Abstract
The problem of determining which row stochastic n-by-n matrices are similar to doubly stochastic matrices is considered. That not all are is indicated by example, and an abstract characterization as well as various explicit sufficient conditions are given. For example, if a row stochastic matrix has no entry smaller than (n+1)−1 it is similar to a doubly stochastic matrix. Relaxing the nonnegativity requirement, the real matrices which are similar to real matrices with row and column sums one are then characterized, and it is observed that all row stochastic matrices have this property. Some remarks are then made on the nonnegative eigenvalue problem with respect to i) a necessary trace inequality and ii) removing zeroes from the spectrum.
Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
