Inverse singular value problems for symmetric doubly stochastic matrices.
碩士 === 國立中正大學 === 應用數學研究所 === 103 === Inverse singular value problems have a research focus for decades. In this work, we consider inverse singular value problems for symmetric doubly stochastic matrices. Symmetric doubly stochastic matrices are a particular type of matrices, which is often used in...
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| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75w72r |
| Summary: | 碩士 === 國立中正大學 === 應用數學研究所 === 103 === Inverse singular value problems have a research focus for decades. In this work, we consider inverse singular value problems for symmetric doubly stochastic matrices. Symmetric doubly stochastic matrices are a particular type of matrices, which is often used in statistics and stochastic processes. We start our discussion with some characteristics of the symmetric doubly stochastic matrices, and give some conditions for reconstructing a symmetric doubly stochastic matrices whose singular values can be any prescribed real number sets $\{\sigma_1,\cdots,\sigma_n\}$ with $ 1=\sigma_1>\sigma_2\geq\cdots\geq\sigma_n\geq0$. Numerical examples will give to support our opinions.
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