Diagonal Scaling to an Orthogonal Matrix

Abraham Berman, Beresford Ν. Parlett, Robert J. Plemmons · SIAM Journal on Algebraic and Discrete Methods · 1981

An algorithm is given which determines whether a matrix A is diagonally equivalent to an orthogonal matrix and, if so, computes the corresponding scaling factors. The algorithm makes use of the Hadamard quotient $A^{ - 1} \odiv A^t $. Such problems arise, for example, in the study of energy conserving norms for the solution of hyperbolic systems of partial differential equations.

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