1.1. NONNEGATIVE MATRICES 5 Then n i=1 (μi λmax)xiyi = n i=1 (μiyi)xi n i=1 (λmaxxi)yi = n i=1 n j=1 aijyj⎠ xi n i=1 n j=1 xjaji⎠ yi = n i=1 n j=1 (aijxiyj ajixjyi) = 0. Now xiyi 0 for i = 1, 2,...,n. Thus if all the μi are equal to the same number μ, that is, y is a positive eigenvector of A with eigenvalue μ, then, since by the above n i=1 λmax)xiyi = 0, we have μ = λmax. Thus PF3 holds. If not all the μi are equal, then n i=1 (μi λmax)xiyi = 0 implies that min{μi : 1 i n} λmax max{μi : 1 i n}, from which we get PF4 and PF5. PF6 now follows from PF5. PF7 follows from PF5 and PF6 by taking y to be the vector jn of n 1s. We are now in a position to prove Theorem 1.4. Proof. Let An be the set of all n × n matrices whose n2 entries are the numbers c1,c2,c3,...,cn2. Let ρ be the largest λmax attainable by a matrix in An. Let Amax n be the subset of An consisting of those matrices with ρ as an eigenvalue. Finally, let A = [aij] be a matrix in Amax, n and let x = (x1,x2,...,xn)t be a positive vector such that Ax = ρx. After simultaneous permutations of rows and columns, we may assume that x1 x2 · · · xn 0. Suppose we interchange two consecutive entries in some row of A, say we interchange akl and ak,l+1 to get a matrix B An. Then Bx ρx = Bx Ax = z, where z has only one possible nonzero entry, namely the entry (ak,l+1 akl)(xl xl+1) in the kth position. If xl = xl+1, then Bx = ρx. Thus B is also in Amax. n Now suppose that xl xl+1 and ak,l+1 akl. Then the only nonzero entry of z is positive, and hence Bx ρx but Bx = ρx. By PF4, λmax(B) ρ, a contradiction. Thus, if xl xl+1, we must have akl ak,l+1. Since k and l were arbitrary, we now conclude that there is a matrix A Amax n obtained from A by rearranging the entries in each row, such that the entries in each row are monotone non- increasing. Repeating the above argument on (A )t, we conclude that there is a matrix A An max obtained from A by rearranging the entries in each column, such that the entries in each column are monotone nonincreasing. The proof is completed by noting (an exercise) that the entries in each row
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