Pages that link to "Item:Q1837746"
From MaRDI portal
The following pages link to Methods for scaling to doubly stochastic form (Q1837746):
Displayed 15 items.
- Calculation of the permanent of a sparse positive matrix (Q709358) (← links)
- Interval-constrained matrix balancing (Q758125) (← links)
- The rate of convergence of Sinkhorn balancing (Q802704) (← links)
- Distributed resource coordination in networked systems described by digraphs (Q899121) (← links)
- A scaling algorithm for polynomial constraint satisfaction problems (Q956593) (← links)
- An extension of a theorem of Darroch and Ratcliff in loglinear models and its application to scaling multidimensional matrices (Q1112910) (← links)
- Primes in several classes of the positive matrices (Q1307533) (← links)
- Scaling and structural condition numbers (Q1368765) (← links)
- Structure properties of a doubly-stochastic process on a network (Q1619111) (← links)
- A new pivoting strategy for Gaussian elimination (Q1915612) (← links)
- Accelerating the Sinkhorn-Knopp iteration by Arnoldi-type methods (Q2174200) (← links)
- Generalized self-concordant functions: a recipe for Newton-type methods (Q2330645) (← links)
- Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization (Q3369520) (← links)
- Distributed Average Consensus in Digraphs (Q4560623) (← links)
- Introducing the Class of SemiDoubly Stochastic Matrices: A Novel Scaling Approach for Rectangular Matrices (Q6066104) (← links)
