نتایج جستجو برای: g-doubly stochastic matrix

تعداد نتایج: 913790  

Journal: :bulletin of the iranian mathematical society 2011
a. armandnejad h. heydari

‎The symmetric doubly stochastic inverse eigenvalue problem (hereafter SDIEP) is to determine the necessary and sufficient conditions for an $n$-tuple $sigma=(1,lambda_{2},lambda_{3},ldots,lambda_{n})in mathbb{R}^{n}$ with $|lambda_{i}|leq 1,~i=1,2,ldots,n$‎, ‎to be the spectrum of an $ntimes n$ symmetric doubly stochastic matrix $A$‎. ‎If there exists an $ntimes n$ symmetric doubly stochastic ...

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 2011
a. armandnejad a. salemi

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. hamid reza afshin department of mathematics, vali-e-asr university of rafsanjan, zip code: 7718897111, rafsanjan, iran.

in this paper we study the concept of latin-majorizati-on. geometrically this concept is different from other kinds of majorization in some aspects. since the set of all $x$s latin-majorized by a fixed $y$ is not convex, but, consists of :union: of finitely many convex sets. next, we hint to linear preservers of latin-majorization on $ mathbb{r}^{n}$ and ${m_{n,m}}$.

2017
Shuchao Li Qin Zhao SHUCHAO LI QIN ZHAO

Given an n-vertex graph G, the matrix Ω(G) = (In + L(G))−1 = (ωij) is called the doubly stochastic graph matrix of G, where In is the n × n identity matrix and L(G) is the Laplacian matrix of G. Let ω(G) be the smallest element of Ω(G). Zhang and Wu [X.D. Zhang and J.X. Wu. Doubly stochastic matrices of trees. Appl. Math. Lett., 18:339–343, 2005.] determined the tree T with the minimum ω(T ) am...

2012
SHUCHAO LI QIN ZHAO

Given an n-vertex graph G, the matrix Ω(G) = (In + L(G))−1 = (ωij) is called the doubly stochastic graph matrix of G, where In is the n × n identity matrix and L(G) is the Laplacian matrix of G. Let ω(G) be the smallest element of Ω(G). Zhang and Wu [X.D. Zhang and J.X. Wu. Doubly stochastic matrices of trees. Appl. Math. Lett., 18:339–343, 2005.] determined the tree T with the minimum ω(T ) am...

Journal: :Appl. Math. Lett. 2008
S. Maria Arulraj K. Somasundaram

Let Ωn denote the set of all n × n doubly stochastic matrices. Two unequal matrices A and B in Ωn are called permanental mates if the permanent function is constant on the line segment t A + (1 − t)B, 0 ≤ t ≤ 1, connecting A and B. We study the perturbation matrix A + E of a symmetric matrix A in Ωn as a permanental mate of A. Also we show an example to disprove Hwang’s conjecture, which states...

2008
William Glunt Thomas L. Hayden Robert Reams

Let T be an arbitrary n × n matrix with real entries. We explicitly find the closest (in Frobenius norm) matrix A to T , where A is n × n with real entries, subject to the condition that A is “generalized doubly stochastic” (i.e. Ae = e and eA = e , where e = (1, 1, ..., 1) , although A is not necessarily nonnegative) and A has the same first moment as T (i.e. eT1 Ae1 = e T 1 Te1). We also expl...

Journal: :Linear Algebra and its Applications 2017

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