
TL;DR
This paper introduces an algorithm for operator scaling with specified marginals, extending classical matrix scaling to the operator setting, with applications in mathematics, computer science, and quantum information.
Contribution
It provides a characterization and efficient algorithm for operator scaling with specified marginals, generalizing previous doubly stochastic scaling results.
Findings
Algorithm produces approximate scalings in polynomial time.
Characterization reduces specified marginals to doubly stochastic case.
Derives new theorems and simplifies existing results in related fields.
Abstract
The completely positive maps, a generalization of the nonnegative matrices, are a well-studied class of maps from matrices to matrices. The existence of the operator analogues of doubly stochastic scalings of matrices is equivalent to a multitude of problems in computer science and mathematics, such rational identity testing in non-commuting variables, noncommutative rank of symbolic matrices, and a basic problem in invariant theory (Garg, Gurvits, Oliveira and Wigderson, FOCS, 2016). We study operator scaling with specified marginals, which is the operator analogue of scaling matrices to specified row and column sums. We characterize the operators which can be scaled to given marginals, much in the spirit of the Gurvits' algorithmic characterization of the operators that can be scaled to doubly stochastic (Gurvits, Journal of Computer and System Sciences,…
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