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Bug 1434 - Optional matrix balancing prior to matrix decompositions
Summary: Optional matrix balancing prior to matrix decompositions
Status: NEW
Alias: None
Product: Eigen
Classification: Unclassified
Component: General (show other bugs)
Version: 3.4 (development)
Hardware: All All
: Normal Feature Request
Assignee: Nobody
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Reported: 2017-06-06 14:10 UTC by Gael Guennebaud
Modified: 2017-06-06 14:10 UTC (History)
3 users (show)



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Description Gael Guennebaud 2017-06-06 14:10:07 UTC
It would be nice to offer options for matrix balancing as a preprocessing steps of matrix decompositions. Here is a related SO question with code for the eigenvalue problem:

https://stackoverflow.com/questions/43151853/eigen-balancing-matrix-for-eigenvalue

There is also an IterScaling<> class in unsupported/ implementing "A Symmetry Preserving Algorithm for Matrix Scaling" for linear solvers.

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