for vectors x, y ∈ rn, it is said that x is left matrix majorizedby y if for some row stochastic matrix r; x = ry. the relationx ∼` y, is defined as follows: x ∼` y if and only if x is leftmatrix majorized by y and y is left matrix majorized by x. alinear operator t : rp → rn is said to be a linear preserver ofa given relation ≺ if x ≺ y on rp implies that t x ≺ ty onrn. the linear preservers o...

For $A,Bin M_{nm},$ we say that $A$ is left matrix majorized (resp. left matrix submajorized) by $B$ and write $Aprec_{ell}B$ (resp. $Aprec_{ell s}B$), if $A=RB$ for some $ntimes n$ row stochastic (resp. row substochastic) matrix $R.$ Moreover, we define the relation $sim_{ell s} $ on $M_{nm}$ as follows: $Asim_{ell s} B$ if $Aprec_{ell s} Bprec_{ell s} A.$ This paper characterizes all linear p...

for $a,bin m_{nm},$ we say that $a$ is left matrix majorized (resp. left matrix submajorized) by $b$ and write $aprec_{ell}b$ (resp. $aprec_{ell s}b$), if $a=rb$ for some $ntimes n$ row stochastic (resp. row substochastic) matrix $r.$ moreover, we define the relation $sim_{ell s} $ on $m_{nm}$ as follows: $asim_{ell s} b$ if $aprec_{ell s} bprec_{ell s} a.$ this paper characterizes all linear p...

Let Mn,m be the set of all n × m matrices with entries in F, where F is the field of real or complex numbers. A matrix R ∈ Mn with the property Re=e, is said to be a g-row stochastic (generalized row stochastic) matrix. Let A,B∈ Mn,m, so B is said to be gw-majorized by A if there exists an n×n g-row stochastic matrix R such that B=RA. In this paper we characterize all linear operators that stro...

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Let $mathbf{c}_0$ be the real vector space of all real sequences which converge to zero. For every $x,yin mathbf{c}_0$, it is said that $y$ is block diagonal majorized by $x$ (written $yprec_b x$) if there exists a block diagonal row stochastic matrix $R$ such that $y=Rx$. In this paper we find the possible structure of linear functions $T:mathbf{c}_0rightarrow mathbf{c}_0$ preserving $prec_b$.

We determine analytically the modulus of the second eigenvalue for the web hyperlink matrix used by Google for computing PageRank. Specifically, we prove the following statement: “For any matrix , where is an row-stochastic matrix, is a nonnegative rank-one row-stochastic matrix, and ! " , the second eigenvalue of has modulus # $&%'#( ) . Furthermore, if has at least two irreducible closed subs...

We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.