Alternate minimization and doubly stochastic matrices
Melvyn B. Nathanson · arXiv (Cornell University) · 2018
Sinkhorn's alternative minimization algorithm applied to a positive $n\times n$ matrix converges to a doubly stochastic matrix. If the algorithm, applied to a $2\times 2$ matrix, converges in a finite number of iterations, then it converges in at most two iterations, and the structure of such matrices is determined.