On the Inverse Eigenvalue Problem for Irreducible Doubly Stochastic Matrices of Small Orders

Quanbing Zhang, Changqing Xu and Shangjun Yang

Abstract and Applied Analysis, 2014, vol. 2014, 1-10

Abstract:

The inverse eigenvalue problem is a classical and difficult problem in matrix theory. In the case of real spectrum, we first present some sufficient conditions of a real r -tuple (for ; 3; 4; 5) to be realized by a symmetric stochastic matrix. Part of these conditions is also extended to the complex case in the case of complex spectrum where the realization matrix may not necessarily be symmetry. The main approach throughout the paper in our discussion is the specific construction of realization matrices and the recursion when the targeted r -tuple is updated to a -tuple.

Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/AAA/2014/902383.pdf (application/pdf)
http://downloads.hindawi.com/journals/AAA/2014/902383.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:902383

DOI: 10.1155/2014/902383

Access Statistics for this article

More articles in Abstract and Applied Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().