Scaling Symmetric Positive Definite Matrices to Prescribed Row Sums
Scaling Symmetric Positive Definite Matrices to Prescribed Row Sums
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Date
2001-11-19
Authors
O'Leary, Dianne P.
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Abstract
We show that any symmetric positive definite matrix can be symmetrically scaled
by a positive diagonal matrix, or by a diagonal matrix with arbitrary
signs, to
have arbitrary positive rows sums. The scaling can be constructed by
solving an
ordinary differential equation.