Clark and P. paparella, Polynomials that preserve nonnegative ma-
trices, Linear Algebra and its Applications 637 (2022), 110—118.
[3] B. J. Clark and P. paparella, Polynomials that preserve nonnegative ma-
trices of order two, https://arxiv.org/abs/2019.13365, 2021, Submitted.
[4] C. R. Johnson, Row stochastic matrices similar to doubly stochastic ma-
trices, Linear and Multilinear Algebra 10(2) (1981), 113-130.
[5] R. Loewy and D. London, A note on an inverse problem for nonnegative
matrices, Linear and Multilinear Algebra 6(1) 1978/79, 83-90.