On Extreme Points of Symmetric Doubly Stochastic Matrices

Ali Bayati Eshkaftaki (), Selcuk Koyuncu (), Javad Mashreghi () and Mostafa Nasri ()
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Ali Bayati Eshkaftaki: Shahrekord University, Faculty of Mathematical Sciences, Department of Mathematics
Selcuk Koyuncu: University of North Georgia, Department of Mathematics
Javad Mashreghi: Université Laval, Département de mathématiques et de statistique
Mostafa Nasri: University of Winnipeg, Department of Mathematics and Statistics

Chapter 51 in Operator Theory, 2026, pp 1647-1678 from Springer

Abstract: Abstract This chapter offers an in-depth exploration of the extreme points of symmetric doubly stochastic matrices, shedding new light on their intricate properties. By presenting a thorough analysis, we not only revisit the established features of these matrices but also introduce novel proofs that enhance our understanding of their structure. To further solidify these concepts, we include carefully selected examples and practical applications that vividly illustrate the significance of extreme points in this context. This study deepens the theoretical framework and bridges the gap between abstract theory and real-world application.

Keywords: Symmetric doubly stochastic matrices; Extreme points; Permutation matrices; Null matrices (search for similar items in EconPapers)
Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-032-16356-1_115

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DOI: 10.1007/978-3-032-16356-1_115

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