On diagonals of matrices doubly stochastically similar to a given matrix (Q1923220): Difference between revisions
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English | On diagonals of matrices doubly stochastically similar to a given matrix |
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On diagonals of matrices doubly stochastically similar to a given matrix (English)
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7 October 1996
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A complex matrix is called doubly quasistochastic if all its row sums and column sums are 1. Matrices \(A\) and \(B\) are doubly quasistochastically similar if \(B= SAS^{-1}\), where \(S\) is double quasistochastic. The author obtains a necessary and sufficient condition for a given matrix \(A\) to be doubly stochastically similar to a matrix with equal diagonal elements, and a necessary and sufficient condition for \(A\) to be doubly stochastically similar to a matrix with any diagonal elements the sum of which equals the trace of \(A\). In addition, an inverse elementary divisor result for doubly quasistochastic matrices is obtained.
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diagonals of matrices
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similarity
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inverse elementary divisor
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doubly quasistochastic matrices
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