I am having a linear algebra problem here. I will be grateful if someone can help me.
Let $A\in \mathbb{R}^{n\times n}$ be Hurwitz and diagonizable, and let $B$ be a diagonal matrix whose diagonal elements are non-negative. Is $A-B$ still Hurwitz?
I know that if $B=cI$, where $c$ is a positive scalar, $A-B$ is a Hurwitz matrix. However, I am not sure whether $A-B$ is still a Hurwitz matrix when some diagonal elements in $B$ are zero and the others are positive. Are there any general results on the similar topic?
Thanks in advance!
No. Random counterexample: $$ A=\pmatrix{-4&3\\ -2&1},\ B=\pmatrix{3&0\\ 0&0},\ A-B=\pmatrix{-7&3\\ -2&1} $$ The eigenvalues of $A$ are $-2$ and $-1$; hence $A$ is Hurwitz and diagonalisable over $\mathbb R$. However, $A-B$ is a $2\times2$ real matrix with negative determinant, so it has exactly one positive eigenvalue and one negative eigenvalue.