The rate of convergence of Sinkhorn balancing

DOI10.1016/0024-3795(91)90157-RzbMATH Open0726.15017OpenAlexW1966824417MaRDI QIDQ802704FDOQ802704

Authors: George W. Soules 

Publication date: 1991

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(91)90157-r

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zbMATH Keywords

rate of convergencedoubly stochastic matrixiterationSinkhorn balancing

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Stochastic matrices (15B51)

Cites Work

• Concerning nonnegative matrices and doubly stochastic matrices
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• A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
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• Generalized Iterative Scaling for Log-Linear Models
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• On the scaling of multidimensional matrices
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• Growth transformations for functions on manifolds
• Maximum Entropy for Hypothesis Formulation, Especially for Multidimensional Contingency Tables
• Convergence of the Iterative Scaling Procedure for Non-Negative Matrices
• Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
• Applications of an inequality in information theory to matrices
• Methods for scaling to doubly stochastic form
• Problems Involving Diagonal Products in Nonnegative Matrices
• On nonnegative matrices
• On matrices with doubly stochastic pattern
• The Jacobian of a growth transformation

Cited In (18)

• Classical complexity and quantum entanglement
• Order independence and factor convergence in iterative scaling
• Approximating the permanent via importance sampling with application to the dimer covering problem
• Successive standardization of rectangular arrays
• The Sinkhorn–Knopp Algorithm: Convergence and Applications
• Vector Monte Carlo stochastic matrix-based algorithms for large linear systems
• Permanents, \(\alpha\)-permanents and Sinkhorn balancing
• Better and simpler error analysis of the Sinkhorn-Knopp algorithm for matrix scaling
• ILU preconditioners for nonsymmetric saddle-point matrices with application to the incompressible Navier-Stokes equations
• Extending the minc-brègman upper bound for the permanent
• Matrix scaling limits in finitely many iterations
• Sinkhorn limits in finitely many steps
• Robust learning in social networks via matrix scaling
• Alternate minimization and doubly stochastic matrices
• Convergence of some problems of positive type and a theorem of Fill
• Better and simpler error analysis of the Sinkhorn-Knopp algorithm for matrix scaling
• On coupling particle filter trajectories
• Implications of convergence rates in Sinkhorn balancing

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