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arXiv · 1905.09426

Matrix scaling and explicit doubly stochastic limits

Melvyn B. Nathanson
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Abstract

The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, often called the \emph{Sinkhorn limit} of $A$. The main result in this paper is the computation of exact formulae for the Sinkhorn limits of certain symmetric positive $3\times 3$ matrices.

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Melvyn B. Nathanson. 2019-05-23. Matrix scaling and explicit doubly stochastic limits. https://arxiv.org/abs/1905.09426

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