 Sinkhorn's theorem

Sinkhorn's theorem is a result in the field of mathematics concerning the normalization of matrices and relates to the problem of balancing doubly stochastic matrices. Specifically, it addresses the conditions under which one can transform a given square matrix into a doubly stochastic matrix by a process of row and column normalization. A matrix is termed **doubly stochastic** if all of its entries are non-negative, and the sum of the entries in each row and each column equals 1.