Math 2.0

Linear and multilinear algebra; matrix theory Nonnegative and stochastic matrices Theorem

Birkhoff–von Neumann theorem

Builds on Doubly stochastic matrixPermutation matrixConvex hull

Statement

Let n≥1n \ge 1 and let AA be an n×nn \times n doubly stochastic matrix. So AA has real nonnegative entries, and its rows and columns each sum to 11. Then AA is a convex combination of n×nn \times n permutation matrices. That is, there are permutation matrices P1,…,PkP_1, \dots, P_k and real numbers θ1,…,θk≥0\theta_1, \dots, \theta_k \ge 0 with θ1+⋯+θk=1\theta_1 + \cdots + \theta_k = 1 such that A=θ1P1+⋯+θkPk.A = \theta_1 P_1 + \cdots + \theta_k P_k.

Remarks

The proof is by induction on the number of nonzero entries of AA. Form the bipartite graph whose two sides are the rows and the columns, with an edge for each nonzero entry. Any rr rows carry total mass rr, and this mass lies in the columns joined to them, which carry at most 11 each. So Hall's marriage theorem gives a perfect matching. It is a permutation matrix PP supported on nonzero entries of AA. If θ\theta is the least entry of AA on this support and A≠PA \ne P, then (A−θP)/(1−θ)(A - \theta P)/(1 - \theta) is doubly stochastic with fewer nonzero entries. For example, (1/21/21/21/2)=12(1001)+12(0110).\begin{pmatrix} 1/2 & 1/2 \\ 1/2 & 1/2 \end{pmatrix} = \frac12 \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix} + \frac12 \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}. Equivalently, the set of doubly stochastic matrices, the Birkhoff polytope, is the convex hull of the n!n! permutation matrices, and these are its vertices.

Going deeper

For a student

The theorem is the matrix form of Hall's and Kőnig's theorems on bipartite matchings. It shows that the linear program for the assignment problem has a permutation matrix among its optimal solutions. It is also used in the theory of majorization and in proofs of inequalities for permanents and eigenvalues.

Reading path

To understand this page from the ground up, read these 8 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Affine combination concept
  2. Convex set concept
  3. Doubly stochastic matrix concept
  4. Matrix definition
  5. Convex hull definition
  6. Square matrix definition
  7. Permutation matrix definition
  8. Birkhoff–von Neumann theorem statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Doubly_stochastic_matrix, Birkhoff–von Neumann theorem
About this page
Tag3KY1RMEDMJ
URIm2://3KY1RMEDMJ
Kindstatement, theorem
WritingW0 stub
MSC15B51, 05C70, 52B12
StatusThis copy of the site has no build data. Run m2 status 3KY1RMEDMJ.
AboutDoubly stochastic matrix
UsesDoubly stochastic matrix, Permutation matrix, Convex hull
Changed2 November 2026

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