Implications of convergence rates in Sinkhorn balancing (Q1260962)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Implications of convergence rates in Sinkhorn balancing
scientific article

    Statements

    Implications of convergence rates in Sinkhorn balancing (English)
    0 references
    0 references
    29 August 1993
    0 references
    A sequence of matrices \(\{A^{(t)}\}\), \(t=0,1,2,\ldots,\) is said to converge geometrically to a limit \(G\) if there exist positive constants \(M\) and \(\gamma\), where \(0<\gamma<1\), such that \(\| A^{(t)}- G\|\leq M\gamma^ t\) for some norm \(\|\cdot\|\), \(t=0,1,2,\ldots\). A nonnegative \(N\times N\) matrix \(A\) is said to have total support if there exists an \(N\times N\) doubly stochastic matrix \(B\) such that \(b_{ij}>0\) if and only if \(a_{ij}>0\) for all \(i,j=1,2,\ldots,N\). It is known that if \(A\) has total support then the sequence of matrices obtained beginning with \(A\) and alternately normalizing the column sums and then the row sums converges geometrically to a doubly stochastic limit. The author shows that if this iteration on \(A\) converges geometrically, then \(A\) has total support.
    0 references
    0 references
    geometrical convergence
    0 references
    sequence of matrices
    0 references
    total support
    0 references
    doubly sotchastic matrix
    0 references
    doubly stochastic limit
    0 references
    0 references