1.随机矩阵 stochastic matrix
定义:
A square matrix P is said to be stochastic if its elements are all nonnegative and all row sums are one.
如果一个方阵P的每一项均为非负的并且每行的和均为1,则称其为随机矩阵stochastic ;
2、双随机矩阵 doubly stochastic matrix
定义:
If in addition to being stochastic, all column sums are one, the matrix is said to be doubly stochastic. An obvious example of a doubly stochastic matrix is the n × n matrix in which each entry is 1/n.
如果在是stochastic矩阵的基础上,每列的和也均为1,那么此矩阵为 doubly stochastic。一个最简单的双随机矩阵例子是一个每项均为 1/n 的 n x n矩阵。
参考:website
3、bistochastic matrix
有些地方定义bistochastic matrix:the rows and columns of the matrix A sum to 1.(若矩阵A的行和与列和均为1,则A为bistochastic)