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Inclusion relations between outhostochastic matrices and products of pinching

matrices
Yiu-Tung Poon a; Nam-Kiu Tsing b
a
Iowa State University, Ames, Iowa b City Polytechnic of Hung Kong, Hong Kong and Auburn University,
Auburn, Alabama
Online Publication Date: 01 November 1987

To cite this Article Poon, Yiu-Tung and Tsing, Nam-Kiu(1987)'Inclusion relations between outhostochastic matrices and products of

pinching matrices',Linear and Multilinear Algebra,21:3,253 259

To link to this Article: DOI: 10.1080/03081088708817799
URL: http://dx.doi.org/10.1080/03081088708817799

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Linear and Multilinear Algebra, 1987, Vol. 21, pp. 253-259

Photocopying permitted by license only

1987 Gordon and Breach Science Publishers, S.A.
Printed in the United States of America

Inclusion Relations Between

Orthostochastic Matrices and
Products of Pinchinq
-- Matrices
YIU-TUNG POON
Iowa State University, Ames, lo wa 5007 7

and
NAM-KIU TSING
CSty Poiytechnic of H W I K~~ t i g ;;e,~g
,
,?my"; 2nd A ~ ~ KLI k:w e ~ i t y.,A u h r n ;

Al3b3m-l36849

Let C be thc set of ail n x n urthusiuihaatic natiiccs and ;"', the se! of finite prnd~uctpo f
n x n pinching matrices. Both sets are subsets of
the set of all n x n doubly stochastic

a,,

matrices. We study the inclusion relations between C, and 9

'
" and in particular we show
that.'P,cC,b~t-~p,t~forn>J,andthatC~$~~fori123.

1. INTRODUCTION

An n x n matrix is said to be doubly stochastic (d.s.) if it has

nonnegative entries and ail row sums and column sums are 1. An n x n
d.s. matrix S = (sij)is said to be orthostochastic (0.s.)if there is a unitary
matrix U = (uij) such that
2
i ,j = 1, . . . ,n.
sij = luijl ,
Following [ 6 ] , we write S = IUI2. The set of all n x n d.s. (or 0s.)
matrices will be denoted by R, (or ( I , , respectively). If P E R, can be
expressed as
1-t

(1

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2 54

Y. T POON AND N K . TSING

for some permutation matrix Q and 0 < t < I , then we call P a pinching
matrix. Let .Ynbe the set of all tz x tz d.s. matrices which can be expressed
as a finite product of pinching matrices. For n = 2 we have

./Pz = (

R2.

I t is interesting to investigate the inclusion relations between .<;. c ,, a n d

R, for higher n.
Given a subset -'/' c R, and an n-tuple c of complex numhcrs. let
- ..
'." Y' ,LS: S E
Clcarly. cR, contains both cC,, and c.'P,. On the other
hand, if all components of c are real then a result of Horn [ 5 ] says that

'

.If;.

d',= cR,.

(2)

Also, Goldberg and Straus [31 proved that

then one would be able tt? p!-!?ve !3! frr,rr! i?! H!lt t h r ,v ~c>n?in::~cj
-- - - - - -- t~ s h ~ u .
t i i ~ !j i ~ i : is L L V L
P.-~ ~ ~ bbecause
i ~ i i i 4 i does not hold [(I: n ;
: 4. i n this p:tyr.
we are going to prove that for arbitrary complex TI-tupiec we have (see
Corollary 1)
c.'P, c cl',.
(5)
~

jr_._

Thus ( 2 ) can actually be derived from ( 3 ) Althnugh ( 5 ) gives #3 c !'

(Corollary 2 ) , we are going to prove that ..P, g C , for n 3 4. In [- 6-I j the
authors gave an example of a 3 x 3 d.s. matrix S which is not in ./P,.
Howeverj S is no? 0 . s .
~ln.~
of whether !. c .Y3was
ripen
in [6]. We will answer this by showing that -6 ('?. This also gives
examples to show that (4) does not hold for all n 3 3.
2, INCLUSION RELATIONS

Y t ( A )= {Diag U A U * : U is unitary)

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ORTHOSTOCHASTIC MATRICES

2 55

Given a complex n-tuple c = ( c , , . . . ,c,), let A be a normal matrix

with eigenvalues c , . . . . ,c,. Then it can be easily shown that
ff ' ( A ) - c f ,. Applying 1,emma 1 to # ' ( A ) . we have
1 Let c be a complex n-tuple. Therl !or every S E C n and
THFOREM
w r h that cSP = cT.
p c .!Pn :here e.xicr T F
3

Taking S = I , in Theorem 1, we have

1 c.Yn P, c t ,jor every complex n-rj'pie c .
COROLLARY
COROLLARY
2 .P3 c C 3 .

Proof Let c = (O,1, v/-l)

Given P = ( p i j )E .Y3, let S = (sij)E ('
= cS. Then for each j = 1,2,3, we have

satisfy c P

p2,

+/,,

- ~ p ~ ~= s 2 j +

=.ptj=szi
->P
- I.,. =

a d

1 - p z i - p:;

=1

ls3j

P . ~ ~ = .3~: .

- s,;

- S3] = S l i

1 herc!'crre P = .?'

Naturally. Corollary I and 2 suggest the posbibiiity of .lp, c (. ,. Bul.

we have

THEOREM
2 Fur n 2 4, .Y,, @ (',.
Proof Consider the 4 x 4 matrix
r
3 3

2 1

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2 56

Y . T. POON AND N. K. TSING

-,.<.

Here all the unspecified entries are zero. Clearly T % I, E

Suppose
T / In-, is also O.S.Then there exists a 4 x 4 unitary matrix U = ( u i j )
such that T = lUI2. Without loss of generality. we may assume ui, and
I*,,be rea! pcsiti:re for 1 6 i,,j < 4 (otherwise consider D , LrD,. u here D ,
and D , are diagonal unitary matrices, instead). By considering the
II:I:G:I):VL~ULI
ulr ti:^ Ls:
and third coiumns of i;. we have ju2,. u 3 3 j =
( ( I / , / j ) w , ( l / , , 6 ) w 2 ) where
.
(i, is the primitive cube root of unity. Then
by considering the inner product of the second and third columns of Li
wc gci { z L , ~u3,)
,
= {)) or { $ B ,i w - j . But then the inner product of the
first and second columns of U cannot be zero. Hence U does not
exist.
?1

In [ 6 ] , examples arc givei: to show that e n @ .<$for n 2 4. In fact we

Prooj

We consider the case n

first

L~e!

Then S = /UI2 where U is the unitary matrix

Ti

and hence S is

27

0s.

To show that S+.Y3, suppose the contrary that

for some picching rr,a!rices P I . . . . , P,. A p;n&ing matrix P i s said to be

proper if it can be expressed as in (1) with 0 < t < 1 . Let m be the
smallest number such that P, is proper. This m must exist since S is not a
permutation matrix. Then

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257

ORTHOSTOCHASTIC MATRICES

for some permutation matrix Q and

for some O < t < 1 . From the choice of' m, R

permutation mail i s . Thiia wz hzve

P I . . Pm-,Q is a
,

and hence

'

-..P
4k P I. .~. P m ~
l Q = itl,
~ IS

~
5 ;

8:

47
:*..
, L ,
\ - I

As the matrix (6)is a praduct oforder .3 pinching matrices. i t mast he i:.;.

.
;

-.

<,ii3i-j,-i..
.
. > .

, -

i ,

- . . -.

t t - !
!t !L

.
ib
n .v
.

e < ~ r r , c
~!,,;tgi-v

~;xt;ix

0'= ( 1 4 , ~ ) .'l'hcn w e havc

which is a contradiction to O < r < 1 . Thus, 5'4 P3.

For the case n > 3, we are going to prove that I , 3 / S is an 0,s.
matrix which is not in 9".
First we see from (1) that if ( P , ~F) R, is a pinching matrix, then we have

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2 58

Y T POON AND N. K. TSING

forsomel , < r < s , < n a n d O < t , < l . L e t P = ( p i j ) ~ R , w i t h p i j =lfor

some i, j. We use P(i ( j )to denote the matrix obtained by deleting the i-th
row and j-th column of P . Clearly, P(i Ij) E R,- If P is a pinching
matrix, then from (7), we have that P(i I j ) is either a pirrhing matrix or a
permutation matrix. In both cases. ~ (1 j)iE . t - ,because every
pc;i~iiuiaiiuili b il p ~ u d u UL
~ i~ 1 a 1 1 ~ p o ~ i ~Let
i o nPs .= ipijj, Q = (qij)and
R = !rij! R, with R = PQ and rij = 1 for some i , j . Then we have

So there exists k with p, = 1 = qkj and R(i 1j) = P(i I k)Q(k ( j ) .

To finish the proof, it suffkes to show that if P = (pi,) E with pij = 1
then ~ (1j )i .?,-,_,.Let P = P , . . . Pm for some pinching matrices
, by induction on m :

.e

for some k .

w
3. SOME REMARKS
R ~ m n r k1 1-Jsing the characterization of !' given
.Ac-Y~.ng 2nd
Poon in [I], we can show that SP is O.S.for any S E C f 3 and P e . P 3 . This
also proves Corollary 2.

Remark 2 The proof in Theorem 3 actually shows that S cannot be

expressed as a product of a proper pinching matrix and an 0.s. matrix.
Since.4 c C 3 and C, is compact, it follows that I n - , / S cannot even be
represented as a limit of a product of pinching matrices. For if

where { P , ) is a sequence of pinching matrices, then each of the first

(n - 3 ) rows of ( P , . . . Pm) must contain exactly one 1, as both
( P I . . . P,,,) and n,"=,+, Pk are d.s. Using the argument developed in the
p r o d of Theorem 3, for each 1 < i < n - 3, we can find a sequence

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ORTHOSTOCHASTIC MATRICES

{i,, i,, . . .f such that i, = 1 and (Pk)ik.ikh,

= 1 for all k. Let Pk be the 3 x 3
pinching matrix obtained by deleting all the (ik)throws and the (ik+ ,)th
columns From Pk (1 6 i < n - 3). Then

can be written as a product of a proper plnchmg mair~xand aii o.s

matrix. This is a contradiction.
R..~ m c i r k3 Let c = (c:; . . . .c,) be a complex n-tuple and A an n x n
.
normal matrix with eigenvalues c,, . . . . c,,. Au-Yeung and Sing 121
proved that Yi ( Aj i= cC ,j is convex if a i d on!y if
c,,

. . . ,c, are colinear on the complex plane.

(8

Thus app!y:fig
.. .
C=rol]ary !. ve: ha1.e that for anv
--J rnmnlru
-----r*---n-tup!e c
i l - ,. . - . . . . c,;;.iil! three condiiions i2i. (31. a : ~ !(S! are equivale~:!.
-

' -

(.?.

We wish to thank Prufcaaor G. N.dc Olibeil-a foi- bringing this problem and !be paper 61
to our attention al rhc Auburn Matrix Theory Confeienci. l9S6. Wc also thank the referee
for pointing out an error ix an earlier version of this paper.

References
[i j Y . H.Au-Ysuiig and Y . T. Poon, 3 x 3 orthostochastic matrices axd :he c~nvexi!ys f
genrra!ized numcrica! ranges, i.inuur A iyrhru u t d A ! I ! ~27
. 119791, 69 79.

?. H . Au-Yeung and F. Y. Sing. A remark on the generaltzcd numerical range of a

normal matrix, G l u ~ y o wMuih. i. 18 (l877j, 179-iRO.
[?I M. Goldbeig a d E. G. Siiaiis. Ele~qcntaryinclusion relations fcr genera!ized
numerical ranges. Lineur illqehru und 4ppl. 18 (1977), 1-24.
[4] G. H. Hardy, J. E. Littlewood and G. Polya, 1nequulirie.s. Cambridge University
Press. 1952.
[5] A. Horn, Doubly stochastic matrices and the diagonal of a rotation matrix, ilrner. J
, ~..r..l ~76 (1953), h2%630.
.Z f -.
[6] M. Marcus. K . Kidman and M. Sandy. Products of elementary doubly stochastic
matrices, Lirirur- rind iLfuitihrur Alyrhi~i15 (1984), 331-340.
171 R . F. Muirhead, Some methods applicable to identities and inequalities of symmetric
algebraic functions of n letters, Proc.. Edinhuryh Muth. Soc. 21 (1903). 144 157.
[8] N . K . Tsing, On the shape of the generalized numerical ranges, Linrur und Mulrilin~ar
.g'..f+;.o 10 (!%?I), ! 73 !Z2.
[2]

"L,L