Results 21 to 30 of about 1,476 (274)
The Sinkhorn-Knopp algorithm : convergence and applications [PDF]
, 2008 As long as a square nonnegative matrix A contains sufficient nonzero elements, then the Sinkhorn-Knopp algorithm can be used to balance the matrix, that is, to find a diagonal scaling of A that is doubly stochastic.
Knight, P.A.
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Some Results on Majorization of Matrices
Axioms, 2022 For two n×m real matrices X and Y, X is said to be majorized by Y, written as X≺Y if X=SY for some doubly stochastic matrix of order n. Matrix majorization has several applications in statistics, wireless communications and other fields of science and ...
Divya K. Udayan +1 more
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Products of Doubly Stochastic Matrices [PDF]
, 2016 Doubly stochastic matrices constitute an important class of stochastic matrices, playing a critical role in the study of discrete-time distributed averaging and distributed optimization algorithms.
Liu, Ji +5 more
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Concerning nonnegative matrices and doubly stochastic matrices [PDF]
Pacific Journal of Mathematics, 1967 This paper is concerned with the condition for the convergence to a doubly stochastic limit of a sequence of matrices obtained from a nonnegative matrix A by alternately scaling the rows and columns of A and with the condition for the existence of diagonal matrices A and D2 with positive main diagonals such that ΏγAΏ2 is doubly stochastic.
Sinkhorn, Richard, Knopp, Paul
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Constant diagonal sums of doubly stochastic matrices [PDF]
, 2022 The aim of this thesis is to investigate the diagonals of doubly stochastic matrices. More specifically, we have studied doubly stochastic matrices with constant diagonal sums, and how small modifications made to these matrices alter the diagonal sums ...
Ommedal, Sofia Ingrid
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Spectra universally realizable by doubly stochastic matrices
Special Matrices, 2018 A list of complex numbers Λ = { λ1, . . . , λn} is said to be realizable if it is the spectrum of an entrywise nonnegative matrix, and universally realizable if there exists a nonnegative matrix with spectrum Λ for each Jordan canonical form associated ...
Collao Macarena +2 more
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Some applications of doubly stochastic matrices [PDF]
, 1988 We discuss primarily two applications of doubly stochastic matrices and related matrices. The first concerns a topic in communication theory called satellite-switched, time-division multiple-access systems, and we attempt to illuminate some results which
Brualdi, Richard A.
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On Instability Analysis of Linear Feedback Systems
Computation, 2020 The numerical approximation of the μ -value is key towards the measurement of instability, stability analysis, robustness, and the performance of linear feedback systems in system theory.
Mutti-Ur Rehman, Jehad Alzabut
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On the cardinality of complex matrix scalings
Special Matrices, 2016 We disprove a conjecture made by Rajesh Pereira and Joanna Boneng regarding the upper bound on the number of doubly quasi-stochastic scalings of an n × n positive definite matrix.
Hutchinson George
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Journal of Applied Mathematics, 2014 The combined matrix of a nonsingular real matrix A is the Hadamard (entrywise) product A∘A-1T. It is well known that row (column) sums of combined matrices are constant and equal to one. Recently, some results on combined matrices of different classes of
Rafael Bru +3 more
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