I'm interested in understanding whether a particular natural function on matrices, closely related to the permanent of a matrix, is invertible, and whether its inverse admits a simple closed form. The function $f$ I'm concerned with maps doubly stochastic $n \times n$ matrices to doubly stochastic $n \times n$ matrices, and is given as follows
$$ f_{ij}(A) = A_{ij} \frac{\operatorname{perm} \left( \tilde{A}_{ij} \right)}{\operatorname{perm} (A)} $$
where $\operatorname{perm}$ denotes the permanent function, and $\tilde{A}_{ij}$ denotes the $(i,j)$'th minor of $A$ — i.e.m the matrix gotten by removing the $i$-th row and $j$-th column of $A$. Observe that,
by the row [column] expansion formula for the permanent, $f(A)$ is doubly stochastic whenever $A$ is doubly stochastic.
$f$ is continuous, and each entry of $f(A)$ is the ratio of two multilinear functions of the entries of $A$.
I have three questions:
Is $f$ invertible? If not, does $f$ at least have a right inverse, and is there such a right inverse that is continuous?
If $f$ has an inverse, is there a simple closed form for $f^{-1}$? Otherwise, if $f$ has a continuous right-inverse, is there a simple closed form for this right inverse?
If $f$ has an inverse (or continuous right-inverse), but the answer to (b) is no, can the inverse at least be (approximately) computed by a simple, preferably efficient (polynomial-time in n) procedure?