Scaling symmetric positive definite matrices to prescribed row sums

نویسندگان

  • Dianne P. O’Leary
  • H. Schneider
چکیده

We give a constructive proof of a theorem of Marshall and Olkin that any real symmetric positive definite matrix can be symmetrically scaled by a positive diagonal matrix to have arbitrary positive row sums. We give a slight extension of the result, showing that given a sign pattern, there is a unique diagonal scaling with that sign pattern, and we give upper and lower bounds on the entries of the scaling matrix. © 2003 Elsevier Inc. All rights reserved.

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تاریخ انتشار 2003