An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem

DOI10.1016/j.laa.2013.04.023zbMath1283.65029arXiv1202.3064OpenAlexW2095105219MaRDI QIDQ2637127

Issam Kaddoura, Hassan Abbas, Ayman Mourad, Ahmad Ghaddar, Bassam Mourad

Publication date: 19 February 2014

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

Full work available at URL: https://arxiv.org/abs/1202.3064

zbMATH Keywords

algorithminverse eigenvalue problemdoubly stochastic matrices

Mathematics Subject Classification ID

Stochastic matrices (15B51) Numerical solutions to inverse eigenvalue problems (65F18)

Related Items (14)

On the positive semi-definite pth roots of positive semi-definite doubly stochastic matrices ⋮ A note on the inverse spectral problem for symmetric doubly stochastic matrices ⋮ A recursive method for constructing doubly stochastic matrices and inverse eigenvalue problem ⋮ A note on the real inverse spectral problem for doubly stochastic matrices ⋮ On a spectral property of doubly stochastic matrices and its application to their inverse eigenvalue problem ⋮ On a numerical construction of doubly stochastic matrices with prescribed eigenvalues ⋮ Solving constrained quadratic inverse eigenvalue problem via conjugate direction method ⋮ On the symmetric doubly stochastic inverse eigenvalue problem ⋮ Riemannian Newton-CG methods for constructing a positive doubly stochastic matrix from spectral data* ⋮ Inverse problems for symmetric doubly stochastic matrices whose Suleĭmanova spectra are bounded below by 1/2 ⋮ On the symmetric doubly stochastic matrices that are determined by their spectra and their connection with spectral graph theory ⋮ A Riemannian Fletcher--Reeves Conjugate Gradient Method for Doubly Stochastic Inverse Eigenvalue Problems ⋮ Least squares solutions of quadratic inverse eigenvalue problem with partially bisymmetric matrices under prescribed submatrix constraints ⋮ Generalization of some results concerning eigenvalues of a certain class of matrices and some applications

Cites Work

• On a spectral property of doubly stochastic matrices and its application to their inverse eigenvalue problem
• Some applications of doubly stochastic matrices
• Non-negative matrices and Markov chains. 2nd ed
• A note on symmetric doubly-stochastic matrices
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• A note on the boundary of the set where the decreasingly ordered spectra of symmetric doubly stochastic matrices Lie
• Spectral properties of doubly-stochastic matrices
• Constructing symmetric nonnegative matrices
• The real and the symmetric nonnegative inverse eigenvalue problems are different
• Row Stochastic Matrices Similar to Doubly Stochastic Matrices
• Concerning the Magnitude of the Entries in a Doubly Stochastic Matrix
• A note on an inverse problem for nonnegative matrices
• Random unistochastic matrices
• On a Lie-theoretic approach to generalized doubly stochastic matrices and applications
• An inverse problem for symmetric doubly stochastic matrices
• Bounds for permanents of non-negative matrices
• On the extreme points of a certain convex polytope
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