Applications of \(M\)-matrices to majorization (Q1187379): Difference between revisions
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Revision as of 23:39, 4 March 2024
scientific article
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English | Applications of \(M\)-matrices to majorization |
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Applications of \(M\)-matrices to majorization (English)
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23 July 1992
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It is known that for any two vectors \(x,y\) in the \(n\)-dimensional Euclidean space such that \(x_ 1\geq x_ 2\geq\cdots\geq x_ n\) and \(y_ 1\geq y_ 2\geq\cdots\geq y_ n\) the vector \(x\) is majorized by \(y\) if and only if \(x=Ay\) for some \(n\times n\) nonnegative definite doubly stochastic matrix \(A\). This paper uses \(M\)-matrices to characterize majorization and calculates an explicit formula for finding the matrix \(A\) defined above.
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\(M\)-matrices
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doubly stochastic matrix
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majorization
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