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Tridiagonal Matrices with Dominant Diagonals and Applications

Operations Research Letters 44, 2016., pp. 231-233

7 Pages Posted: 11 Oct 2014 Last revised: 20 Mar 2016

Winston W. Chang

State University of New York at Buffalo - Department of Economics

Tai-Liang Chen

Independent

Date Written: January 8, 2016

Abstract

We show that in an n×n tridiagonal matrix T that has a positive dominant diagonal and negative super- and sub-diagonals, there exists a strictly positive x>0 that satisfies the system Tx=b, b≧0 and b≠0. Furthermore, if T is symmetric, the components of x can be ranked under certain conditions. We apply these results to characterize the comparative-statics properties in an optimization problem.

Keywords: Tridiagonal Matrix, Dominant Diagonal Matrix, Linear System, Comparative-statics Analysis

JEL Classification: C02, C60

Suggested Citation

Chang, Winston W. and Chen, Tai-Liang, Tridiagonal Matrices with Dominant Diagonals and Applications (January 8, 2016). Operations Research Letters 44, 2016., pp. 231-233. Available at SSRN: https://ssrn.com/abstract=2507985 or http://dx.doi.org/10.2139/ssrn.2507985

Winston W. Chang

State University of New York at Buffalo - Department of Economics ( email )

453 Fronczak Hall
Department of Economics, SUNY at Buffalo
Buffalo, NY 14260
United States
716-645-8671 (Phone)
716-645-2127 (Fax)

HOME PAGE: http://economics.buffalo.edu/facultyprofiles/winston-chang/

Tai-Liang Chen (Contact Author)

Independent ( email )

No Address Available

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