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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 : All 2-by-2 doubly stochastic matrices are orthostochastic (and also unistochastic) since for any : we find the corresponding orthogonal matrix : with such that 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 スポンサード リンク
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