"When I found the letters with a name which matched the initials I felt very Sherlock Holmesish. […]
Once he even turned up at our aerobics class, clad in a muscle shirt and royal blue spandex shorts, which yucked me out beyond belief.
Given a rectangular non-negative matrix X_0 and two positive marginals a and b, the algorithm generates a sequence of matrices (X_n) starting at X_0, supposed to converge to a biproportional fitting, that is, to a matrix Y whose marginals are a and b and of the form Y=D_1X_0D_2, for some diagonal matrices D_1 and D_2 with positive diagonal entries. When a biproportional fitting does exist, it is unique and the sequence (X_n) converges to it at an at least geometric rate.
“At nights,” she says, “we were both in our own little worlds, him with his alcohol and me with my barbies.”
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