Doubly stochastic matrix

In mathematics, especially in probability and combinatorics, a doubly stochastic matrix (also called bistochastic), is a square matrix A=(a_{ij}) of nonnegative real numbers, each of whose rows and columns sums to 1, i.e.,

\sum_i a_{ij}=\sum_j a_{ij}=1,

Thus, a doubly stochastic matrix is both left stochastic and right stochastic.[1]

Indeed, any matrix that is both left and right stochastic must be square: if every row sums to one then the sum of all entries in the matrix must be equal to the number of rows, and since the same holds for columns, the number of rows and columns must be equal.

Birkhoff polytope and Birkhoff–von Neumann theorem

The class of n\times n doubly stochastic matrices is a convex polytope known as the Birkhoff polytope B_n. Using the matrix entries as Cartesian coordinates, it lies in an (n-1)^2-dimensional affine subspace of n^2-dimensional Euclidean space. defined by 2n-1 independent linear constraints specifying that the row and column sums all equal one. (There are 2n-1 constraints rather than 2n because one of these constraints is dependent, as the sum of the row sums must equal the sum of the column sums.) Moreover, the entries are all constrained to be non-negative and less than or equal to one.

The Birkhoff–von Neumann theorem states that this polytope B_n is the convex hull of the set of n\times n permutation matrices, and furthermore that the vertices of B_n are precisely the permutation matrices.

Other properties

The inverse of a nonsingular doubly stochastic matrix need not be doubly stochastic.

Sinkhorn's theorem states that any matrix with strictly positive entries can be made doubly stochastic by pre- and post-multiplication by diagonal matrices.

For n=2, all bistochastic matrices are unistochastic and orthostochastic, but for larger n it is not the case.

Van der Waerden conjectured that the minimum permanent among all n × n doubly stochastic matrices is n!/n^n, achieved by the matrix for which all entries are equal to 1/n.[2] Proofs of this conjecture were published in 1980 by B. Gyires[3] and in 1981 by G. P. Egorychev[4] and D. I. Falikman;[5] for this work, Egorychev and Falikman won the Fulkerson Prize in 1982.[6]

See also

References

  1. ↑ Marshal, Olkin (1979). Inequalities: Theory of Majorization and Its Applications. p. 8. ISBN 0-12-473750-1.
  2. ↑ van der Waerden, B. L. (1926), "Aufgabe 45", Jber. Deutsch. Math.-Verein. 35: 117.
  3. ↑ Gyires, B. (1980), "The common source of several inequalities concerning doubly stochastic matrices", Publicationes Mathematicae Institutum Mathematicum Universitatis Debreceniensis 27 (3-4): 291–304, MR 604006.
  4. ↑ Egoryčev, G. P. (1980), Reshenie problemy van-der-Vardena dlya permanentov (in Russian), Krasnoyarsk: Akad. Nauk SSSR Sibirsk. Otdel. Inst. Fiz., p. 12, MR 602332. Egorychev, G. P. (1981), "Proof of the van der Waerden conjecture for permanents", Akademiya Nauk SSSR (in Russian) 22 (6): 65–71, 225, MR 638007. Egorychev, G. P. (1981), "The solution of van der Waerden's problem for permanents", Advances in Mathematics 42 (3): 299–305, doi:10.1016/0001-8708(81)90044-X, MR 642395.
  5. ↑ Falikman, D. I. (1981), "Proof of the van der Waerden conjecture on the permanent of a doubly stochastic matrix", Akademiya Nauk Soyuza SSR (in Russian) 29 (6): 931–938, 957, MR 625097.
  6. ↑ Fulkerson Prize, Mathematical Optimization Society, retrieved 2012-08-19.

External links

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