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Persistent URL http://purl.org/net/epubs/work/29557
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Record Id 29557
Title A scaling algorithm to equilibrate both rows and columns norms in matrices
Abstract We present an iterative procedure which asymptotically scales the infinity norm of both rows and columns in a matrix to 1. This scaling strategy exhibits some optimality properties and additionally preserves symmetry. The algorithm also shows fast linear convergence with an asymptotic rate of 1=2. We discuss possible extensions of such an algorithm when considering the one-norm or the two norm of the rows and columns of the given matrix, and give the proof of its convergence when the matrix pattern satisfies some common properties.
Organisation CCLRC
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Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2001-034. 2001. raltr-2001034.pdf 2001