Reduction of a matrix with positive elements to a doubly stochastic matrix
نویسندگان
چکیده
منابع مشابه
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...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1967
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1967-0215873-6