A recursive method for constructing doubly stochastic matrices and inverse eigenvalue problem
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Publication:1675671
DOI10.1016/j.laa.2017.10.005zbMath1376.65058OpenAlexW2761427269MaRDI QIDQ1675671
Mahmoud Mohseni Moghadam, Maryam Taheri, Iman Adeli
Publication date: 2 November 2017
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2017.10.005
Related Items (3)
An efficient algorithm based on Lanczos type of BCR to solve constrained quadratic inverse eigenvalue problems ⋮ A note on the real inverse spectral problem for doubly stochastic matrices ⋮ Alternating projection method for doubly stochastic inverse eigenvalue problems with partial eigendata
Cites Work
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- A note on the boundary of the set where the decreasingly ordered spectra of symmetric doubly stochastic matrices Lie
- Spectral properties of doubly-stochastic matrices
- An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem
- Constructing symmetric nonnegative matrices
- Matrix Analysis
- Row Stochastic Matrices Similar to Doubly Stochastic Matrices
- A note on an inverse problem for nonnegative matrices
- On a Lie-theoretic approach to generalized doubly stochastic matrices and applications
- Bounds for permanents of non-negative matrices
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