Permanents of doubly stochastic matrices

A conjecture on the permanents of doubly stochastic matrices is proposed. Some results supporting it are presented.     

Permanents of doubly stochastic matrices with fixed zero pattern

The doubly stochastic matrices with a given zero pattern which are closest in Euclidean norm to J_nn, the matrix with each entry equal to 1/n, are identified. If the permanent is restricted to matrices having a given zero pattern confined to one row or to one column, the permanent achieves a local minimum at those matrices with that zero pattern which are closest to J_nn. This need no longer be true if the zeros lie in more than one row or column.     

Essentially doubly stochastic matrices

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,E_n(F), and the total algebra of matrices of order n - 1over F,M_n-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 E_n(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 E_n(F) Next, we completely determine the cases for which there exists an above-mentioned matrix algebra isomorphism preserving adjoints. Finally, we consider cogredience in E_n(F) and show that when such an adjoint-preserving isomorphism exists and char M_n(F) two e.d.s. e-hermitian matrices which are cogredient in M_n(F) are also cogredient in E_n(F). Using this result, we obtain simple canonical forms for cogredience of e.d.s. e-hermitian matrices in E_n(F) when Fsatisfies special conditions. This ncludes the e.d.s. skew-symmetric matrices, where the involution is trivial and E = -1.     

Subpermanents of doubly stochastic matrices

It is shown that if all subpermaneats of order k of an n × n doubly stochastic matrix are equal for some k ≤ n - 2, then all the entries of the matrix must be equal to 1/n.     

Extreme symmetric doubly stochastic matrices

We characterize the extreme points of the polytope of symmetric doubly stochastic matrices of a given arbitrary order.     

Random doubly stochastic tridiagonal matrices

Let \begin{align*}{\mathcal T}\end{align*}n be the compact convex set of tridiagonal doubly stochastic matrices. These arise naturally in probability problems as birth and death chains with a uniform stationary distribution. We study ‘typical’ matrices T∈ \begin{align*}{\mathcal T}\end{align*}n chosen uniformly at random in the set \begin{align*}{\mathcal T}\end{align*}n. A simple algorithm is presented to allow direct sampling from the uniform distribution on \begin{align*}{\mathcal T}\end{align*}n. Using this algorithm, the elements above the diagonal in T are shown to form a Markov chain. For large n, the limiting Markov chain is reversible and explicitly diagonalizable with transformed Jacobi polynomials as eigenfunctions. These results are used to study the limiting behavior of such typical birth and death chains, including their eigenvalues and mixing times. The results on a uniform random tridiagonal doubly stochastic matrices are related to the distribution of alternating permutations chosen uniformly at random.© 2012 Wiley Periodicals, Inc. Random Struct. Alg., 42, 403–437, 2013     

Products of elementary doubly stochastic matrices

While studying a theorem of Westwerk on higher numerical ranges, we became interested in how the theory of elementary doubly stochastic (e.d.s.) matrices is related to a result of Goldberg and Straus. We show that there exist classes of doubly stochastic (d.s.) matrices of order n≧3 and orthostochastic (o s) matrices of order n≧4 such that the matrices in these classes cannot be represented as a product of e.d.s. matrices. In fact the matrices in these classes do not admit a representation as an infinite limit of a product of e.d.s. matrices.     

On diagonal products of doubly stochastic matrices

The following result is proved: If A and B are distinct n × n doubly stochastic matrices, then there exists a permutation σ of {1, 2,…, n} such that ∏_ia_iσ(i) > ∏_ib_iσ(i).     

Convex sets of some doubly stochastic matrices

Let Ω denote the set of all n by n doubly stochastic matrices. Let t be a real number such that $\text{1}\text{t}\text{?}\text{1}\text{n}$ and let m be a real number such that $\text{1}\text{m}\text{? 1 ?}\text{1}\text{t}$. The set $\text{Ω}{}_{\mathrm{s}}\text{= {A ? Ω :}\text{1}\text{m}\text{? a}{}_{\mathrm{ij}}\text{?}\text{1}\text{t}\text{, 1 ? i, j ? n}}$ is the convex hull of the matrices in $\text{Ω}{}_{\mathrm{s}}$ having as many largest entries, namely, $\text{1}\text{t}$, as possible in each row and column while filling out the remaining entries with the value $\text{1}\text{m}$ and if necessary at most one entry in each row and column which has a value between $\text{1}\text{m}$ and $\text{1}\text{t}$.     

Real permanental roots of doubly stochastic matrices

It is shown that for each n ? 7 there exists an n × n, irreducible, doubly stochastic matrix A such that the permanent of the characteristic matrix of A has n real zeros.     

Matrices which commute with doubly stochastic matrices

The set doubly stochastic matrices which commute with the doubly stochastic matrices of any particular given rank is determined.     

Matrices which commute with doubly stochastic matrices

The set doubly stochastic matrices which commute with the doubly stochastic matrices of any particular given rank is determined.     

Vertex degrees and doubly stochastic graph matrices

In this article, the relationship between vertex degrees and entries of the doubly stochastic graph matrix has been investigated. In particular, we present an upper bound for the main diagonal entries of a doubly stochastic graph matrix and investigate the relations between a kind of distance for graph vertices and the vertex degrees. These results are used to answer in negative Merris' question on doubly stochastic graph matrices. These results may also be used to establish relations between graph structure and entries of doubly stochastic graph matrices. © 2010 Wiley Periodicals, Inc. J Graph Theory 66:104‐114, 2011     

Algebraic connectivity and doubly stochastic tree matrices

In this paper, we investigate the relations between the smallest entry of a doubly stochastic tree matrix associated with a tree and the diameter of the tree, which are used to deal with Merris’s conjecture on the algebraic connectivity and the smallest entries. Further, we present a new upper bound for algebraic connectivity in terms of the smallest entry, which improves Merris’ result.     

Permanents of d-dimensional matrices

Let A = (A_i1i2…_id) be an n₁ × n₂ × · × n_d matrix over a commutative ring. The permanent of A is defined by per (A) = ∑πⁿ_1i = ₁A_iσ2(_i)σ₃(_i)…σ_d(_i), where the summation ranges over all one-to-one functions σ_k from {1,2,…, n₁} to {1,2,…, n_k}, k = 2,3,…, d. In this paper it is shown that a number of properties of permanents of 2-dimensional matrices extend to higher-dimensional matrices. In particular, permanents of nonnegative d-dimensional matrices with constant hyperplane sums are investigated. The paper concludes by introducing s-permanents, which generalize the definition above that the permanent becomes the 1-permanent, and showing that an s-permanent can always be converted into a 1-permanent.