%0 Journal Article
%T The nearest generalized doubly stochastic matrix to a real matrix with the same firstand second moments
%A William Glunt
%A Thomas L. Hayden
%A Robert Reams
%J Computational and Applied Mathematics
%D 2008
%I 
%X Let T be an arbitrary n กม n matrix with real entries. We explicitly find the closest (in Frobenius norm) matrix A to T, where A is n กม n with real entries, subject to the condition that A is ''generalized doubly stochastic'' (i.e. Ae = e and eT A = eT, where e = (1,1,...,1)T, although A is not necessarily nonnegative) and A has the same first moment as T (i.e. e1T Ae1 = e1T Te1). We also explicitly find the closest matrix A to T when A is generalized doubly stochastic has the same first moment as T and the same second moment as T (i.e. e1T A2e1 = e1T T2e1), when such a matrix A exists.
%K doubly stochastic
%K generalized doubly stochastic
%K moments
%K nearest matrix
%K closest matrix
%K Frobenius norm
%U http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022008000200005