On the inverse eigenvalue problem for irreducible doubly stochastic matrices of small orders

DOI10.1155/2014/902383zbMath1474.15087OpenAlexW2012806692WikidataQ59042733 ScholiaQ59042733MaRDI QIDQ1725228

Changqing Xu, Quanbing Zhang, Shang-Jun Yang

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/902383

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inverse problems in linear algebra (15A29) Stochastic matrices (15B51)

Related Items

Symmetric stochastic inverse eigenvalue problem

Cites Work

• Unnamed Item
• On a spectral property of doubly stochastic matrices and its application to their inverse eigenvalue problem
• A note on the inverse eigenvalue problem for symmetric doubly stochastic matrices
• The nonnegative inverse eigenvalue problem from the coefficients of the characteristic polynomial. EBL digraphs
• Existence and construction of nonnegative matrices with complex spectrum
• The inverse eigenvalue problem for symmetric doubly stochastic matrices.
• On the nonnegative eigenvalue problem
• A characterization of trace zero nonnegative \(5\times 5\) matrices
• Row stochastic inverse eigenvalue problem
• On the inverse eigenvalue problem for nonnegative matrices of order two to five
• Spectral properties of doubly-stochastic matrices
• An inequality for nonnegative matrices and the inverse eigenvalue problem
• Matrix Analysis
• A note on an inverse problem for nonnegative matrices