Abstract
It is shown that for real,m x n matricesA andB the system of matrix equationsAX=B, BY=A is solvable forX andY doubly stochastic if and only ifA=BP for some permutation matrixP. This result is then used to derive other equations and to characterize the Green’s relations on the semigroup Ω n of alln x n doubly stochastic matrices. The regular matrices in Ω n are characterized in several ways by use of the Moore-Penrose generalized inverse. It is shown that a regular matrix in Ω n is orthostochastic and that it is unitarily similar to a diagnonal matrix if and only if it belongs to a subgroup of Ω n . The paper is concluded with extensions of some of these results to the convex setS n of alln x n nonnegative matrices having row and column sums at most one.
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His research was supported by the N. S. F. Grant GP-15943.
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Montague, J.S., Plemmons, R.J. Doubly stochastic matrix equations. Israel J. Math. 15, 216–229 (1973). https://doi.org/10.1007/BF02787568
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DOI: https://doi.org/10.1007/BF02787568