Positive definite doubly stochastic matrices and extreme points

DOI10.1016/0024-3795(86)90145-XzbMath0599.15011OpenAlexW2016708525MaRDI QIDQ1080496

Pal Fischer, Jens Peter Reus Christensen

Publication date: 1986

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(86)90145-x

zbMATH Keywords

extreme pointscomplete characterizationpositive definite doubly stochastic matrices

Mathematics Subject Classification ID

Canonical forms, reductions, classification (15A21) Stochastic matrices (15B51)

Related Items (6)

Extreme chordal doubly nonnegative matrices with given row sums ⋮ Unistochastic Matrices and Related Problems ⋮ Nonchordal positive semidefinite stochastic matrices^∗ ⋮ More on extremal positive semidefinite doubly stochastic matrices ⋮ An objective general index for multivariate ordered data ⋮ Extremal positive semidefinite doubly stochastic matrices

Cites Work

• Extrémales du cône des matrices de type non négatif, à coefficients positifs ou nuls
• The diagonal equivalence of a nonnegative matrix to a stochastic matrix
• The DAD theorem for symmetric non-negative matrices
• The DAD Theorem for Arbitrary Row Sums
• Unnamed Item

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