Matrix scaling limits in finitely many iterations
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Abstract: The alternate row and column scaling algorithm applied to a positive matrix converges to a doubly stochastic matrix , sometimes called the emph{Sinkhorn limit} of . For every positive integer , a two parameter family of row but not column stochastic positive matrices is constructed that become doubly stochastic after exactly one column scaling.
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Cites work
- A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
- A Unified Treatment of Some Theorems on Positive Matrices
- Alternate minimization and doubly stochastic matrices
- Concerning nonnegative matrices and doubly stochastic matrices
- Matrix scaling and explicit doubly stochastic limits
- On Sinkhorn's representation of nonnegative matrices
- Reduction of a Matrix with Positive Elements to a Doubly Stochastic Matrix
- The diagonal equivalence of a nonnegative matrix to a stochastic matrix
Cited in
(6)- On the scaling of multidimensional matrices
- Sinkhorn limits in finitely many steps
- Matrix scaling and explicit doubly stochastic limits
- Scaling positive random matrices: concentration and asymptotic convergence
- Alternate minimization and doubly stochastic matrices
- Limit points of the iterative scaling procedure
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