Results 201 to 210 of about 1,819 (238)
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Computing the Nearest Doubly Stochastic Matrix with A Prescribed Entry
SIAM Journal of Scientific Computing, 2007In this paper a nearest doubly stochastic matrix problem is studied. This problem is to find the closest doubly stochastic matrix with the prescribed $(1,1)$ entry to a given matrix. According to the well-established dual theory in optimization, the dual of the underlying problem is an unconstrained differentiable, but not twice differentiable, convex ...
Delin Chu, , Roger C E Tan
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The nearest ‘doubly stochastic’ matrix to a real matrix with the same first moment
Numerical Linear Algebra With Applications, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
William Kile Glunt +2 more
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Spectral ensemble clustering with doubly stochastic co-association matrix
Information ScienceszbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yongda Cai +2 more
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Learning Doubly Stochastic Affinity Matrix via Davis-Kahan Theorem
2017 IEEE International Conference on Data Mining (ICDM), 2017Building an ideal graph which reveals the exact intrinsic structure of the data is critical in graph-based clustering. There have been a lot of efforts to construct an affinity matrix satisfying such a need in terms of a similarity measure. A recent approach attracting attention is on using doubly stochastic normalization of the affinity matrix to ...
Jiwoong Park, Taejeong Kim
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Doubly stochastic matrix equations
Israel Journal of Mathematics, 1973It is shown that for real,m x n matricesA andB the system of matrix equationsAX=B, BY=A is solvable forX andY doubly stochastic if and only ifA=BP for some permutation matrixP. This result is then used to derive other equations and to characterize the Green’s relations on the semigroup Ω n of alln x n doubly ...
Montague, J. S., Plemmons, R. J.
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Structured BFGS Method for Optimal Doubly Stochastic Matrix Approximation
Proceedings of the AAAI Conference on Artificial Intelligence, 2023Doubly stochastic matrix plays an essential role in several areas such as statistics and machine learning. In this paper we consider the optimal approximation of a square matrix in the set of doubly stochastic matrices. A structured BFGS method is proposed to solve the dual of the primal problem.
Dejun Chu +3 more
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On the Permanent of a Doubly Stochastic Matrix
Canadian Journal of Mathematics, 1966If is an n X n matrix, the permanent of A, Per A, is defined by1where the sum is over all permutations. If A is doubly stochastic (i.e., nonnegative with row and column sums all equal to 1), then it has been conjectured that Per A ⩾ n!/nn. When confronted with a vaguely similar problem about determinants, M.
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Linear system of equations with doubly stochastic interval coefficient matrix
2021Summary: In this paper, we first give an overview of doubly stochastic interval matrices. Then, we present some theories about the interval linear system whose coefficient matrix is doubly stochastic interval matrix. Also, we give an outer estimation for the solution set of these systems.
Rivaz, Azim, Zangoei Zadeh, Somayeh
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A Lower Bound for the Permanent of a Doubly Stochastic Matrix
The Annals of Mathematics, 1979It is shown here that the permanent of an n x n doubly stochastic Let A be an n x n matrix (aij)". The permanent of A is defined by (Al) ~~~~~p(A) = fle Snni=1ai.(i)
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