Matrix majorization via vector majorization (Q5946173)

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.