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Orthostochastic matrix
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Orthostochastic matrix : ウィキペディア英語版
Orthostochastic matrix
In mathematics, an orthostochastic matrix is a doubly stochastic matrix whose entries are the squares of
the absolute values of the entries of some orthogonal matrix.
The detailed definition is as follows. A square matrix ''B'' of size ''n'' is doubly stochastic (or ''bistochastic'') if all its rows and columns sum to 1 and all its entries are nonnegative real numbers, each of whose rows and columns sums to 1. It is orthostochastic if there exists an orthogonal matrix ''O'' such that
: B_=O_^2 \text i,j=1,\dots,n. \,
All 2-by-2 doubly stochastic matrices are orthostochastic (and also unistochastic)
since for any
:
B= \begin
a & 1-a \\
1-a & a \end

we find the corresponding orthogonal matrix
:
O = \begin
\cos \phi & \sin \phi \\
- \sin \phi & \cos \phi \end,

with
\cos^2 \phi =a, such that
B_=O_^2 .
For larger ''n'' the sets of bistochastic matrices includes the set of unistochastic matrices,
which includes the set of orthostochastic matrices and these inclusion relations are proper.
==References==

*

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Orthostochastic matrix」の詳細全文を読む



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