Matrix scaling and explicit doubly stochastic limits

DOI10.1016/J.LAA.2019.05.004MaRDI QIDQ2321351zbMATHOpenAlexWikidataFDO

Authors Melvyn B. Nathanson

Publication date 29 August 2019

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

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

zbMATH Keywords

doubly stochastic matricesmatrix scalingiterative scalingSinkhorn limitsGröbner bases

Mathematics Subject Classification ID

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

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.

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Cites work

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Cited in

(13)

• On the scaling of multidimensional matrices
• Introducing the Class of SemiDoubly Stochastic Matrices: A Novel Scaling Approach for Rectangular Matrices
• scientific article; zbMATH DE number 817485 (Why is no real title available?)
• Universality of a double scaling limit near singular edge points in random matrix models
• Matrix scaling limits in finitely many iterations
• Double scaling limit in random matrix models and a nonlinear hierarchy of differential equations
• scientific article; zbMATH DE number 4090548 (Why is no real title available?)
• Sinkhorn limits in finitely many steps
• scientific article; zbMATH DE number 6178415 (Why is no real title available?)
• Alternate minimization and doubly stochastic matrices
• Double scaling limit in the random matrix model: The Riemann-Hilbert approach
• The Riemann-Hilbert Approach to Double Scaling Limit of Random Matrix Eigenvalues Near the "Birth of a Cut" Transition
• Matrix scaling and explicit doubly stochastic limits

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