A recursive method for constructing doubly stochastic matrices and inverse eigenvalue problem

DOI10.1016/J.LAA.2017.10.005MaRDI QIDQ1675671zbMATH OpenOpenAlexFDO

Authors Iman Adeli, Maryam Taheri, M. Mohseni Moghadam

Publication date 2 November 2017

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2017.10.005

zbMATH Keywords

doubly stochastic matricesinverse eigenvalue problemrecursive method

Mathematics Subject Classification ID

Stochastic matrices (15B51) Numerical solutions to inverse eigenvalue problems (65F18)

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Cites work

• A note on an inverse problem for nonnegative matrices
• A note on the boundary of the set where the decreasingly ordered spectra of symmetric doubly stochastic matrices Lie
• An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem
• Bounds for permanents of non-negative matrices
• Constructing symmetric nonnegative matrices
• Doubly stochastic matrices with prescribed positive spectrum
• Matrix Analysis
• On a Lie-theoretic approach to generalized doubly stochastic matrices and applications
• On a spectral property of doubly stochastic matrices and its application to their inverse eigenvalue problem
• On the symmetric doubly stochastic inverse eigenvalue problem
• Orthogonal bases that leads to symmetric nonnegative matrices
• Row Stochastic Matrices Similar to Doubly Stochastic Matrices
• Spectral properties of doubly-stochastic matrices
• The inverse eigenvalue problem for symmetric doubly stochastic matrices.

Cited in

(9)

• On a numerical construction of doubly stochastic matrices with prescribed eigenvalues
• Riemannian Newton-CG methods for constructing a positive doubly stochastic matrix from spectral data
• An efficient algorithm based on Lanczos type of BCR to solve constrained quadratic inverse eigenvalue problems
• Alternating projection method for doubly stochastic inverse eigenvalue problems with partial eigendata
• CMMSE algorithms for constructing doubly stochastic matrices with the relative gain array (combined matrix) \( A \circ A^{-T}\)
• On the inverse eigenvalue problem for irreducible doubly stochastic matrices of small orders
• Alternating projection method for solving doubly stochastic inverse singular value problems with prescribed entries
• A note on the real inverse spectral problem for doubly stochastic matrices
• An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem

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