Majorization, doubly stochastic matrices, and comparison of eigenvalues
DOI10.1016/0024-3795(89)90580-6zbMath0673.15011MaRDI QIDQ1120640
Publication date: 1989
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(89)90580-6
inequalities; eigenvalues; bibliography; determinants; permanents; singular values; doubly stochastic matrix; majorization; Perron-Frobenius theorem; Birkhoff's theorem; diagonal equivalence; doubly stochastic extreme points; van der Waerden's problem
15A15: Determinants, permanents, traces, other special matrix functions
15A42: Inequalities involving eigenvalues and eigenvectors
15A18: Eigenvalues, singular values, and eigenvectors
15B48: Positive matrices and their generalizations; cones of matrices
15B51: Stochastic matrices
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