Sinkhorn limits in finitely many steps
Combinatorics
2020-09-17 v2 Numerical Analysis
Numerical Analysis
Abstract
Applied to a nonnegative matrix with a nonzero -diagonal, the sequence of matrices constructed by alternate row and column scaling conveges to a doubly stochastic matrix. It is proved that if this sequence converges after only a finite number of scalings, then it converges after at most two scalings.
Cite
@article{arxiv.1912.00095,
title = {Sinkhorn limits in finitely many steps},
author = {Alex Cohen and Melvyn B. Nathanson},
journal= {arXiv preprint arXiv:1912.00095},
year = {2020}
}
Comments
Corrected typo in statement of Theorem 1; 6 pages