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What is Fast Algorithms for Matrix Balancing about?

This document presents a new algorithm for quickly balancing matrices based on inner-outer iteration schemes. It shows that the commonly used Sinkhorn-Knopp algorithm is a member of this family of methods but other methods can converge much faster. In particular, a preconditioned conjugate gradient method is proposed for the inner iteration that can provide quadratic convergence at low cost, even for nonsymmetric matrices.

Author

Fagner Sutel

Language

EN