Generating Doubly Stochastic Matrices

Constrained Optimization

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

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Markov Chain sampling

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

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Iterative Proportional Fitting (Dr.Teh suggestion)

Normalize rows/columns repeatedly

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How long does it take to converge?

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Convex Combination of Permutation Matrices (Jeremy's suggestion)

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How to sample from this set?

Created by Wolfram Mathematica 6.0  (18 December 2007)