Results 11 to 20 of about 1,476 (274)

Convex sets of doubly stochastic matrices [PDF]

open access: yesJournal of Combinatorial Theory, Series A, 1974
AbstractLet Ω denote the set of all n by n doubly stochastic matrices and let m be a positive integer. Then the set Ωm = {A ϵ Ω : 0 ⩽ aij ⩽ 1m, 1 ⩽ i, j ≤ n} is the convex hull of the matrices in Ωm having exactly m entries equal to 1m in each row and column and the other entries equal to zero.
William Watkins, Russell Merris
openaire   +3 more sources

A note on multivariate majorization [PDF]

open access: yesJournal of Mahani Mathematical Research, 2022
‎A matrix $A$ is said to be multivariate majorized by a matrix $B$‎, ‎written $A\prec B$‎, ‎if there exists a doubly stochastic matrix $D$ such that $A = BD$‎ .
Mehdi Dehghanian, Ahmad Mohammadhasani
doaj   +1 more source

Diagonal sums of doubly stochastic matrices [PDF]

open access: yesLinear and Multilinear Algebra, 2021
Let $Ω_n$ denote the class of $n \times n$ doubly stochastic matrices (each such matrix is entrywise nonnegative and every row and column sum is 1). We study the diagonals of matrices in $Ω_n$. The main question is: which $A \in Ω_n$ are such that the diagonals in $A$ that avoid the zeros of $A$ all have the same sum of their entries.
Richard A. Brualdi, Geir Dahl
openaire   +4 more sources

Positional Voting and Doubly Stochastic Matrices [PDF]

open access: yesThe American Mathematical Monthly, 2021
We provide elementary proofs of several results concerning the possible outcomes arising from a fixed profile within the class of positional voting systems. Our arguments enable a simple and explicit construction of paradoxical profiles, and we also demonstrate how to choose weights that realize desirable results from a given profile.
Jacqueline Anderson   +2 more
openaire   +2 more sources

A short note on extreme points of certain polytopes

open access: yesSpecial Matrices, 2020
We give a short proof of Mirsky’s result regarding the extreme points of the convex polytope of doubly substochastic matrices via Birkhoff’s Theorem and the doubly stochastic completion of doubly sub-stochastic matrices.
Cao Lei, Hall Ariana, Koyuncu Selcuk
doaj   +1 more source

Corrigendum to “Spectra universally realizable by doubly stochastic matrices”

open access: yesSpecial Matrices, 2023
We correct an error in the statement and the proof of Theorem 2.1 and Corollary 2.1 in our previous study [Spec. Matrices 6 (2018), 301–309], Section 2: On nonnegative matrices similar to positive matrices.
Collao Macarena   +2 more
doaj   +1 more source

Channel discord and distortion

open access: yesNew Journal of Physics, 2021
Discord, originally notable as a signature of bipartite quantum correlation, in fact can be nonzero classically, i.e. arising from noisy measurements by one of the two parties.
Wei-Wei Zhang   +2 more
doaj   +1 more source

On the Volume of the Polytope of Doubly Stochastic Matrices [PDF]

open access: yesExperimental Mathematics, 1999
We study the calculation of the volume of the polytope B_n of n by n doubly stochastic matrices; that is, the set of real non-negative matrices with all row and column sums equal to one. We describe two methods. The first involves a decomposition of the polytope into simplices.
Chan, Clara S., Robbins, David P.
openaire   +3 more sources

The complete positivity of symmetric tridiagonal and pentadiagonal matrices

open access: yesSpecial Matrices, 2022
We provide a decomposition that is sufficient in showing when a symmetric tridiagonal matrix AA is completely positive. Our decomposition can be applied to a wide range of matrices.
Cao Lei, McLaren Darian, Plosker Sarah
doaj   +1 more source

Convergence of an accelerated distributed optimisation algorithm over time‐varying directed networks

open access: yesIET Control Theory & Applications, 2021
In this article, studying distributed optimisation over time‐varying directed networks where a group of agents aims at cooperatively minimising a sum of local objective functions is focused on.
Jinhui Hu   +5 more
doaj   +1 more source

Home - About - Disclaimer - Privacy