The nearest ‘doubly stochastic’ matrix to a real matrix with the same first moment
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Publication:2713569
DOI<475::AID-NLA155>3.0.CO;2-5 10.1002/(SICI)1099-1506(199811/12)5:6<475::AID-NLA155>3.0.CO;2-5zbMath0969.15007OpenAlexW2010913594MaRDI QIDQ2713569
William Glunt, Robert B. Reams, Thomas L. Hayden
Publication date: 10 June 2001
Full work available at URL: https://doi.org/10.1002/(sici)1099-1506(199811/12)5:6<475::aid-nla155>3.0.co;2-5
eigenvaluenormal conenumerical experimentseigenvectorsalternating projectionsfirst momentnearest doubly stochastic matrixRC1 matrices
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Related Items (2)
Projecting onto rectangular matrices with prescribed row and column sums ⋮ Un problème d'approximation matricielle : quelle est la matrice bistochastique la plus proche d'une matrice donnée ?
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