Matrix majorization via vector majorization (Q5946173): Difference between revisions
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Revision as of 00:45, 5 March 2024
scientific article; zbMATH DE number 1658463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matrix majorization via vector majorization |
scientific article; zbMATH DE number 1658463 |
Statements
Matrix majorization via vector majorization (English)
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14 October 2001
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The authors study the relation \(SY=X\) between real rectangular matrices \(X,Y\) where \(S\) is a doubly stochastic square matrix. Characterizations are obtained in terms of local action of \(X\) and \(Y\) on vectors, under the assumption of nonnegativity of the product of \((X,e)\) with the Moore-Penrose inverse of \((Y,e)\) where \(e\) is the column vector consisting of 1's.
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doubly stochastic matrix
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vector majorization
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matrix majorization
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Moore-Penrose inverse
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