For a doubly stochastic matrix with a fractional entry, form the row-column bipartite graph of entries strictly between zero and one. Every incident vertex has degree at least two, so there is an even cycle. A matrix supported on that cycle with alternating entries has zero row and column sums. A sufficiently small positive multiple can be both added and subtracted while preserving entry bounds. The original matrix is then the midpoint of two distinct doubly stochastic matrices, so it is not an extreme point.
For a doubly stochastic matrix, the Hall marriage theorem supplies a perfect matching in its positive-entry support. Subtract the smallest matched entry times the corresponding permutation matrix. The residual has equal row and column sums and smaller support unless it vanishes. Repeating gives a convex combination of permutation matrices. With initially positive entries, there are at most terms, since a positive-mass residual has at least positive entries. Elementary augmenting-path matching gives arithmetic operations.
Every doubly stochastic matrix is a convex combination of permutation matrices. Equivalently, the extreme points of the doubly stochastic convex polytope are exactly the permutation matrices. The extreme-point assertion follows from an alternating-cycle perturbation of a doubly stochastic matrix; the convex-hull assertion follows because a bounded finite-dimensional polytope is the convex hull of its vertices. Permutation matrices are extreme since their zero entries force the same zeros in every convex decomposition.
The Shannon second coding theorem states that the operational channel capacity of a finite discrete memoryless channel is : rates below this maximum admit block codes with error tending to zero, and rates above it cannot have vanishing error. For this channel the preceding calculation gives
using maximum entropy on a finite alphabet. The transition matrix is a doubly stochastic matrix. Therefore the uniform input has uniform output: . It achieves the entropy upper bound, and hence
Equivalently this is the weakly symmetric channel capacity theorem: permutations of a common row and equal column sums make the uniform input optimal. If is uniform, the output contains no information about the input and the formula gives zero.
Form a bipartite graph with one vertex for each row and one for each column, putting an edge exactly where . For a set of row vertices, let be its neighbouring column vertices. Since is a doubly stochastic matrix,
The Hall marriage theorem therefore supplies a perfect matching. Its incidence entries define a permutation matrix supported on the positive entries of , hence on the ones of . Entrywise , so
The preceding perfect matching gives a permutation matrix supported on the positive entries of . Let
If , every row's selected entry is one and all other entries vanish, so . Otherwise
is a doubly stochastic matrix with strictly fewer positive entries. Induct on the number of positive entries: the base case has exactly positive entries and is a permutation matrix. By induction, write as a convex combination. Then
is another convex combination, with nonnegative coefficients summing to one. Thus
This constructive proof of the Birkhoff-von Neumann theorem is Birkhoff decomposition by support matchings.
An extreme point of a convex set cannot be written as a nontrivial convex combination of two distinct members. If a permutation matrix with and doubly stochastic, each zero entry of forces the corresponding entries of to be zero by nonnegativity. The unique possible nonzero entry in each row must then be one by the row sum. Thus , proving that every permutation matrix is extreme.
Conversely, let be a doubly stochastic matrix that is not a permutation matrix. At least one entry lies strictly between zero and one. Form a bipartite graph whose two vertex classes are rows and columns, with edges precisely at these fractional entries. Every incident row has at least two fractional entries: a single fractional entry, with all other entries zero or one, could not give row sum one. The same holds for columns.
A finite nonempty graph whose incident vertices all have degree at least two contains a cycle. In a bipartite graph that cycle has even length. Assign alternating signs to its entries, giving a nonzero matrix with every row and column sum zero. Choose smaller than the distance of each cycle entry from both zero and one. Then and remain doubly stochastic matrices, are distinct, and satisfy
So is not extreme. Therefore
This alternating-cycle perturbation of a doubly stochastic matrix proves the extreme-point part of the Birkhoff-von Neumann theorem directly.
For a finite bipartite graph with left vertex set , Hall marriage theorem says that a matching in a graph covering exists exactly when for every . Necessity follows because distinct matched neighbors of lie in .
For sufficiency, induct on , the empty case being immediate. If a nonempty proper subset has , apply the induction hypothesis to the graph on . For the remaining graph, every satisfies
so induction matches the remaining vertices too. If there is no such tight subset and , every nonempty proper subset has at least one extra neighbor. Select an edge and remove its endpoints. Each subset of the remaining left vertices loses at most one neighbor, so it still satisfies the required condition; induction supplies the rest of the matching in a graph. The case follows directly from the condition.
For a doubly stochastic matrix , make a bipartite graph joining row to column when . For a row subset ,
Hall marriage theorem therefore gives a perfect matching, or a permutation , with .