Existence and Uniqueness of Optimal Matrix Scalings

نویسندگان

  • V. Balakrishnan
  • S. Boyd
چکیده

The problem of finding a diagonal similarity scaling to minimize the scaled singular value of a matrix arises frequently in robustness analysis of control systems. It is shown here that the set of optimal diagonal scalings is nonempty and bounded if and only if the matrix that is being scaled is irreducible. For an irreducible matrix, a sufficient condition is derived for the uniqueness of the optimal scaling.

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عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 16  شماره 

صفحات  -

تاریخ انتشار 1995