The diagonal equivalence of a nonnegative matrix to a stochastic matrix
نویسندگان
چکیده
منابع مشابه
The Diagonal Equivalence of a Nonnegative Matrix to a Stochastic Matrix
In [l] R. Sinkhorn proved the following theorem: Let A be a positive square matrix. Then there exist two diagonal matrices D, , D, whose diagonal elements are positive such that D,AD, is doubly stochastic. Moreover, these matrices are uniquely determkd up to scalar factors. In addition, Sinkhorn gave some examples which show that the theorem fails for some nonnegative matrices A. Marcus and New...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1966
ISSN: 0022-247X
DOI: 10.1016/0022-247x(66)90184-3