The inverse eigenvalue problem for symmetric doubly stochastic matrices

✍ Scribed by Suk-Geun Hwang; Sung-Soo Pyo

• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 173 KB
• Volume: 379
• Category: Article
• ISSN: 0024-3795
• DOI: 10.1016/s0024-3795(03)00366-5

✦ Synopsis

For a positive integer n and for a real number s, let s n denote the set of all n × n real matrices whose rows and columns have sum s. In this note, by an explicit constructive method, we prove the following.

(i) Given any real n-tuple = (λ 1 , λ 2 , . . . , λ n ) T , there exists a symmetric matrix in λ