Doubly Stochastic Matrices

Constrained Optimization

Generate random matrix, find closest doubly stochastic in least square sense

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"doubly-stochastic_2.gif"

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"doubly-stochastic_3.gif"

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"doubly-stochastic_4.gif"

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"doubly-stochastic_5.gif"

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"doubly-stochastic_6.gif"

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"doubly-stochastic_7.gif"

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"doubly-stochastic_8.gif"

Markov Chain sampling

Start with a random permutation matrix, randomly modify 4 entries each time

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"doubly-stochastic_9.gif"

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"doubly-stochastic_12.gif"


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