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Sinkhorn's theorem states that every square matrix with positive entries can be written in a certain standard form.


If A is an n × n matrix with strictly positive elements, then there exist diagonal matrices D1 and D2 with strictly positive diagonal elements such that D1AD2 is doubly stochastic. The matrices D1 and D2 are unique modulo multiplying the first matrix by a positive number and dividing the second one by the same number. [1] [2]

Sinkhorn-Knopp algorithm

A simple iterative method to approach the double stochastic matrix is to alternately rescale all rows and all columns of A to sum to 1. Sinkhorn and Knopp presented this algorithm and analyzed its convergence. [3]

The following analogue for unitary matrices is also true: for every unitary matrix U there exist two diagonal unitary matrices L and R such that LUR has each of its columns and rows summing to 1.[4]

Sinkhorn, Richard. (1964). "A relationship between arbitrary positive matrices and doubly stochastic matrices." Ann. Math. Statist. 35, 876–879. doi:10.1214/aoms/1177703591
Marshall, A.W., & Olkin, I. (1967). "Scaling of matrices to achieve specified row and column sums." Numerische Mathematik. 12(1), 83–90. doi:10.1007/BF02170999
Sinkhorn, Richard, & Knopp, Paul. (1967). "Concerning nonnegative matrices and doubly stochastic matrices". Pacific J. Math. 21, 343–348.
Idel, Martin; Wolf, Michael M. (2015). "Sinkhorn normal form for unitary matrices". Linear Algebra and its Applications 471: 76–84. doi:10.1016/j.laa.2014.12.031.

Quadratic forms with the same core form are said to be similar or Witt equivalent.

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