Closed Form of a Generalized Sinkhorn Limit

Abstract

The Kruithof iterative scaling process, which adjusts matrices to meet target row and column sums, is a longstanding problem that lacks a general closed form for its limit. While Nathanson derived the closed form for the Sinkhorn limit of 2× 2 matrices when target row and column sums are 1, and recent work by Rowland and Wu has advanced understanding of Sinkhorn limits for 3× 3, and general n× m matrices through polynomials, a "generalized Sinkhorn limit" (i.e. the original "Kruithof limit", with arbitrary target sums) remains elusive. Here, we derive the closed form for the generalized Sinkhorn limit of 2× 2 matrices, and discuss how this approach can be extended to larger matrices. More significantly, we prove that for any positive n × m matrix and positive target row and column sums, each entry in the generalized Sinkhorn limit is algebraic over the input data with degree at most n+m-2n-1.

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