I have a set of matrix, which is:
- Real symmetric positive definite. Very sparse.
- Diagonal elements are positive while off-diagonal elements are negative.
- $\displaystyle a_{ii}=-\sum^{n}_{{j=1}\atop{j\ne i}} a_{ij}$
- $a_{ii} \in (0,1]$
- $a_{ij} \in (-1,0]$ when $ i \neq j$
My experiments show that the largest eigenvalue of all the matrices I have are larger than 1. Can some one help me on proving that $ \lambda_{max} >1 $ for this matrix?
My first though is to prove that $Ax=\lambda x < x$ does not hold. But I couldn't get any break through. Thanks!
Your conjecture can't be true unless you put some constraints on the diagonal entries or something. If you have a matrix $A$ that has eigenvalue $\lambda$, then the matrix $kA$ has eigenvalue $k\lambda$ with the same eigenvector space. And your matrix conditions are invariant under multiplying the matrix by a positive constant. So given a matrix that satisfies your constraints, you can find an arbitrarily small matrix with arbitrarily small eigenvalues that satisfies the same constraints.