IMPLICATIONS OF CONVERGENCE-RATES IN SINKHORN BALANCING

Authors
Citation
E. Achilles, IMPLICATIONS OF CONVERGENCE-RATES IN SINKHORN BALANCING, Linear algebra and its applications, 187, 1993, pp. 109-112
Citations number
6
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
00243795
Volume
187
Year of publication
1993
Pages
109 - 112
Database
ISI
SICI code
0024-3795(1993)187:<109:IOCISB>2.0.ZU;2-T
Abstract
Let D(N) be the set N X N stochastic matrices without zero columns. St arting with a matrix A(0) is-an-element-of D(N), Sinkhorn balancing is the iteration of alternately normalizing the column and row sums of A (0). It has been shown that if A(0) has total support then the iterati on converges geometrically to a doubly stochastic limit. We show that the converse is true: geometric convergence implies total support.