Matrix scaling, entropy minimization, and conjugate duality. I: Existence conditions
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Cited in
(26)- Entropic approach to interior point solution of linear programs
- Scalings of matrices satisfying line-product constraints and generalizations
- Linear Inequality Scaling Problems
- Equilibrants, semipositive matrices, calculation and scaling
- Scaling symmetric positive definite matrices to prescribed row sums.
- Characterizations of max-balanced flows
- Scaling of symmetric matrices by positive diagonal congruence
- A lower bound for the Balan-Jiang matrix problem
- Data parallel computing for network-structured optimization problems
- Generalized scalings satisfying linear equations
- A theorem of the alternative for multihomogeneous functions and its relationship to diagonal scaling of matrices
- An Axiomatic Approach to Proportionality Between Matrices
- Penalized maximum-likelihood estimation, the Baum-Welch algorithm, diagonal balancing of symmetric matrices and applications to training acoustic data
- An extension of a theorem of Darroch and Ratcliff in loglinear models and its application to scaling multidimensional matrices
- Scalings of matrices which have prespecified row sums and column sums via optimization
- Order independence and factor convergence in iterative scaling
- On complexity of matrix scaling
- On the complexity of nonnegative-matrix scaling
- Matrix scaling, entropy minimization, and conjugate duality. II: The dual problem
- Applications of max algebra to diagonal scaling of matrices
- Existence and Uniqueness of Optimal Matrix Scalings
- A conforming decomposition theorem, a piecewise linear theorem of the alternative, and scalings of matrices satisfying lower and upper bounds
- On the complexity of general matrix scaling and entropy minimization via the RAS algorithm
- Matrix scaling: A geometric proof of Sinkhorn's theorem
- Interval-constrained matrix balancing
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