On extreme U1 matrices

U1 matrices and extreme U1 matrices are successfully used to study doubly stochastic quadratic operators in [3] where a necessary condition for a U1 matrix to be extreme is given. In this paper, we firstly present a necessary and sufficient condition for a symmetric nonnegative matrix to be an extreme U1 matrix. Secondly, we investigate the structure of extreme U1 matrices. Finally, we estimate the spectral radius of an extreme U1 matrix.