Maximum and minimum diagonal sums of doubly stochastic matrices
type: Item
instance of: scholarly article
title: Maximum and minimum diagonal sums of doubly stochastic matrices
zbMATH Open document ID: 0294.15017
DOI: 10.1016/0024-3795(74)90083-4
author: Edward T. H. Wang
published in: Linear Algebra and its Applications
publication date: 1974-01-01T00:00:00Z
Mathematics Subject Classification ID: 15B51
Mathematics Subject Classification ID: 15A15
zbMATH DE Number: 3460456
MaRDI profile type: Publication
full work available at URL: 0024-3795(74)90083-4
OpenAlex ID: W2013524110
cites work: Q5834711
cites work: Permanent of the direct product of matrices
cites work: Q4754499
cites work: Inequalities for general matrix functions
cites work: Permanents
cites work: Q5331504
cites work: Some results on non-negative matrices
cites work: On the minimum of the permanent of a doubly stochastic matrix
cites work: Inequalities for the permanent function
cites work: DIAGONALS OF DOUBLY STOCHASTIC MATRICES
cites work: Spectral properties of doubly-stochastic matrices
cites work: Q3851094
description: scientific article; zbMATH DE number 3460456