A note on the inverse spectral problem for symmetric doubly stochastic matrices
From MaRDI portal
Publication:3455702
DOI10.1080/03081087.2015.1024194zbMath1333.15030OpenAlexW2169668722MaRDI QIDQ3455702
Hassan Abbas, Bassam Mourad, Mohammad Sal Moslehian
Publication date: 11 December 2015
Published in: Linear and Multilinear Algebra (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03081087.2015.1024194
Eigenvalues, singular values, and eigenvectors (15A18) Inverse problems in linear algebra (15A29) Stochastic matrices (15B51) Conditioning of matrices (15A12)
Related Items
Solution of the linearly structured partial polynomial inverse eigenvalue problem, On the doubly stochastic realization of spectra, Least squares solutions of quadratic inverse eigenvalue problem with partially bisymmetric matrices under prescribed submatrix constraints, Inverse eigenvalue problem for quasi-tridiagonal matrices
Cites Work
- A note on the inverse eigenvalue problem for symmetric doubly stochastic matrices
- The inverse eigenvalue problem for symmetric doubly stochastic matrices.
- On the symmetric doubly stochastic inverse eigenvalue problem
- An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem
- Generalization of some results concerning eigenvalues of a certain class of matrices and some applications
- A refinement of an inequality of Johnson, Loewy and London on nonnegative matrices and some applications
- Row Stochastic Matrices Similar to Doubly Stochastic Matrices
- A note on an inverse problem for nonnegative matrices
- An inverse problem for symmetric doubly stochastic matrices
- Matrix inequalities