The paper “An algorithmic characterization of P-matricity” (SIAM Journal on Matrix Analysis and Applications, 34:3 (2013) 904–916, by the same authors as here) implicitly assumes that the iterates generated by the Newton-min algorithm for solving a linear complementarity problem of dimension n, which reads 0 ⩽ x ⊥ (M x + q) ⩾ 0, are uniquely determined by some index subsets of [[1, n]]. Even if this is satisfied for a subset of vectors q that is dense in R^n, this assumption is improper, in particular in the statements where the vector q is not subject to restrictions. The goal of the present contribution is to show that, despite this blunder, the main result of that paper is preserved. This one claims that a nondegenerate matrix M is a P-matrix if and only if the Newton-min algorithm does not cycle between two distinct points, whatever is q. The proof is not more complex, requiring only some adjustments, which are essential however.
Citation
SIAM Journal on Matrix Analysis and Applications (to appear)