Limit points of the iterative scaling procedure

DOI10.1007/S10479-013-1416-2MaRDI QIDQ744663zbMATHOpenAlexFDO

Authors Erik Aas

Publication date 26 September 2014

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1207.5462

zbMATH Keywords

algorithmalternating divergence minimizationbiproportional fittingiterative scaling procedure

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Abstract: The iterative scaling procedure (ISP) is an algorithm which computes a sequence of matrices, starting from some given matrix. The objective is to find a matrix 'proportional' to the given matrix, having given row and column sums. In many cases, for example if the initial matrix is strictly positive, the sequence is convergent. In the general case, it is known that the sequence has at most two limit points. When these are distinct, convergence can be slow. We give an efficient algorithm which finds these limit points, invoking the ISP only on instances for which the procedure is convergent.

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Cites work

• scientific article; zbMATH DE number 3872359 (Why is no real title available?)
• Convergence of the Iterative Scaling Procedure for Non-Negative Matrices
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• Matrices and politics
• The Sinkhorn–Knopp Algorithm: Convergence and Applications
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Cited in

(9)

• On the extended iterative proportional scaling algorithm
• A Parallel Matrix Scaling Algorithm
• Termination of the iterative proportional fitting procedure
• Biproportional scaling of matrices and the iterative proportional fitting procedure
• Order independence and factor convergence in iterative scaling
• Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices
• Limit analysis with the dual affine scaling algorithm
• Theoretical basis of the iterative process of the joint assessment of difficulties in tasks and levels of training students
• A permutation code preserving a double Eulerian bistatistic

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