Title of article :
An algorithm for constructing integral row stochastic matrices
Author/Authors :
Ilkhanizadeh manesh ، Asma Department of Mathematics - Vali-e-Asr University of Rafsanjan Vali-e-Asr University of Rafsanjan P.O. Box: 7713936417
From page :
65
To page :
73
Abstract :
Let  $textbf{M}_{n}$ be  the set of all $n$by$n$ real  matrices, and let  $mathbb{R}^{n}$ be  the set of all $n$by$1$ real (column) vectors. An $n$by$n$ matrix $R=[r_{ij}]$ with nonnegative entries is called row stochastic, if $sum_{k=1}^{n} r_{ik}$ is equal to 1 for all $i$, $(1leq i leq n)$. In fact, $Re=e$, where $e=(1,ldots,1)^tin mathbb{R}^n$.  A matrix $Rin textbf{M}_{n}$  is called integral row stochastic, if each row has exactly one nonzero entry, $+1$, and other entries are zero.  In the present paper,  we provide an algorithm for constructing integral row stochastic matrices, and also we show the relationship between this algorithm and majorization theory.
Keywords :
Eigenvalue , Majorization , Integral row stochastic
Journal title :
Journal of Mahani Mathematical Research Center
Journal title :
Journal of Mahani Mathematical Research Center
Record number :
2707333
Link To Document :
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