Scaling of symmetric matrices by positive diagonal congruence

被引:11
作者
Johnson, Charles R. [1 ]
Reams, Robert [2 ]
机构
[1] Coll William & Mary, Dept Math, Williamsburg, VA 23187 USA
[2] Virginia Commonwealth Univ, Dept Math, Richmond, VA 23284 USA
关键词
Sinkhorn's theorem; diagonal scaling; semipositive; copositive; totally scalable; doubly stochastic; stochastic; symmetric; PRESCRIBED ROW; EQUIVALENCE; THEOREMS;
D O I
10.1080/03081080600872327
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We consider the problem of characterizing n-by-n real symmetric matrices A for which there is an n-by-n diagonal matrix D, with positive diagonal entries, so that DAD has row (and column) sums 1. Under certain conditions we provide necessary and sufficient conditions for the existence of a scaling for A, based upon both the positive definiteness of A on a cone lying in the nonnegative orthant and the semipositivity of A. This generalizes known results for strictly copositive matrices. Also given are (1) a condition sufficient for a unique scaling; (2) a characterization of those positive semidefinite matrices that are scalable; and (3) a new condition equivalent to strict copositivity, which we call total scalability. When A has positive entries, a simple iterative algorithm (different from Sinkhorn's) is given to calculate the unique scaling.
引用
收藏
页码:123 / 140
页数:18
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