Balancing an arbitrary matrix using computations with Stieltjes matrices

MaRDI QIDQ2563382zbMATH OpenFDO

Authors M. M. Makarov

Publication date 11 December 1996

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

matrix scalingnonlinear equations

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical computation of solutions to systems of equations (65H10)

Review text

This paper considers the problem of matrix scaling of the type \(CAC^{-1}\), where \(A\) is a square matrix, \(C\) is diagonal, and \(C\) minimizes the quantity \(\Phi (d) = \| DAD^{-1}\|_E\). Here \(d = (d_1,\dots,d_n)^T\) are the diagonal entries of matrix \(D\). Instead of minimizing \(\Phi(d)\) directly the author proposes to solve the nonlinear system \(D \text{grad\,}\Phi(d) = 0\) by Newton's iterations. In this way the linear system solved at each iteration has a Stieltjes matrix which is weakly diagonally dominant. This improves the convergence significantly. Convergence results are presented for the \(2\times 2\) case, and numerical examples show the effectiveness of the approach.

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Cited in

(7)

• How many matrices can be spectrally balanced simultaneously?
• A fast algorithm for matrix balancing
• scientific article; zbMATH DE number 6703492 (Why is no real title available?)
• Max-balanced Hungarian scalings
• On the Complexity of Matrix Balancing
• scientific article; zbMATH DE number 7376020 (Why is no real title available?)
• MATRIX BALANCING PROBLEM AND BINARY AHP(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan)

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