For a given
real matrix
,
the eigenvalue complementarity problem relative to the Lorentz cone consists of finding a real
number
and a
nonzero vector
such that
and both
and
lie in the Lorentz cone, which consists of all vectors in
forming a
or smaller angle with the
positive -axis. We refer
to the set of all solutions
to this eigenvalue complementarity problem as the Lorentz spectrum of
. Our
work concerns the characterization of the linear preservers of the Lorentz spectrum on the
space
of
real matrices, that is, the
linear maps
such that
the Lorentz spectra of
and
are the
same for all
.
We have proven that all such linear preservers take the form
, where
is an orthogonal
matrix.
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