Computing the Nearest Doubly Stochastic Matrix with A Prescribed Entry
نویسندگان
چکیده
In 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 optimization problem. A Newton-type method is used for solving the associated dual problem and then the desired nearest doubly stochastic matrix is obtained. Under some mild assumptions, the quadratic convergence of the proposed Newton’s method is proved. The numerical performance of the method is also demonstrated by numerical examples.
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 ...
متن کاملComputational aspect to the nearest southeast submatrix that makes multiple a prescribed eigenvalue
Given four complex matrices $A$, $B$, $C$ and $D$ where $Ainmathbb{C}^{ntimes n}$ and $Dinmathbb{C}^{mtimes m}$ and let the matrix $left(begin{array}{cc} A & B C & D end{array} right)$ be a normal matrix and assume that $lambda$ is a given complex number that is not eigenvalue of matrix $A$. We present a method to calculate the distance norm (with respect to 2-norm) from $D$ to ...
متن کاملThe Nearest Generalized Doubly Stochastic Matrix to a Real Matrix with the same First and Second Moment
Let T be an arbitrary n × n matrix with real entries. We explicitly find the closest (in Frobenius norm) matrix A to T , where A is n × n with real entries, subject to the condition that A is “generalized doubly stochastic” (i.e. Ae = e and eA = e , where e = (1, 1, ..., 1) , although A is not necessarily nonnegative) and A has the same first moment as T (i.e. eT1 Ae1 = e T 1 Te1). We also expl...
متن کاملDoubly stochastic matrices of trees
In this paper, we obtain sharp upper and lower bounds for the smallest entries of doubly stochastic matrices of trees and characterize all extreme graphs which attain the bounds. We also present a counterexample to Merris’ conjecture on relations between the smallest entry of the doubly stochastic matrix and the algebraic connectivity of a graph in [R. Merris, Doubly stochastic graph matrices I...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 29 شماره
صفحات -
تاریخ انتشار 2007