Diagonals of matrices stochastically similar to a given matrix Original Research Article

A complex matrix S is quasistochastic if all its row sums are 1. Matrices A and B are stochastically similar if B = SAS−1, where S is quasistochastic. We obtain a necessary and sufficient condition for a given complex matrix A to be stochastically similar to a matrix with any diagonal elements the sum of which equals trace A. Then an inverse elementary divisor result for quasistochastic matrices is obtained.