Linear maps preserving the Lorentz spectrum of $3 \times 3$ matrices

Abstract

For a given $3 \times 3$ real matrix $A$, the eigenvalue complementarity problem relative to the Lorentz cone consists of finding a real number $\lambda$ and a nonzero vector $x \in \mathbb{R}^3$ such that $x^T(A-\lambda I)x=0$ and both $x$ and $(A-\lambda I)x$ lie in the Lorentz cone, which is comprised of all vectors in $\mathbb{R}^3$ forming a $45^\circ$ or smaller angle with the positive $z$-axis. We refer to the set of all solutions $\lambda$ to this eigenvalue complementarity problem as the Lorentz spectrum of $A$. Our work concerns the characterization of the linear preservers of the Lorentz spectrum on the space $M_3$ of $3 \times 3$ real matrices, that is, the linear maps $\phi: M_3 \to M_3$ such that the Lorentz spectra of $A$ and $\phi(A)$ are the same for all $A$. We have proven that all such linear preservers take the form $\phi(A) = (Q \oplus [1])A(Q^T \oplus [1])$, where $Q$ is an orthogonal $2 \times 2$ matrix.