Scaling symmetric positive definite matrices to prescribed row sums
Title | Scaling symmetric positive definite matrices to prescribed row sums |
Publication Type | Journal Articles |
Year of Publication | 2003 |
Authors | O’Leary DP |
Journal | Linear Algebra and its Applications |
Volume | 370 |
Pagination | 185 - 191 |
Date Published | 2003/09/01/ |
ISBN Number | 0024-3795 |
Keywords | Diagonal 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. |
URL | http://www.sciencedirect.com/science/article/pii/S0024379503003872 |
DOI | 10.1016/S0024-3795(03)00387-2 |