Maximum and minimum diagonal sums of doubly stochastic matrices

DOI10.1016/0024-3795(74)90083-4zbMath0294.15017OpenAlexW2013524110MaRDI QIDQ1212522

Edward T. H. Wang

Publication date: 1974

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(74)90083-4

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Stochastic matrices (15B51)

Related Items

Maximal diagonal sums ⋮ Partitions of the polytope of doubly substochastic matrices ⋮ Diagonal Sums of Doubly Substochastic Matrices ⋮ Doubly stochastic matrices which have certain diagonals with constant sums ⋮ Maximum and minimum weighted diagonal sums of certain non-negative matrices ⋮ On equality of some elements in matrices ⋮ Doubly stochastic matrices with some equal diagonal sums ⋮ A minimal completion of (0, 1)-matrices without total support ⋮ Constancy of functions restricted to a subset ⋮ Permanents of doubly substochastic matrices ⋮ Diagonal sums of doubly stochastic matrices

Cites Work

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• Inequalities for the permanent function
• Spectral properties of doubly-stochastic matrices
• Permanent of the direct product of matrices
• On the minimum of the permanent of a doubly stochastic matrix
• Some results on non-negative matrices
• DIAGONALS OF DOUBLY STOCHASTIC MATRICES
• Permanents
• Inequalities for general matrix functions