An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem

TL;DR

This paper introduces an algorithm that generates doubly stochastic matrices for the inverse eigenvalue problem, offering new methods and open problems to guide future research in matrix construction.

Contribution

The paper presents a novel algorithm for constructing doubly stochastic matrices related to the inverse eigenvalue problem, expanding existing methods and proposing new open questions.

Findings

Multiple new algorithms for matrix construction

Introduction of open problems for future research

Enhanced understanding of matrix inverse eigenvalue problem

Abstract

In this note, we present an algorithm that yields many new methods for constructing doubly stochastic and symmetric doubly stochastic matrices for the inverse eigenvalue problem. In addition, we introduce new open problems in this area that lay the ground for future work