Methods for scaling to doubly stochastic form
type: Item
instance of: scholarly article
title: Methods for scaling to doubly stochastic form
zbMATH Open document ID: 0508.15003
DOI: 10.1016/0024-3795(82)90099-4
author: T. L. Landis
author: Beresford N. Parlett
published in: Linear Algebra and its Applications
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 15A12
Mathematics Subject Classification ID: 65F35
Mathematics Subject Classification ID: 15B51
zbMATH DE Number: 3801729
zbMATH Keywords: scaling
zbMATH Keywords: doubly stochastic matrices
zbMATH Keywords: convergence theorem
MaRDI profile type: Publication
full work available at URL: 0024-3795(82)90099-4
OpenAlex ID: W1992907670
cites work: Q5592025
cites work: Q5619190
cites work: Q5834711
cites work: The diagonal equivalence of a nonnegative matrix to a stochastic matrix
cites work: On a Least Squares Adjustment of a Sampled Frequency Table When the Expected Marginal Totals are Known
cites work: Note on Nonnegative Matrices
cites work: An Iterative Procedure for Estimation in Contingency Tables
cites work: Contingency tables with given marginals
cites work: Q5331504
cites work: Scaling of matrices to achieve specified row and column sums
cites work: Inequalities: theory of majorization and its applications
cites work: Reduction of a Matrix with Positive Elements to a Doubly Stochastic Matrix
cites work: Balancing a matrix for calculation of eigenvalues and eigenvectors
cites work: A Relationship between Arbitrary Positive Matrices and Stochastic Matrices
cites work: A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
cites work: Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
cites work: Concerning nonnegative matrices and doubly stochastic matrices
cites work: Problems Involving Diagonal Products in Nonnegative Matrices
cites work: Transformations by diagonal matrices in a normed space
Wikidata QID: Q127015420
description: scientific article; zbMATH DE number 3801729