A note on the boundary of the set where the decreasingly ordered spectra of symmetric doubly stochastic matrices Lie

DOI10.1016/j.laa.2005.12.002zbMath1101.15023OpenAlexW2049012025WikidataQ115344930 ScholiaQ115344930MaRDI QIDQ2496626

Bassam Mourad

Publication date: 20 July 2006

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

Full work available at URL: https://doi.org/10.1016/j.laa.2005.12.002

zbMATH Keywords

inverse eigenvalue problemdoubly stochastic matricessymmetric doubly stochastic matricesdecreasingly ordered spectra

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inverse problems in linear algebra (15A29) Stochastic matrices (15B51)

Related Items (11)

On the positive semi-definite pth roots of positive semi-definite doubly stochastic matrices ⋮ An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem ⋮ A recursive method for constructing doubly stochastic matrices and inverse eigenvalue problem ⋮ A note on the real inverse spectral problem for doubly stochastic matrices ⋮ On a spectral property of doubly stochastic matrices and its application to their inverse eigenvalue problem ⋮ On a numerical construction of doubly stochastic matrices with prescribed eigenvalues ⋮ On the symmetric doubly stochastic inverse eigenvalue problem ⋮ On the symmetric doubly stochastic matrices that are determined by their spectra and their connection with spectral graph theory ⋮ Various \(3 \times 3\) nonnegative matrices with prescribed eigenvalues and diagonal entries ⋮ The NIEP ⋮ Generalization of some results concerning eigenvalues of a certain class of matrices and some applications

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• 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
• An inverse problem for symmetric doubly stochastic matrices
• On the extreme points of a certain convex polytope

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