A Fast Algorithm for Matrix Balancing

@inproceedings{Knight2007AFA,
  title={A Fast Algorithm for Matrix Balancing},
  author={Philip A. Knight and Daniel Ruiz},
  booktitle={Web Information Retrieval and Linear Algebra Algorithms},
  year={2007}
}
As long as a square nonnegative matrix A contains sufficient nonzero elements, then the matrix can be balanced, that is we can find a diagonal scaling of A that is doubly stochastic. A number of algorithms have been proposed to achieve the balancing, the most well known of these being SinkhornKnopp. In this paper we derive new algorithms based on inner-outer iteration schemes. We show that Sinkhorn-Knopp belongs to this family, but other members can converge much more quickly. In particular, we… CONTINUE READING