The inverse eigenvalue problem for symmetric doubly stochastic matrices.
type: Item
instance of: scholarly article
title: The inverse eigenvalue problem for symmetric doubly stochastic matrices.
zbMATH Open document ID: 1040.15010
DOI: 10.1016/S0024-3795(03)00366-5
author: Suk-Geun Hwang
author: Sung-Soo Pyo
published in: Linear Algebra and its Applications
publication date: 2004-03-14T00:00:00Z
review text: The authors study the possible spectra of symmetric doubly stochastic and related matrices. It is proved that a real \(n\)-tuple \(1\geq \lambda_2 \geq \cdots \geq \lambda_n\) such that \[ \frac{1}{n} +\frac{\lambda_2}{n(n-1)}+\frac{\lambda_3}{(n-1)(n-2)}+\ldots +\frac{\lambda_n}{2(1)}\geq 0 \] is the spectrum of a symmetric doubly stochastic matrix.
Mathematics Subject Classification ID: 15A18
Mathematics Subject Classification ID: 15A29
Mathematics Subject Classification ID: 15B51
zbMATH DE Number: 2056678
zbMATH Keywords: inverse eigenvalue problem
zbMATH Keywords: spectrum
zbMATH Keywords: doubly stochastic matrix
reviewed by: Ki Hang Kim
MaRDI profile type: Publication
cites work: On the nonnegative eigenvalue problem
cites work: Eigenvalues of nonnegative symmetric matrices
cites work: Matrix Analysis
cites work: Matrices similar to a positive or essentially positive matrix
cites work: A note on eigenvalues of nonnegative matrices
description: scientific article; zbMATH DE number 2056678