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In mathematics, an orthostochastic matrix is a doubly stochastic matrix whose entries are the squares of the absolute values of the entries of some orthogonal matrix.
The detailed definition is as follows. A square matrix B of size n is doubly stochastic if all its rows and columns sum to 1 and all its entries are nonnegative real numbers. It is orthostochastic if there exists an orthogonal matrix O such that
All 2-by-2 doubly stochastic matrices are orthostochastic since for any
we find the corresponding orthogonal matrix
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