Diagonal Sums of Doubly Stochastic Matrices
Richard A. Brualdi, Geir Dahl

TL;DR
This paper characterizes doubly stochastic matrices where all diagonals avoiding zeros have equal sums, providing insights into their structure and pattern classes.
Contribution
It offers a new characterization of matrices in _n with equal-sum diagonals avoiding zeros, expanding understanding of their structural properties.
Findings
Characterization of matrices with equal-sum diagonals avoiding zeros
Identification of classes of such matrices based on patterns
Theoretical framework for analyzing diagonal sums in doubly stochastic matrices
Abstract
Let denote the class of doubly stochastic matrices (each such matrix is entrywise nonnegative and every row and column sum is 1). We study the diagonals of matrices in . The main question is: which are such that the diagonals in that avoid the zeros of all have the same sum of their entries. We give a characterization of such matrices, and establish several classes of patterns of such matrices.
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