A fast algorithm for matrix balancing

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The Sinkhorn-Knopp algorithm [\textit{R. Sinkhorn} and \textit{P. Knopp}, Pac. J. Math. 21, 343--348 (1967; Zbl 0152.01403)] offers an approach to balancing matrices but it does not work well for sparse matrices. In this paper, the authors derive some new algorithms that are fast for large matrix-balancing problems. They show that an inexact Newton method offers a simple way of overcoming the limitation of the Sinkhorn-Knopp algorithm. They make sure that if they remain in the positive cone then they show improvements for both symmetric and nonsymmetric matrices. They point out that if the diagonal of the matrix contain widely varying elements then the proposed algorithm converges slowly.




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