Tropical totally positive matrices

We investigate the tropical analogues of totally positive and totally nonnegative matrices. These arise when considering the images by the nonarchimedean valuation of the corresponding classes of matrices over a real nonarchimedean valued field, like the field of real Puiseux series. We show that the nonarchimedean valuation sends the totally positive matrices precisely to the Monge matrices. This leads to explicit polyhedral representations of the tropical analogues of totally positive and totally nonnegative matrices. We also show that tropical totally nonnegative matrices with a finite permanent can be factorized in terms of elementary matrices. We finally determine the eigenvalues of tropical totally nonnegative matrices, and relate them with the eigenvalues of totally nonnegative matrices over nonarchimedean fields.Comment: The first author has been partially supported by the PGMO Program of FMJH and EDF, and by the MALTHY Project of the ANR Program. The second author is sported by the French Chateaubriand grant and INRIA postdoctoral fellowshi

Dobrushin ergodicity coefficient for Markov operators on cones, and beyond

The analysis of classical consensus algorithms relies on contraction properties of adjoints of Markov operators, with respect to Hilbert's projective metric or to a related family of seminorms (Hopf's oscillation or Hilbert's seminorm). We generalize these properties to abstract consensus operators over normal cones, which include the unital completely positive maps (Kraus operators) arising in quantum information theory. In particular, we show that the contraction rate of such operators, with respect to the Hopf oscillation seminorm, is given by an analogue of Dobrushin's ergodicity coefficient. We derive from this result a characterization of the contraction rate of a non-linear flow, with respect to Hopf's oscillation seminorm and to Hilbert's projective metric

Tropical Kraus maps for optimal control of switched systems

Kraus maps (completely positive trace preserving maps) arise classically in quantum information, as they describe the evolution of noncommutative probability measures. We introduce tropical analogues of Kraus maps, obtained by replacing the addition of positive semidefinite matrices by a multivalued supremum with respect to the L\"owner order. We show that non-linear eigenvectors of tropical Kraus maps determine piecewise quadratic approximations of the value functions of switched optimal control problems. This leads to a new approximation method, which we illustrate by two applications: 1) approximating the joint spectral radius, 2) computing approximate solutions of Hamilton-Jacobi PDE arising from a class of switched linear quadratic problems studied previously by McEneaney. We report numerical experiments, indicating a major improvement in terms of scalability by comparison with earlier numerical schemes, owing to the "LMI-free" nature of our method.Comment: 15 page

Dobrushin's ergodicity coefficient for Markov operators on cones

We give a characterization of the contraction ratio of bounded linear maps in Banach space with respect to Hopf's oscillation seminorm, which is the infinitesimal distance associated to Hilbert's projective metric, in terms of the extreme points of a certain abstract "simplex". The formula is then applied to abstract Markov operators defined on arbitrary cones, which extend the row stochastic matrices acting on the standard positive cone and the completely positive unital maps acting on the cone of positive semidefinite matrices. When applying our characterization to a stochastic matrix, we recover the formula of Dobrushin's ergodicity coefficient. When applying our result to a completely positive unital map, we therefore obtain a noncommutative version of Dobrushin's ergodicity coefficient, which gives the contraction ratio of the map (representing a quantum channel or a "noncommutative Markov chain") with respect to the diameter of the spectrum. The contraction ratio of the dual operator (Kraus map) with respect to the total variation distance will be shown to be given by the same coefficient. We derive from the noncommutative Dobrushin's ergodicity coefficient an algebraic characterization of the convergence of a noncommutative consensus system or equivalently the ergodicity of a noncommutative Markov chain.Comment: An announcement of some of the present results has appeared in the Proceedings of the ECC 2013 conference (Zurich). Further results can be found in the companion arXiv:1302.522

Spectral Theorem for Convex Monotone Homogeneous Maps, and Ergodic Control

We consider convex maps f:R^n -> R^n that are monotone (i.e., that preserve the product ordering of R^n), and nonexpansive for the sup-norm. This includes convex monotone maps that are additively homogeneous (i.e., that commute with the addition of constants). We show that the fixed point set of f, when it is non-empty, is isomorphic to a convex inf-subsemilattice of R^n, whose dimension is at most equal to the number of strongly connected components of a critical graph defined from the tangent affine maps of f. This yields in particular an uniqueness result for the bias vector of ergodic control problems. This generalizes results obtained previously by Lanery, Romanovsky, and Schweitzer and Federgruen, for ergodic control problems with finite state and action spaces, which correspond to the special case of piecewise affine maps f. We also show that the length of periodic orbits of f is bounded by the cyclicity of its critical graph, which implies that the possible orbit lengths of f are exactly the orders of elements of the symmetric group on n letters.Comment: 38 pages, 13 Postscript figure