Dense Sets of Diagonalizable Matrices

DOI10.2307/2160975zbMATH Open0835.15014OpenAlexW4251097590MaRDI QIDQ4845872FDOQ4845872

Authors: Darald J. Hartfiel 

Publication date: 22 April 1996

Full work available at URL: https://doi.org/10.2307/2160975

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zbMATH Keywords

doubly stochastic matrixsubstochastic matrixdistinct eigenvalues\((0,1)\) matrixdense sets of diagonalizable matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)

Cites Work

• A Simplified Form for Nearly Reducible and Nearly Decomposable Matrices
• Title not available (Why is that?)
• Aggregation of Variables in Dynamic Systems
• Concerning a Conjecture of Marshall Hall
• Title not available (Why is that?)
• Tracking in matrix systems

Cited In (10)

• On the density of semisimple matrices in indefinite scalar product spaces
• Positivity of valuations on convex bodies and invariant valuations by linear actions
• The NIEP for four dimensional Leslie and doubly stochastic matrices with zero trace from the coefficients of the characteristic polynomial
• On dense subsets of matrices with distinct eigenvalues and distinct singular values
• Random tree growth by vertex splitting
• Approximation by matrices with simple spectra
• On monotone Markov chains and properties of monotone matrix roots
• Almost all quantum channels are diagonalizable
• Perturbations of non-diagonalizable stochastic matrices with preservation of spectral properties
• Infinitely divisible nonnegative matrices, \(M\)-matrices, and the embedding problem for finite state stationary Markov chains

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