Mathematics – Numerical Analysis
Scientific paper
2011-10-12
Mathematics
Numerical Analysis
Scientific paper
The condition number of a diagonally scaled matrix, for appropriately chosen scaling matrices, is often less than that of the original. Approximate equilibration scales a matrix so that the scaled matrix's row and column norms are approximately equal. We develop approximate equilibration algorithms for both nonsymmetric and symmetric matrices that access a matrix only by matrix-vector products, and we show that approximate equilibration is possible for all structurally nonsingular matrices.
Bradley Andrew M.
Murray Walter
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