Sinkhorn's theorem is a mathematical theorem governing numerical computation.
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.
- ^ 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