Accession Number:

ADA169257

Title:

An Algorithm for Rescaling a Matrix Positive Definite.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB

Personal Author(s):

Report Date:

1986-04-01

Pagination or Media Count:

26.0

Abstract:

For a given square real matrix M, we present a general algorithm which decides the existence of a positive diagonal matrix D such that DM is positive definite and which constructs the D if it exists. It is shown that solving this matrix rescaling problem is equivalent to finding a solution of an infinite system of linear inequalities. The algorithm solves the infinite system of linear inequalities by generating and solving a sequence of linear programs. Keywords Eigenvalues Eigenvectors.

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE