A stochastic matrix is a square matrix with nonnegative entries and row sums 1. The simplest example is a permutation matrix, whose rows permute the rows of an identity matrix. A permutation matrix and its inverse are both stochastic. We prove the converse, that is, if a matrix and its inverse are both stochastic, then it is a permutation matrix.

A certain weighted average of the rows (and columns) of a nonnegative matrix yields a surprisingly simple, heuristical approximation to its singular vectors. There are correspondingly good approximations to the singular values. Such rules of thumb provide an intuitive interpretation of the singular vectors that helps explain why the SVD is so…

The numerical range, easy to understand but often tedious to compute, provides useful information about a matrix. Here we describe the numerical range of a 3 x 3 magic square. Applying our results to one of the most famous of those squares, the Luoshu, it turns out that its numerical range is a piece of cake--almost.

This paper introduces a new matrix tool for the sowing game Tchoukaillon, which establishes a relationship between board vectors and move vectors that does not depend on actually playing the game. This allows for simpler proofs than currently appear in the literature for two key theorems, as well as a new method for constructing move vectors.We…

Martin Gardner wrote about a coin-flipping trick, performed by a blindfolded magician. The paper analyses this trick, and compares it with a similar trick using three cups flipped in pairs. Several different methods of analysis are discussed, including a graphical analysis of the state space and a representation in terms of a matrix. These methods…

Dodgson's method of computing determinants is attractive, but fails if an interior entry of an intermediate matrix is zero. This paper reviews Dodgson's method and introduces a generalization, the double-crossing method, that provides a workaround for many interesting cases.

Charles Dodgson (Lewis Carroll) discovered a "curious" method for computing determinants. It is an iterative process that uses determinants of 2 x 2 submatrices of a matrix to obtain a smaller matrix. When the process ends, the result is the determinant of the original matrix. This article discusses both the algorithm and what may have led Dodgson…

We use the sum property for determinants of matrices to give a three-stage proof of an identity involving Fibonacci numbers. Cassini's and d'Ocagne's Fibonacci identities are obtained at the ends of stages one and two, respectively. Catalan's Fibonacci identity is also a special case.

Presents two papers commenting on previous published articles. Discusses formulas related to the determinants of sums and tests the formulas using some examples. Provides three special cases of the determinants of sums. (YP)