An Algorithm for Scaling Matrices

DOI10.1137/1004032zbMATH Open0108.12401OpenAlexW1975579532MaRDI QIDQ3843908FDOQ3843908

Authors: D. R. Fulkerson, Peter Wolfe 

Publication date: 1962

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1004032

zbMATH Keywords

numerical analysis

Cited In (15)

• On solving problems with sparse matrices
• On scaling linear programs—some experimental results
• The efficient solution of large-scale linear programming problems—some algorithmic techniques and computational results
• Computational methods of linear algebra
• Preconditioning for sparse linear systems at the dawn of the 21st century: history, current developments, and future perspectives
• A conforming decomposition theorem, a piecewise linear theorem of the alternative, and scalings of matrices satisfying lower and upper bounds
• Scaling linear optimization problems prior to application of the simplex method
• A computational comparison of scaling techniques for linear optimization problems on a graphical processing unit
• Cones, graphs and optimal scalings of matrices
• Computing optimal scalings by parametric network algorithms
• An algorithm for scaling matrices and computing the minimum cycle mean in a digraph
• The Sylvester Resultant Matrix and Image Deblurring
• Applications of shortest path algorithms to matrix scalings
• Characterizations of optimal scalings of matrices
• Some Results on Sparse Matrices

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