An algorithm for rescaling a matrix positive definite (Q1094822)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for rescaling a matrix positive definite |
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An algorithm for rescaling a matrix positive definite (English)
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1987
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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.
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matrix rescaling problem
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linear inequalities
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linear programs
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