Matrix Scaling Limits in Finitely Many Iterations

DOI10.1007/978-3-030-31106-3_12zbMath1443.15024arXiv1903.06778OpenAlexW2995831996MaRDI QIDQ3296098

Melvyn B. Nathanson

Publication date: 3 July 2020

Published in: Combinatorial and Additive Number Theory III (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.06778

zbMATH Keywords

doubly stochastic matricesmatrix scalingSinkhorn limits

Mathematics Subject Classification ID

Stochastic matrices (15B51) Matrices, determinants in number theory (11C20)

Related Items (1)

Sinkhorn limits in finitely many steps

Cites Work

• On Sinkhorn's representation of nonnegative matrices
• Matrix scaling and explicit doubly stochastic limits
• Concerning nonnegative matrices and doubly stochastic matrices
• The diagonal equivalence of a nonnegative matrix to a stochastic matrix
• A Unified Treatment of Some Theorems on Positive Matrices
• Alternate minimization and doubly stochastic matrices
• A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
• Reduction of a Matrix with Positive Elements to a Doubly Stochastic Matrix

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