نتایج جستجو برای: g doubly stochastic matrix

تعداد نتایج: 913790  

2012
Ji Liu A. Stephen Morse

The distributed averaging problem is to devise a protocol which will enable the members of a group of n > 1 agents to asymptotically determine in a decentralized manner, the average of the initial values of their scalar agreement variables. A typical averaging protocol can be modeled by a linear iterative equation whose update matrices are doubly stochastic. Building on the ideas proposed in [1...

2005
Olexandr Ganyushkin Volodymyr Mazorchuk

We describe maximal nilpotent subsemigroups of a given nilpotency class in the semigroup Ωn of all n × n real matrices with nonnegative coefficients and the semigroup Dn of all doubly stochastic real matrices.

Journal: :SIAM Journal on Matrix Analysis and Applications 2022

In this paper we show how to construct diagonal scalings for arbitrary matrix pencils $\lambda B-A$, in which both $A$ and $B$ are complex matrices (square or nonsquare). The goal of such is “balance” some sense the row column norms pencil. We see that problem scaling a pencil equivalent sums particular nonnegative matrix. However, it known there exist square nonsquare cannot be scaled arbitrar...

Journal: :Discrete Mathematics 1991

Journal: :Electronic Colloquium on Computational Complexity (ECCC) 2011
Leonid Gurvits

Let A ∈ Ωn be doubly-stochastic n × n matrix. Alexander Schrijver proved in 1998 the following remarkable inequality per(Ã) ≥ ∏ 1≤i,j≤n (1−A(i, j)); Ã(i, j) =: A(i, j)(1−A(i, j)), 1 ≤ i, j ≤ n (1) We prove in this paper the following generalization (or just clever reformulation) of (1): For all pairs of n × n matrices (P,Q), where P is nonnegative and Q is doublystochastic log(per(P )) ≥ ∑ 1≤i,...

Journal: :International Journal of Mathematics and Mathematical Sciences 1984

Journal: :Linear Algebra and its Applications 2004

Journal: :Random Struct. Algorithms 2004
Vivek S. Borkar Vladimir Ejov Jerzy A. Filar

We consider the Hamiltonian cycle problem embedded in singularly perturbed (controlled)Markov chains. We also consider a functional on the space of stationary policies of the process that consists of the (1,1)-entry of the fundamental matrices of the Markov chains induced by the same policies. In particular, we focus on the subset of these policies that induce doubly stochastic probability tran...

Journal: :CoRR 2011
Leonid Gurvits

Let A ∈ Ωn be doubly-stochastic n × n matrix. Alexander Schrijver proved in 1998 the following remarkable inequality per(Ã) ≥ ∏ 1≤i,j≤n (1−A(i, j)); Ã(i, j) =: A(i, j)(1−A(i, j)), 1 ≤ i, j ≤ n (1) We prove in this paper the following generalization (or just clever reformulation) of (1): For all pairs of n × n matrices (P,Q), where P is nonnegative and Q is doublystochastic log(per(P )) ≥ ∑ 1≤i,...

1999
Igor Pak

We ask several questions on the structure of the polytope of doubly stochastic n n matrices Pn, known as a Birkhoo polytope. We discuss the volume of Pn, the work of the simplex method, and the mixing of random walks Pn.

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