نتایج جستجو برای: row stochastic matrix

تعداد نتایج: 497993  

2013
Romain Hollanders Giacomo Como Jean-Charles Delvenne Raphaël M. Jungers

What influence can be exerted by one or a few nodes in the consensus or stationary distribution reached by a global network? We address this general question regarding the sensitivity of the invariant probability distribution of an irreducible row-stochastic matrix to the perturbation of a few of its rows, and provide tight bounds on the ∞-norm of the perturbation that can be computed in polyno...

Journal: :sahand communications in mathematical analysis 0
mohammad ali hadian nadoshan department of mathematics, vali-e-asr university of rafsanjan, zip code: 7718897111, rafsanjan, iran. ali armandnejad department of mathematics, vali-e-asr university of rafsanjan, zip code: 7718897111, rafsanjan, iran.

‎in this paper, we study some kinds of majorizations on $textbf{m}_{n}$ and their linear or strong linear preservers. also, we find the structure of linear or strong linear preservers which are multiplicative, i.e.  linear or strong linear preservers like $phi $ with the property $phi (ab)=phi (a)phi (b)$ for every $a,bin textbf{m}_{n}$.

Journal: :bulletin of the iranian mathematical society 0
a. ilkhanizadeh manesh department of mathematics, vali-e-asr university of rafsanjan, p.o. box 7713936417, rafsanjan, iran.

abstract. let mn;m be the set of n-by-m matrices with entries inthe field of real numbers. a matrix r in mn = mn;n is a generalizedrow substochastic matrix (g-row substochastic, for short) if re e, where e = (1; 1; : : : ; 1)t. for x; y 2 mn;m, x is said to besgut-majorized by y (denoted by x sgut y ) if there exists ann-by-n upper triangular g-row substochastic matrix r such thatx = ry . th...

Journal: :CoRR 2016
Stanley H. Chan Todd E. Zickler Yue M. Lu

Many patch-based image denoising algorithms can be formulated as applying a smoothing filter to the noisy image. Expressed as matrices, the smoothing filters must be row normalized so that each row sums to unity. Surprisingly, if we apply a column normalization before the row normalization, the performance of the smoothing filter can often be significantly improved. Prior works showed that such...

Journal: :Pure and Applied Geophysics 2022

Abstract Solution appraisal, which has been realized on the basis of projections from true medium to solution, is an essential procedure in practical studies, especially computer tomography. The projection operator a linear problem or its approximation nonlinear resolution matrix for solution (or model). Practical applications can be used quantitatively retrieve resolvability medium, constraina...

2005
S. J. Kirkland Michael Neumann Jianhong Xu

In a 2002 paper, Kirkland showed that if T ∈ Rn×n is an irreducible stochastic matrix with stationary distribution vector πT , then for A = I − T , maxj=1,...,n πj‖A j ‖∞ ≥ n−1 n , where Aj , j = 1, . . . , n, are the (n − 1) × (n − 1) principal submatrices of A obtained by deleting the j–th row and column of A. He also conjectured that equality holds in that lower bound if and only if either T...

Suppose $textbf{M}_{n}$ is the vector space of all $n$-by-$n$ real matrices, and let $mathbb{R}^{n}$ be the set of all $n$-by-$1$ real vectors. A matrix $Rin textbf{M}_{n}$ is said to be $textit{row substochastic}$ if it has nonnegative entries and each row sum is at most $1$. For $x$, $y in mathbb{R}^{n}$, it is said that $x$ is $textit{sut-majorized}$ by $y$ (denoted by $ xprec_{sut} y$) if t...

Journal: :IEEE Transactions on Automatic Control 2022

We study the averaging-based distributed optimization solvers over random networks. show a general result on convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation for broad class dependent weight-matrix sequences. In addition to implying many previously known results this domain, our work shows robustness link-failure. Also,...

2009
Pavel Chebotarev Rafig Agaev

We study the matrices Qk of in-forests of a weighted digraph Γ and their connections with the Laplacian matrix L of Γ. The (i, j) entry of Qk is the total weight of spanning converging forests (in-forests) with k arcs such that i belongs to a tree rooted at j. The forest matrices, Qk, can be calculated recursively and expressed by polynomials in the Laplacian matrix; they provide representation...

2005
Francisco D. Martínez Pedro G. Massey Luis E. Silvestre

Given X, Y ∈ Rn×m we introduce the following notion of matrix majorization, called weak matrix majorization, X w Y if there exists a row-stochastic matrix A ∈ Rn×n such that AX = Y, and consider the relations between this concept, strong majorization ( s ) and directional majorization ( ). It is verified that s⇒ ⇒ w , but none of the reciprocal implications is true. Nevertheless, we study the i...

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