On complexity of matrix scaling

Citation
A. Nemirovski et U. Rothblum, On complexity of matrix scaling, LIN ALG APP, 303, 1999, pp. 435-460
Citations number
8
Categorie Soggetti
Mathematics
Journal title
LINEAR ALGEBRA AND ITS APPLICATIONS
ISSN journal
00243795 → ACNP
Volume
303
Year of publication
1999
Pages
435 - 460
Database
ISI
SICI code
0024-3795(199912)303:<435:OCOMS>2.0.ZU;2-O
Abstract
The Line Sum Scaling problem for a nonnegative matrix A is to find positive definite diagonal matrices Y, Z which result in prescribed row and column sums of the scaled matrix YAZ. The matrix Balancing problem for a nonegativ e square matrix A is to find a positive definite diagonal Matrix X such tha t the row sums in the scaled matrix XAX are equal to the corresponding colu mn sums. We demonstrate that epsilon-versions of both these problems, same as those of other scaling problems for nonnegative multiindex arrays, can b e reduced to a specific Geometric Programming problem. For the latter probl em, we develop a polynomial-time algorithm, thus deriving polynomial time s olvability of a number of generic scaling problems for nonnegative multiind ex arrays. Our results extend those previously known for the problems of ma trix balancing [3] and of double-stochastic scaling of a square nonnegative matrix [2]. (C) 1999 Published by Elsevier Science Inc. All rights reserve d.