Monte Carlo optimization for reducing the condition number of ill conditioned matrices
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| Title | Monte Carlo optimization for reducing the condition number of ill conditioned matrices |
| Authors | |
| Abstract | Scaling consists in pre- and post-multiplying a matrix by two diagonal matrices, and, respectively. Classical scaling is a well known algorithm as row and column scaling. In this paper, we apply multi-start algorithm and simulated annealing algorithm for optimizing the condition number of an ill conditioned matrix and compare their results. |
| Publisher | Advances in Computational Mathematics and its Applications |
| Date | 2012-06-30 |
| Source | 2167-6356 |
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