Entrywise nonnegative matrices: a closed cone with interior
Statement
Show that the set of entrywise nonnegative matrices is a closed convex cone, and that its interior is the set of entrywise positive matrices.
Hint
. For the interior, an entry equal to can be decreased slightly.
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Solution
Idea. The conditions are coordinatewise, so everything reduces to the half-line .
Step 1: closed, convex cone. Each is a closed half-space (preimage of under a continuous linear functional); an intersection of closed convex cones is a closed convex cone. In more detail: if and then has entries .
Step 2: positive matrices are interior. Let have for all and put . If then for every entry , so . Hence and .
Step 3: matrices with a zero entry are not interior. Let with for some . For , has entry at , so it lies outside , while . So .
Conclusion. .
Remark.
- This is the same picture as for PSD matrices: closed cone, interior = "strict" version, closure of the interior = the cone (here every nonnegative is the limit of , with the all-ones matrix).
- Positive matrices are exactly the setting of the Perron-Frobenius theorem.