Row Stochastic Matrices and Linear Preservers of Matrix Majorization $T:\mathbb{R}_{m} \rightarrow \mathbb{R}_{n}$
نویسندگان
1 Department of Mathematics, Sirjan University of Technology, Sirjan, Iran
2 Department of Mathematics, Sirjan University of Technology, Sirjan, Iran
3 Department of Mathematics, Sirjan University of Technology, Sirjan, Iran
doi
10.22052/mir.2023.248765.1390چکیده
A nonnegative square and real matrix $R$ is a row stochastic matrix if the sum of the entries of each row is equal to one. Let $x$, $y \in \mathbb{R}_{n}$. The vector $x$ is said to be matrix majorized by $y$ and denoted by $ x\prec_{r} y$ if $x=yR$ for some row stochastic matrix $R$. In the present paper, we characterize the linear preservers of matrix majorization $T:\mathbb{R}_{m} \rightarrow \mathbb{R}_{n}$.
