An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem

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Abstract

In this note, we present an algorithm that yields a new method for constructing doubly stochastic and symmetric doubly stochastic matrices for the inverse eigenvalue problem. In addition, we introduce new open problems in this area that lay the ground for future work. © 2013 Elsevier Inc. All rights reserved.

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Mourad, B., Abbas, H., Mourad, A., Ghaddar, A., & Kaddoura, I. (2013). An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem. Linear Algebra and Its Applications, 439(5), 1382–1400. https://doi.org/10.1016/j.laa.2013.04.023

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