When a matrix and its inverse are nonnegative (Q462729)

A matrix is called stochastic if it is a nonnegative matrix for which each of its row sums equals \(1\). It is clear that if \(A\) is a permutation matrix, then \(A\) and \(A^{-1}\) are stochastic. The converse of this statement is also true and its proof has been given by the authors in [``Teaching tip: when a matrix and its inverse are stochastic'', Coll. Math. J. 44, No. 2, 108--109 (2013; \url{doi:10.4169/college.math.j.44.2.108})]. In this article, they present another proof of this fact based on the canonical forms of stochastic matrices. They also extend this result to show that that \(A\) and \(A^{-1}\) are nonnegative if and only if \(A\) is a product of a diagonal matrix with all positive diagonal entries and a permutation matrix.