Vector majorization via nonnegative definite doubly stochastic matrices of maximum rank

DOI10.1016/S0024-3795(96)00399-0zbMATH Open0955.15010OpenAlexW2083150052MaRDI QIDQ1362660FDOQ1362660

Authors: Chi Song Wong, Hua Cheng 

Publication date: 4 March 2001

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

Full work available at URL: https://doi.org/10.1016/s0024-3795(96)00399-0

Recommendations

• The doubly stochastic matrices of a vector majorization
• Majorization-constrained doubly stochastic matrices
• Publication:4865345
• Majorization, doubly stochastic matrices, and comparison of eigenvalues
• Extremal positive semidefinite doubly stochastic matrices
• Vector majorization via positive definite matrices
• Publication:4722205
• More on extremal positive semidefinite doubly stochastic matrices
• Nonchordal positive semidefinite stochastic matrices^∗
• Generalized doubly stochastic matrices and linear preservers of D-majorization

zbMATH Keywords

doubly stochastic matrixmaximum rankvector majorizationnonnegative definite

Mathematics Subject Classification ID

Stochastic matrices (15B51) Vector spaces, linear dependence, rank, lineability (15A03)

Cites Work

• Inequalities: theory of majorization and its applications
• A problem of Mirsky concerning nonsingular doubly stochastic matrices
• The doubly stochastic matrices of a vector majorization
• Applications of \(M\)-matrices to majorization
• Vector majorization via positive definite matrices
• Vector Majorization Via Hessenberg Matrices

Cited In (3)

• Applications of \(M\)-matrices to majorization
• Majorization-constrained doubly stochastic matrices
• The doubly stochastic matrices of a vector majorization

This page was built for publication: Vector majorization via nonnegative definite doubly stochastic matrices of maximum rank

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1362660)