An algorithm for rescaling a matrix positive definite (Q1094822): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:29, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for rescaling a matrix positive definite |
scientific article |
Statements
An algorithm for rescaling a matrix positive definite (English)
0 references
1987
0 references
Given a square matrix M, find D diagonal, so that DM is positive definite, i.e. has its field of values in the right half plane. Here it is shown that this problem can be formulated as an infinite set of linear inequalities, and solved by solving a finite sequence of linear programming problems.
0 references
matrix rescaling problem
0 references
linear inequalities
0 references
linear programs
0 references
