Matrix-Free Approximate Equilibration
Andrew Bradley, Walter Murray · arXiv (Cornell University) · 2011
The condition number of a diagonally scaled matrix, for appropriately chosen scaling matrices, is often less than that of the original. Equilibration scales a matrix so that the scaled matrix's row and column norms are equal. Scaling can be approximate. We develop approximate equilibration algorithms for nonsymmetric and symmetric matrices having signed elements that access a matrix only by matrix-vector products.