On the Inverse Eigenvalue Problem for Irreducible Doubly Stochastic Matrices of Small Orders
نویسندگان
چکیده
منابع مشابه
Some results on the symmetric doubly stochastic inverse eigenvalue problem
The symmetric doubly stochastic inverse eigenvalue problem (hereafter SDIEP) is to determine the necessary and sufficient conditions for an $n$-tuple $sigma=(1,lambda_{2},lambda_{3},ldots,lambda_{n})in mathbb{R}^{n}$ with $|lambda_{i}|leq 1,~i=1,2,ldots,n$, to be the spectrum of an $ntimes n$ symmetric doubly stochastic matrix $A$. If there exists an $ntimes n$ symmetric doubly stochastic ...
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The necessary condition for eigenvalue values of a circulant matrix is studied It is then proved that the necessary condition also su ces the existence of a circulant matrix with the prescribed eigenvalue values Introduction An n n matrix C of the form C c c cn cn c c cn cn cn c cn c c cn c is called a circulant matrix As each row of a circulant matrix is just the previous row cycled forward on...
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ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2014
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2014/902383