In mathematics, a unistochastic matrix is a doubly stochastic matrix whose entries are the squares of the absolutevalues of the entries of some unitary matrix. A square matrixB of size n is doubly stochastic if all its entries are non-negative real numbers and each of its rows and columns sum to 1. It is unistochastic if there exists a unitary matrix U such that This definition is analogous to that for an orthostochastic matrix, which is a doubly stochastic matrix whose entries are the squares of the entries in some orthogonal matrix. Since all orthogonal matrices are necessarily unitary matrices, all orthostochastic matrices are also unistochastic. The converse, however, is not true. First, all 2-by-2 doubly stochastic matrices are both unistochastic and orthostochastic, but for larger n this is not the case. For example, take and consider the following doubly stochastic matrix: This matrix is not unistochastic, since any two vectors with moduli equal to the square root of the entries of two columns of B cannot be made orthogonal by a suitable choice of phases. For, the set of orthostochastic matrices is a proper subset of the set of unistochastic matrices.
for the relative volume of the set of unistochastic matrices with respect to the Birkhoff polytope of doubly stochastic matrices is
for explicit conditions for unistochasticity are not known yet, but there exists a numerical method to verify unistochasticity based on the algorithm by Haagerup
The Schur-Horn theorem is equivalent to the following "weak convexity" property of the set of unistochastic matrices: for any vector the set is the convex hull of the set of vectors obtained by all permutations of the entries of the vector .
The set of unistochastic matrices has a nonempty interior. The unistochastic matrix corresponding to the unitary matrix with the entries, where and, is an interior point of.
