Title of article :
Scaling symmetric positive definite matrices to prescribed row sums
Author/Authors :
Dianne P. O’Leary، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
We give a constructive proof of a theorem of Marshall and Olkin that any real symmetric positive definite matrix can be symmetrically scaled by a positive diagonal matrix to have arbitrary positive row sums. We give a slight extension of the result, showing that given a sign pattern, there is a unique diagonal scaling with that sign pattern, and we give upper and lower bounds on the entries of the scaling matrix.
Keywords :
Positive definite matrices , Matrix scaling , Diagonal preconditioning , Homotopy
Journal title :
Linear Algebra and its Applications
Journal title :
Linear Algebra and its Applications