Scaling symmetric positive definite matrices to prescribed row sums

TitleScaling symmetric positive definite matrices to prescribed row sums
Publication TypeJournal Articles
Year of Publication2003
AuthorsO’Leary DP
JournalLinear Algebra and its Applications
Volume370
Pagination185 - 191
Date Published2003/09/01/
ISBN Number0024-3795
KeywordsDiagonal preconditioning, Homotopy, Matrix scaling, Positive definite matrices
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.

URLhttp://www.sciencedirect.com/science/article/pii/S0024379503003872
DOI10.1016/S0024-3795(03)00387-2