Singular values, doubly stochastic matrices, and applications
DOI10.1016/0024-3795(95)00111-4zbMath0828.15007OpenAlexW2092204459WikidataQ126789349 ScholiaQ126789349MaRDI QIDQ1893086
Shmuel Friedland, Ludwig Elsner
Publication date: 11 January 1996
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(95)00111-4
graphcycleHadamard productnonnegative matricessingular valuesdoubly stochastic matricesperturbation of eigenvaluesHoffman-Wielandt inequality
Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)
Related Items (20)
Cites Work
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- The complexity of computing the permanent
- Every 7-regular digraph contains an even cycle
- Proof of the van der Waerden conjecture regarding the permanent of a doubly stochastic matrix
- A proof of Fulkerson's characterization of permutation matrices
- A note on the Hoffman-Wielandt theorem
- Additive decomposition of nonnegative matrices with applications to permanents and scalingt
- A proof of a generalized van der Waerden conjecture on permanents
- The Even Cycle Problem for Directed Graphs
- On perturbations of matrix pencils with real spectra, a revisit
- The Maximum Number of Disjoint Permutations Contained in a Matrix of Zeros and Ones
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