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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2004 Volume 309, Pages 84–126 (Mi znsl819)

This article is cited in 1 paper

Solution of the problem of optimal diagonal scaling for quasireal Hermitian positive-definite $3\times3$ matrices

L. Yu. Kolotilina

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences

Abstract: The paper completely solves the problem of optimal diagonal scaling for quasireal Hermitian positive-definite matrices of order 3. In particular, in the most interesting irreducible case, it is demonstrated that for any matrix $C$ from the class considered there is a uniquely determined optimally scaled matrix $D^*_0CD_0$ of one of the four canonical types, and formulas for the entries of the diagonal matrix $D_0$ are presented as well as formulas for the eigenvalues and eigenvectors of $D^*_0CD_0$ and for the optimal condition number of $C$, which is equal to $k(D^*_0CD_0)$. The optimality of the Jacobi scaling is analyzed.

UDC: 512.643

Received: 05.05.2004


 English version:
Journal of Mathematical Sciences (New York), 2006, 132:2, 190–213

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