Reduction of a Matrix with Positive Elements to a Doubly Stochastic Matrix

Cites work

A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices

Cited in

(29)

On pairs of multidimensional matrices
On the scaling of multidimensional matrices
Scalings of matrices which have prespecified row sums and column sums via optimization
A variational equivalent to diagonal scaling
D//\(1AD_ 2 \)theorems for multidimensional matrices
An institutionalized Divvy economy
Matrix scaling: A geometric proof of Sinkhorn's theorem
A multi-objective interpretation of optimal transport
Methods for scaling to doubly stochastic form
A theorem of the alternative for multihomogeneous functions and its relationship to diagonal scaling of matrices
On the complexity of nonnegative-matrix scaling
Better and simpler error analysis of the Sinkhorn-Knopp algorithm for matrix scaling
Matrix scaling and explicit doubly stochastic limits
The composite iteration algorithm for finding efficient and financially fair risk-sharing rules
On the complexity of general matrix scaling and entropy minimization via the RAS algorithm
Scaling of matrices to achieve specified row and column sums
The spectrum of a nonlinear operator associated with a matrix
On matrices with doubly stochastic pattern
The diagonal equivalence of a nonnegative matrix to a stochastic matrix
On the cardinality of complex matrix scalings
Stochastic forms of non-negative matrices and Perron-regularity
Matrix scaling limits in finitely many iterations
Upper and lower bounds for the iterates of order-preserving homogeneous maps on cones
On complex matrix scalings of extremal permanent
Better and simpler error analysis of the Sinkhorn-Knopp algorithm for matrix scaling
Some Spectral Properties of an Operator Associated with a Pair of Nonnegative Matrices
A Theorem on Infinite Positive Matrices
The scaling mean and a law of large permanents
Scaling positive definite matrices to achieve prescribed eigenpairs

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