Implications of convergence rates in Sinkhorn balancing (Q1260962)
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English | Implications of convergence rates in Sinkhorn balancing |
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Implications of convergence rates in Sinkhorn balancing (English)
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29 August 1993
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A sequence of matrices \(\{A^{(t)}\}\), \(t=0,1,2,\ldots,\) is said to converge geometrically to a limit \(G\) if there exist positive constants \(M\) and \(\gamma\), where \(0<\gamma<1\), such that \(\| A^{(t)}- G\|\leq M\gamma^ t\) for some norm \(\|\cdot\|\), \(t=0,1,2,\ldots\). A nonnegative \(N\times N\) matrix \(A\) is said to have total support if there exists an \(N\times N\) doubly stochastic matrix \(B\) such that \(b_{ij}>0\) if and only if \(a_{ij}>0\) for all \(i,j=1,2,\ldots,N\). It is known that if \(A\) has total support then the sequence of matrices obtained beginning with \(A\) and alternately normalizing the column sums and then the row sums converges geometrically to a doubly stochastic limit. The author shows that if this iteration on \(A\) converges geometrically, then \(A\) has total support.
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geometrical convergence
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sequence of matrices
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total support
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doubly sotchastic matrix
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doubly stochastic limit
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