Diagonal sums of doubly stochastic matrices
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Abstract: Let denote the class of doubly stochastic matrices (each such matrix is entrywise nonnegative and every row and column sum is 1). We study the diagonals of matrices in . The main question is: which are such that the diagonals in that avoid the zeros of all have the same sum of their entries. We give a characterization of such matrices, and establish several classes of patterns of such matrices.
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Cites work
- An infinite family of cubic edge- but not vertex-transitive graphs
- Combinatorial matrix classes
- Combinatorial matrix theory
- Convex polyhedra of doubly stochastic matrices. I: Applications of the permanent function
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- Doubly stochastic matrices which have certain diagonals with constant sums
- Doubly stochastic matrices with equal subpermanents
- Doubly stochastic matrices with some equal diagonal sums
- scientific article; zbMATH DE number 4089320 (Why is no real title available?)
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- Maximum and minimum diagonal sums of doubly stochastic matrices
- On equality of some elements in matrices
- Tridiagonal doubly stochastic matrices
Cited in
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- The NIEP for four dimensional Leslie and doubly stochastic matrices with zero trace from the coefficients of the characteristic polynomial
- Tridiagonal doubly stochastic matrices
- Minimization of norms and the spectral radius of a sum of nonnegative matrices under diagonal equivalence
- On diagonals of matrices doubly stochastically similar to a given matrix
- Random doubly stochastic tridiagonal matrices
- On the Representation of Doubly Stochastic Matrices as Sums of Permutations
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- 123-avoiding doubly stochastic matrices
- Monotonicity in quadratically regularized linear programs
- Some observations on Erdős matrices
- Characterization of Erdős matrices by their zero entries
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