An algorithm for rescaling a matrix positive definite

DOI10.1016/0024-3795(87)90340-5MaRDI QIDQ1094822zbMATH OpenOpenAlexFDO

Authors Hui Hu

Publication date 1987

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(87)90340-5

zbMATH Keywords

linear inequalitieslinear programsmatrix rescaling problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Numerical computation of matrix norms, conditioning, scaling (65F35)

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• Application of M-matrices to the stability problems of composite dynamical systems
• Matrix Diagonal Stability and Its Implications
• Nonlinear Programs with Positively Bounded Jacobians
• On the existence of positive diagonal<tex>P</tex>such that<tex>PA + A^{T}P < 0</tex>
• Positive diagonal solutions to the Lyapunov equations
• Scalings of vector spaces and the uniqueness of lyapunov scaling factors
• State Constraints in Convex Control Problems of Bolza
• Three types of matrix stability

Cited in

(6)

• Unifying matrix stability concepts with a view to applications
• A Symmetry Preserving Algorithm for Matrix Scaling
• Residual algorithm for large-scale positive definite generalized eigenvalue problems
• A Projective Method for Rescaling a Diagonally Stable Matrix to be Positive Definite
• Matrix-theoretic conditions for the realizability of sliding manifolds
• Positive definiteness via off-diagonal scaling of a symmetric indefinite matrix

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