A recursive method for constructing doubly stochastic matrices and inverse eigenvalue problem

被引：5

作者：

Adeli, Iman ^{[1
]}

Taheri, Maryam ^{[1
]}

Moghadam, Mahmoud Mohseni ^{[1
]}

机构：

[1] Shahid Bahonar Univ Kerman, Dept Math, Kerman, Iran

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2018年 / 537卷

关键词：

Doubly stochastic matrices; Inverse eigenvalue problem; LIE;

D O I：

10.1016/j.laa.2017.10.005

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This article presents a technique for combining two doubly stochastic matrices with known spectra to create a new matrix. As application of this, we obtain a recursive method for constructing doubly stochastic matrices for the inverse eigenvalue problem and find new sufficient conditions for this problem. In addition, we improve the Soules' condition. (C) 2017 Elsevier Inc. All rights reserved.

引用

页码：318 / 331

页数：14

共 14 条

[1]

Elsner L, 1998, LINEAR ALGEBRA APPL, V271, P323

[2]

Horn R.A., 1986, Matrix Analysis

[3] The inverse eigenvalue problem for symmetric doubly stochastic matrices [J].