Limit points of the iterative scaling procedure (Q744663)

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    Limit points of the iterative scaling procedure
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      Limit points of the iterative scaling procedure (English)
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      26 September 2014
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      The iterative scaling procedure (ISP) generates a sequence of matrices rescaling alternately its rows and columns to arrive at a matrix with prescribed row and column sums. If the starting matrix \(A\) is connected with nonnegative elements, ISP will converge. However, when this iterative process has two limit points, convergence is slow. This paper gives an efficient algorithm to find both limit points in such a case. The idea is to partition the sets of row and column indices. These define blocks which are then iteratively refined. This gives a decomposition of the matrix, and the iteration can be performed on subblocks. This paper appeared in a special issue of the journal and another paper in that issue discusses a similar problem (cf. [\textit{F. Pukelsheim}, ibid. 215, 269--283 (2014; Zbl 1302.65114)]).
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      iterative scaling procedure
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      alternating divergence minimization
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      biproportional fitting
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      algorithm
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