Re: On optimal scaling of a matrix

From: <skoge@chembio.ntnu.no>
Date: Wed Jun 23 1999 - 09:52:54 CEST

Dear Edgar C. Tamayo

I always use Matlab so I do not have anything easily available.

To compute the minimized condition number one minimized the
singular value as given in (A.73). To find initial estimates
for the scalings one may first minimize the Frobenius norm
using the method of Osborne ("On pre-conditioning of matrices:
I.Assoc.Comit.Mach., Vol. 7, 338-345 (1960)).

Best regards,
Sigurd Skogestad
Received on Wed Jun 23 07:52:46 1999

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