The nearest generalized doubly stochastic matrix to a real matrix with the same first and second moments (Q1001132)
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English | The nearest generalized doubly stochastic matrix to a real matrix with the same first and second moments |
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The nearest generalized doubly stochastic matrix to a real matrix with the same first and second moments (English)
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12 February 2009
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Let \(B\) be an \(n\times n\) real matrix. The authors explicitly give the nearest matrix (with respect to the Frobenius norm) \(A\) to \(B\), where \(A\) is a real generalized doubly stochastic matrix (a real matrix with the property that the sum of each column as well as of each row equals \(1\)) and \(e_1^TAe_1=e_1^TBe_1\), where \(e_1=(1,0,\dots,0)^T\). They also explicitly find the nearest generalized doubly stochastic matrix \(A\) to \(B\) with \(A\) satisfying \(e_1^TAe_1=e_1^TBe_1\) and \(e_1^TA^2e_1=e_1^TB^2e_1\), when such an \(A\) exists.
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doubly stochastic matrix
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Frobenius norm
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generalized doubly stochastic matrix
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moments
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nearest matrix
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