Corrigendum to “Maximal doubly stochastic matrix centralizers” [Linear Algebra Appl. 532 (2017) 387–396]

Some results on Haar wavelets matrix through linear algebra

Can we characterize the wavelets through linear transformation? the answer for this question is certainly YES. In this paper we have characterized the Haar wavelet matrix by their linear transformation and proved some theorems on properties of Haar wavelet matrix such as Trace, eigenvalue and eigenvector and diagonalization of a matrix.

Generalized Doubly Stochastic Matrices and Linear Preservers

A real or complex n × n matrix is generalized doubly stochastic if all of its row sums and column sums equal one. Denote by V the linear space spanned by such matrices. We study the reducibility of V under the group Γ of linear operators of the form A 7→ PAQ, where P and Q are n×n permutation matrices. Using this result, we show that every linear operator φ : V → V mapping the set of generalize...

Linear Algebra and Matrix Theory

Corrigendum to "Soft matrix theory and its decision making" [Comput. Math. Appl 59 (2010) 3308-3314]

The authors regret that there is a correction needed to Reference [29] and apologize for any inconvenience caused. Reference [29] should read ‘‘N. Çağman, S. Enginoğlu, Soft set theory and uni-int decision making, European Journal of Operational Research 207 (2010) 848–855’’ instead of ‘‘N. Çağman, S. Enginoğlu, Soft set theory and uni-int decisionmaking, European Journal of Operational Researc...

The nearest 'doubly stochastic' matrix to a real matrix with the same first moment

Let T be an arbitrary n × n matrix with real entries. We consider the set of all matrices with a given complex number as an eigenvalue, as well as being given the corresponding left and right eigenvectors. We find the closest matrix A, in Frobenius norm, in this set to the matrix T . The normal cone to a matrix in this set is also obtained. We then investigate the problem of determining the clo...