Scaling symmetric positive definite matrices to prescribed row sums

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Scaling symmetric positive definite matrices to prescribed row sums

We give a constructive proof of a theorem of Marshall and Olkin that any real symmetric positive definite matrix can be symmetrically scaled by a positive diagonal matrix to have arbitrary positive row sums. We give a slight extension of the result, showing that given a sign pattern, there is a unique diagonal scaling with that sign pattern, and we give upper and lower bounds on the entries of ...

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ژورنال

عنوان ژورنال: Linear Algebra and its Applications

سال: 2003

ISSN: 0024-3795

DOI: 10.1016/s0024-3795(03)00387-2