Matrix scaling and explicit doubly stochastic limits

DOI10.1016/J.LAA.2019.05.004zbMATH Open1457.15035arXiv1905.09426OpenAlexW2944792422WikidataQ127888897 ScholiaQ127888897MaRDI QIDQ2321351FDOQ2321351

Melvyn B. Nathanson

Publication date: 29 August 2019

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

Abstract: The process of alternately row scaling and column scaling a positive $nimesn$ matrix $A$ converges to a doubly stochastic positive $nimesn$ matrix $S(A)$, often called the emph{Sinkhorn limit} of $A$. The main result in this paper is the computation of exact formulae for the Sinkhorn limits of certain symmetric positive $3imes3$ matrices.

Full work available at URL: https://arxiv.org/abs/1905.09426

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zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Gr%EF%BF%BD%EF%BF%BDbner+bases&go=Go Gr��bner bases]doubly stochastic matricesmatrix scalingiterative scalingSinkhorn limits

Mathematics Subject Classification ID

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

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Cited In (13)

• Double scaling limit in the random matrix model: The Riemann-Hilbert approach
• Double scaling limit in random matrix models and a nonlinear hierarchy of differential equations
• The Riemann-Hilbert Approach to Double Scaling Limit of Random Matrix Eigenvalues Near the "Birth of a Cut" Transition
• Introducing the Class of SemiDoubly Stochastic Matrices: A Novel Scaling Approach for Rectangular Matrices
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sinkhorn limits in finitely many steps
• On the scaling of multidimensional matrices
• Alternate minimization and doubly stochastic matrices
• Matrix scaling and explicit doubly stochastic limits
• Matrix Scaling Limits in Finitely Many Iterations
• Universality of a double scaling limit near singular edge points in random matrix models

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