Inverse problems for symmetric doubly stochastic matrices whose Suleĭmanova spectra are bounded below by 1/2

DOI10.1016/J.LAA.2020.01.029zbMATH Open1436.65042arXiv1909.01291OpenAlexW2971603777WikidataQ126308249 ScholiaQ126308249MaRDI QIDQ1987014FDOQ1987014

Authors: Michał Gnacik, Tomasz Kania 

Publication date: 9 April 2020

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

Abstract: A new sufficient condition for a list of real numbers to be the spectrum of a symmetric doubly stochastic matrix is presented; this is a contribution to the classical spectral inverse problem for symmetric doubly stochastic matrices that is still open in its full generality. It is proved that whenever $lambd{a}_2,ldots,lambd{a}_n$ are non-positive real numbers with $1+lambd{a}_2+ldots+lambd{a}_{n}geqslant1/2$, then there exists a symmetric, doubly stochastic matrix whose spectrum is precisely $(1,lambd{a}_2,ldots,lambd{a}_n)$. We point out that this criterion is incomparable to the classical sufficient conditions due to Perfect-Mirsky, Soules, and their modern refinements due to Nader et al. We also provide some examples and applications of our results.

Full work available at URL: https://arxiv.org/abs/1909.01291

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zbMATH Keywords

inverse problemdoubly stochastic matrixbistochastic matrixSuleĭmanova spectrum

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51) Numerical solutions to inverse eigenvalue problems (65F18)

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Cited In (8)

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• Some results on the symmetric doubly stochastic inverse eigenvalue problem
• A note on the real inverse spectral problem for doubly stochastic matrices
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• A note on the inverse spectral problem for symmetric doubly stochastic matrices
• Doubly stochastic matrices with prescribed positive spectrum

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