Optimally scaled matrices
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Cites work
Cited in
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- Positive definite Hankel matrices of minimal condition
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- Some Results on Sparse Matrices
- Matrices which can be optimally scaled
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- Bounds for the inequality of Wielandt
- On matrices with a checkerboard sign distribution
- On the computation of inclusion regions for partitioned matrices
- Zur Kondition des linearen Ausgleichsproblems mit linearen Gleichungen als Nebenbedingungen
- Gaussian elimination: When is scaling beneficial!
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- Structured perturbations and symmetric matrices
- An equilibrated method of fundamental solutions to choose the best source points for the Laplace equation
- A small note on the scaling of symmetric positive definite semiseparable matrices
- On solving problems with sparse matrices
- Remarks on optimally scaled matrices
- Scaling of matrices to achieve specified row and column sums
- Conic optimization via operator splitting and homogeneous self-dual embedding
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- Graph-based dwell time computation methods for discrete-time switched linear systems
- Optimally scaled matrices, necessary and sufficient conditions
- Cones, graphs and optimal scalings of matrices
- A note on optimal block-scaling of matrices
- Error Analysis for Polynomial Evaluation
- Conditioning of coefficient matrices of ordinary kriging
- Characterizations of optimal scalings of matrices
- Iterative Refinement Implies Numerical Stability for Gaussian Elimination
- Condition, equilibration and pivoting in linear algebraic systems
- A note on the instability of Gaussian elimination
- Scaling linear optimization problems prior to application of the simplex method
- Diagonal scaling of ill-conditioned matrixes by genetic algorithm
- Block scaling with optimal euclidean condition
- On two methods for elimination of non-unique solutions of an integral equation with logarithmic kernel/†
- A conforming decomposition theorem, a piecewise linear theorem of the alternative, and scalings of matrices satisfying lower and upper bounds
- New phase of phase
- Applications of shortest path algorithms to matrix scalings
- scientific article; zbMATH DE number 3311422 (Why is no real title available?)
- Solution of real and complex systems of linear equations
- Optimally scaled vector regularization method to solve ill-posed linear problems
- Singular-value and eigenvalue techniques in the analysis of systems with structured perturbations
- Sparse direct methods for model simulation
- Optimally conditioned block matrices
- Computational methods of linear algebra
- Computing Invariant Subspaces of a General Matrix when the Eigensystem is Poorly Conditioned
- On the simultaneous diagonal stability of linear discrete-time systems
- The use of preconditioning in direct methods of solving positive definite linear systems
- Generating extreme-scale matrices with specified singular values or condition number
- Normality, scaling and eigenvalue inclusion regions
- Algebraic multigrid methods for dual mortar finite element formulations in contact mechanics
- Nearly Optimal Block-Jacobi Preconditioning
- Equilibration of matrices to optimize backward numerical stability
- Scaled ILU smoothers for Navier-Stokes pressure projection
- Synchronization of diverse agents via phase analysis
- Obtaining minimal Gerschgorin discs by scaling the states
- A comparison of preconditioning strategies
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