Nonnegative matrix

A real matrix is nonnegative when every entry is nonnegative. This entrywise condition differs from being a positive semidefinite matrix: the symmetric matrix $\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)$ is nonnegative but has eigenvalues $1$ and $-1$.

A square nonnegative matrix $A$ is irreducible if for each pair $(i,j)$ there is an integer $k\ge 0$ with $(A^k{)}_{ij}>0$. This says that every index can reach every other through positive entries. The Perron–Frobenius theorem then gives a positive leading eigenvector and an algebraically simple eigenvalue. Irreducibility alone permits other eigenvalues of the same modulus: the cyclic permutation matrix $\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)$ has eigenvalues $1,-1$.

A square nonnegative matrix $A$ is primitive if some positive integer power $A^k$ has strictly positive entries. It is therefore an irreducible nonnegative matrix. The Perron–Frobenius theorem gives a leading eigenvalue whose modulus is strictly larger than that of every other eigenvalue. Every strictly positive matrix is primitive; the two-cycle permutation matrix is irreducible but not primitive.

The strictly positive case states that a real square matrix $W$ with $W_{ij}>0$ has a positive simple eigenvalue $\lambda$ and positive left and right eigenvectors, with all other eigenvalues strictly smaller in modulus. The Brouwer fixed-point theorem applied to $v\mapsto Wv/(1^{T}Wv)$ on the nonnegative unit simplex gives $v>0$ and $Wv=\lambda v$. For another eigenvector $z$, maximize $|z_i|/v_i$; the triangle inequality gives $|\mu |\le \lambda$. Equality forces every modulus ratio and complex argument to agree because every entry is positive, so $z$ is proportional to $v$ and $\mu =\lambda$. Apply the same argument to $W^T$ for a positive left eigenvector; its positive pairing with $v$ rules out a generalized eigenvector at $\lambda$, establishing algebraic simplicity. For merely nonnegative matrices a nonnegative leading eigenvector exists. An irreducible nonnegative matrix has a positive leading eigenvector and simple Perron eigenvalue; a primitive nonnegative matrix has the strict modulus gap.