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

Review text

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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Cites work

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Cited in

(6)

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

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