It is named after the American economist Lloyd Metzler.
Metzler matrices appear in stability analysis of time delayed differential equations and positive linear dynamical systems. Their properties can be derived by applying the properties of nonnegative matrices to matrices of the form M + aI where M is a Metzler matrix.
Definition and terminology
In mathematics, especially linear algebra, a matrix is called Metzler, quasipositive (or quasi-positive) or essentially nonnegative if all of its elements are non-negative except for those on the main diagonal, which are unconstrained. That is, a Metzler matrix is any matrix A which satisfies
Metzler matrices are also sometimes referred to as -matrices, as a Z-matrix is equivalent to a negated quasipositive matrix.
The exponential of a Metzler (or quasipositive) matrix is a nonnegative matrix because of the corresponding property for the exponential of a nonnegative matrix. This is natural, once one observes that the generator matrices of continuous-time finite-state Markov processes are always Metzler matrices, and that probability distributions are always non-negative.
A Metzler matrix has an eigenvector in the nonnegative orthant because of the corresponding property for nonnegative matrices.
- Nonnegative matrices
- Delay differential equation
- Hurwitz matrix
- Stochastic matrix
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- Kaczorek, Tadeusz (2002). Positive 1D and 2D Systems. London: Springer.
- Luenberger, David (1979). Introduction to Dynamic Systems: Theory, Modes & Applications. John Wiley & Sons.
- Kemp, Murray C.; Kimura, Yoshio (1978). Introduction to Mathematical Economics. New York: Springer. pp. 102–114. ISBN 0-387-90304-6.
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