An algorithm for constructing integral row stochastic matrices
عنوان مقاله: An algorithm for constructing integral row stochastic matrices
شناسه ملی مقاله: JR_KJMMRC-11-1_006
منتشر شده در در سال 1401
شناسه ملی مقاله: JR_KJMMRC-11-1_006
منتشر شده در در سال 1401
مشخصات نویسندگان مقاله:
Asma Ilkhanizadeh manesh - Department of Mathematics Vali-e-Asr University of Rafsanjan P.O. Box: ۷۷۱۳۹۳۶۴۱۷, Rafsanjan, Iran
خلاصه مقاله:
Asma Ilkhanizadeh manesh - Department of Mathematics Vali-e-Asr University of Rafsanjan P.O. Box: ۷۷۱۳۹۳۶۴۱۷, Rafsanjan, Iran
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-۱ real (column) vectors. An n-by-n matrix R=[r_{ij}] with nonnegative entries is called row stochastic, if \sum_{k=۱}^{n} r_{ik} is equal to ۱ for all i, (۱\leq i \leq n). In fact, Re=e, where e=(۱,\ldots,۱)^t\in \mathbb{R}^n. A matrix R\in \textbf{M}_{n} is called integral row stochastic, if each row has exactly one nonzero entry, +۱, 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.
کلمات کلیدی: Eigenvalue, Majorization, Integral row stochastic
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1381798/