Introducing the Class of SemiDoubly Stochastic Matrices: A Novel Scaling Approach for Rectangular Matrices

DOI10.1137/22m1519791zbMath1527.15039OpenAlexW4388569209MaRDI QIDQ6066104

Unnamed Author, Unnamed Author, Daniel Ruiz, Philip A. Knight

Publication date: 15 November 2023

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/22m1519791

zbMATH Keywords

matrix scalingcombinatorial matrix theoryrectangular sparse matrices

Mathematics Subject Classification ID

Combinatorial aspects of matrices (incidence, Hadamard, etc.) (05B20) Numerical computation of matrix norms, conditioning, scaling (65F35) Stochastic matrices (15B51)

Cites Work

• Computational Optimal Transport: With Applications to Data Science
• Methods for scaling to doubly stochastic form
• Concerning nonnegative matrices and doubly stochastic matrices
• The spectrum of a nonlinear operator associated with a matrix
• A fast algorithm for matrix balancing
• Convergence of the Iterative Scaling Procedure for Non-Negative Matrices
• Strong Hall Matrices
• Convex Sets of Non-Negative Matrices
• Matrix Links, An Extremization Problem, and the Reduction of a Non-Negative Matrix to One With Prescribed Row and Column Sums

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