Methods of constructing certain stochastic matrices
From MaRDI portal
Publication:2651173
Cited in
(49)- Matrix completion problems
- Nonnegativity preservation under singular values perturbation
- Eigenvalues of nonnegative symmetric matrices
- On an inverse problem for nonnegative and eventually nonnegative matrices
- Existence and construction of nonnegative matrices with complex spectrum
- Existence and construction of nonnegative matrices with prescribed spectrum
- The nonnegative inverse eigenvalue problem.
- The inverse spectrum problem for positive generalized stochastic matrices
- A Riemannian inexact Newton-CG method for constructing a nonnegative matrix with prescribed realizable spectrum
- On the realizability of the critical points of a realizable List
- Realizing Suleĭmanova spectra via permutative matrices. II.
- On the comparison of some realizability criteria for the real nonnegative inverse eigenvalue problem
- Inverse problems for symmetric doubly stochastic matrices whose Suleĭmanova spectra are bounded below by 1/2
- A map of sufficient conditions for the symmetric nonnegative inverse eigenvalue problem
- Spectra inhabiting the left half-plane that are universally realizable
- A direct solution to the stochastic inverse eigenvalue problem for complex-valued eigenspectra
- On the doubly stochastic realization of spectra
- On spectra realizable and diagonalizably realizable
- Centrosymmetric nonnegative realization of spectra
- Inequalities and existence theorems in the theory of matrices
- Realizable lists via the spectra of structured matrices
- On the symmetric doubly stochastic inverse eigenvalue problem
- Realizability criterion for the symmetric nonnegative inverse eigenvalue problem
- Applications of a Brauer theorem in the nonnegative inverse eigenvalue problem
- Spectral properties of doubly-stochastic matrices
- Matrices similar to a positive or essentially positive matrix
- Connecting sufficient conditions for the symmetric nonnegative inverse eigenvalue problem
- Linearized proximal algorithms with adaptive stepsizes for convex composite optimization with applications
- Realizing Suleimanova-type spectra via permutative matrices
- An algorithm for constructing nonnegative matrices with prescribed real eigenvalues
- Row Stochastic Matrices Similar to Doubly Stochastic Matrices
- Matrices with prescribed submatrices
- A note on an inverse problem for nonnegative matrices
- On the realizability of open nonnegative inverse eigenvalue problems
- The spectra of nonnegative integer matrices via formal power series
- Block representation and spectral properties of constant sum matrices
- Row cones, perron similarities, and nonnegative spectra
- The NIEP
- Finite Markov chains coupled to general Markov processes and an application to metastability. I
- A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem
- The role of certain Brauer and Rado results in the nonnegative inverse spectral problems
- The real nonnegative inverse eigenvalue problem is NP-hard
- The inverse eigenvalue problem for Leslie matrices
- \(M\)-matrices with prescribed elementary divisors
- A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems
- Riemannian linearized proximal algorithms for nonnegative inverse eigenvalue problem
- Realizable regions for the symmetric nonnegative inverse eigenvalue problem for 6 × 6 matrices
- Perron spectratopes and the real nonnegative inverse eigenvalue problem
- A map of sufficient conditions for the real nonnegative inverse eigenvalue problem
This page was built for publication: Methods of constructing certain stochastic matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2651173)