Comment on ``A note on the inverse eigenvalue problem for symmetric doubly stochastic matrices

DOI10.1016/j.laa.2013.06.001zbMath1305.15030OpenAlexW2028329486MaRDI QIDQ2435382

Yanyan Li

Publication date: 19 February 2014

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

Full work available at URL: https://doi.org/10.1016/j.laa.2013.06.001

zbMATH Keywords

inverse eigenvalue problemsufficient conditionsymmetric positive doubly stochastic matrix

Mathematics Subject Classification ID

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

Related Items (3)

On the symmetric doubly stochastic inverse eigenvalue problem ⋮ Inverse problems for symmetric doubly stochastic matrices whose Suleĭmanova spectra are bounded below by 1/2 ⋮ A Riemannian Fletcher--Reeves Conjugate Gradient Method for Doubly Stochastic Inverse Eigenvalue Problems

Cites Work

• Doubly stochastic matrices with prescribed positive spectrum
• A note on the inverse eigenvalue problem for symmetric doubly stochastic matrices
• The inverse eigenvalue problem for symmetric doubly stochastic matrices.
• Spectral properties of doubly-stochastic matrices
• Constructing symmetric nonnegative matrices
• Matrix Analysis

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