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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 309, Pages 84–126
(Mi znsl819)
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This article is cited in 1 scientific paper (total in 1 paper)
Solution of the problem of optimal diagonal scaling for quasireal Hermitian positive-definite
$3\times3$ matrices
L. Yu. Kolotilina St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
The paper completely solves the problem of optimal diagonal scaling for quasireal Hermitian positive-definite matrices of order 3. In particular, in the most interesting irreducible case, it is demonstrated that for any matrix $C$ from the class considered there is a uniquely determined optimally scaled matrix $D^*_0CD_0$ of one of the four canonical types, and formulas for the entries of the diagonal matrix $D_0$ are presented as well as formulas for the eigenvalues and eigenvectors of $D^*_0CD_0$ and for the optimal condition number of $C$, which is equal to $k(D^*_0CD_0)$. The optimality of the Jacobi scaling is analyzed.
Received: 05.05.2004
Citation:
L. Yu. Kolotilina, “Solution of the problem of optimal diagonal scaling for quasireal Hermitian positive-definite
$3\times3$ matrices”, Computational methods and algorithms. Part XVII, Zap. Nauchn. Sem. POMI, 309, POMI, St. Petersburg, 2004, 84–126; J. Math. Sci. (N. Y.), 132:2 (2006), 190–213
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https://www.mathnet.ru/eng/znsl819 https://www.mathnet.ru/eng/znsl/v309/p84
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Abstract page: | 265 | Full-text PDF : | 52 | References: | 48 |
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