The inverse eigenvalue problem for symmetric doubly stochastic matrices.

DOI10.1016/S0024-3795(03)00366-5zbMATH Open1040.15010MaRDI QIDQ1426293FDOQ1426293

Publication date: 14 March 2004

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

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Cites Work

Matrix Analysis
Eigenvalues of nonnegative symmetric matrices
On the nonnegative eigenvalue problem
Matrices similar to a positive or essentially positive matrix
A note on eigenvalues of nonnegative matrices

Cited In (33)

Riemannian Newton-CG methods for constructing a positive doubly stochastic matrix from spectral data
Generalization of some results concerning eigenvalues of a certain class of matrices and some applications
On the symmetric doubly stochastic matrices that are determined by their spectra and their connection with spectral graph theory
The complete positivity of symmetric tridiagonal and pentadiagonal matrices
Symmetric stochastic inverse eigenvalue problem
Spectra of convex hulls of matrix groups
Comment on ``A note on the inverse eigenvalue problem for symmetric doubly stochastic matrices
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On a spectral property of doubly stochastic matrices and its application to their inverse eigenvalue problem
The inverse eigenvalue problem for entanglement witnesses
A recursive method for constructing doubly stochastic matrices and inverse eigenvalue problem
A note on the inverse eigenvalue problem for symmetric doubly stochastic matrices
Inequalities for the spectra of symmetric doubly stochastic matrices
A quantitative extension of the Perron-Frobenius theorem for doubly stochastic matrices
Alternating projection method for doubly stochastic inverse eigenvalue problems with partial eigendata
Minimization of norms and the spectral radius of a sum of nonnegative matrices under diagonal equivalence
On the inverse eigenvalue problem for irreducible doubly stochastic matrices of small orders
The inverse spectrum problem for positive generalized stochastic matrices
A Riemannian Fletcher-Reeves conjugate gradient method for doubly stochastic inverse eigenvalue problems
On a conjecture concerning the inverse eigenvalue problem of \(4 \times 4\) symmetric doubly stochastic matrices
On the inverse eigenvalue problem for doubly stochastic matrices of a small order
Some results on the symmetric doubly stochastic inverse eigenvalue problem
On the doubly stochastic realization of spectra
On the symmetric doubly stochastic inverse eigenvalue problem
A note on the real inverse spectral problem for doubly stochastic matrices
An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem
A note on the inverse spectral problem for symmetric doubly stochastic matrices
The NIEP
Doubly stochastic matrices with prescribed positive spectrum
Inverse problems for symmetric doubly stochastic matrices whose Suleĭmanova spectra are bounded below by 1/2
Spanning tree invariants, loop systems and doubly stochastic matrices
An inverse problem for symmetric doubly stochastic matrices
On doubly stochastic matrices with prescribed elementary divisors

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