An exploration of matrix equilibration Liu, Paul
We review three algorithms that scale the infinity-norm of each row and column in a matrix to 1. The first algorithm applies to unsymmetric matrices, and uses techniques from graph theory to scale the matrix. The second algorithm applies to symmetric matrices, and is notable for being asymptotically optimal in terms of operation counts. The third is an iterative algorithm that works for both symmetric and unsymmetric matrices. Experimental evidence of the effectiveness of all three algorithms in improving the conditioning of the matrix is demonstrated.
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Attribution 2.5 Canada