On the spectral norm of a doubly stochastic matrix and level-k circulant matrix
From MaRDI portal
Publication:6548446
The Birkhoff theorem says that every doubly stochastic matrix can be written as a convex combination of permutation matrices. This observation immediately yields that the spectral norm of a doubly stochastic matrix is one, since the matrix already has an eigenvalue \(1\). The authors use this fact to generalize some results to circulant matrices, \(r\)-circulant matrices and level-\(k\) circulant matrices.
Recommendations
- On a spectral property of doubly stochastic matrices and its application to their inverse eigenvalue problem
- Random doubly stochastic matrices: the circular law
- Doubly stochastic circulant matrices
- On the doubly stochastic realization of spectra
- A variational proof of Birkhoff's theorem on doubly stochastic matrices
Cites work
- A note on spectral norms of even-order \( r\)-circulant matrices
- An application of the Gröbner basis in computation for the minimal polynomials and inverses of block circulant matrices
- scientific article; zbMATH DE number 3650737 (Why is no real title available?)
- Numerical range of a doubly stochastic matrix
- On the norms of circulant matrices with the Fibonacci and Lucas numbers
- On the spectral norms of circulant matrices with classical Fibonacci and Lucas numbers entries
- On the spectral norms of the matrices connected to integer number sequences
- Special matrices of mathematical physics: Stochastic, circulant and Bell matrices
- The spectral norms of g-circulant matrices with classical Fibonacci and Lucas numbers entries
This page was built for publication: On the spectral norm of a doubly stochastic matrix and level-\(k\) circulant matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6548446)