Implications of convergence rates in Sinkhorn balancing
暂无分享,去创建一个
Abstract Let D N be the set N × N stochastic matrices without zero columns. Starting with a matrix A(0) ϵ 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 iteration converges geometrically to a doubly stochastic limit. We show that the converse is true: geometric convergence implies total support.
[1] J. Partington,et al. Introduction to functional analysis , 1959 .
[2] Richard Sinkhorn. Diagonal equivalence to matrices with prescribed row and column sums. II , 1967 .
[3] Richard Sinkhorn,et al. Concerning nonnegative matrices and doubly stochastic matrices , 1967 .
[4] George W. Soules. The rate of convergence of Sinkhorn balancing , 1991 .