Essentially doubly stochastic matrices
- 1 January 1974
- journal article
- research article
- Published by Taylor & Francis in Linear and Multilinear Algebra
- Vol. 1 (4) , 343-356
- https://doi.org/10.1080/03081087408817034
Abstract
In this paper we extend the general theory of essentially doubly stochastic (e.d.s.) matrices begun in earlier papers in this series. We complete the investigation in one direction by characterizing all of the algebra isomorphisms between the algebra of e.d.s. matrices of order n over a field F,En(F), and the total algebra of matrices of order n - 1over F,Mn-1(F) We then develop some of the theory when Fis a field with an involution. We show that for any e,f§Fof norm 1,e≠f every e.d.s. matrix in En(F) is a unique e.d.s. sum of an e.d.s. e-hermitian matrix and an e.d.s. f-hermitian matrix in En(F) Next, we completely determine the cases for which there exists an above-mentioned matrix algebra isomorphism preserving adjoints. Finally, we consider cogredience in En(F) and show that when such an adjoint-preserving isomorphism exists and char Mn(F) two e.d.s. e-hermitian matrices which are cogredient in Mn(F) are also cogredient in En(F). Using this result, we obtain simple canonical forms for cogredience of e.d.s. e-hermitian matrices in En(F) when Fsatisfies special conditions. This ncludes the e.d.s. skew-symmetric matrices, where the involution is trivial and E = −1.Keywords
This publication has 1 reference indexed in Scilit:
- Essentially doubly stochastic matrices I. elements of the theory over arbitrary fieldsLinear Algebra and its Applications, 1971