The algorithme behind equilibrate?
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I've succesfully been using the new MATLAB function "equilibrate" to improve the conditioning of some quite ill-conditioned problems. However, the MATLAB documentation does not give any reference to the actual method behind equilibrate. Since I work a lot on numerical methods it would be interesting if anyone has an idea of, or even better, a reference to the underlying method used by equilibrate?
Thank you in advance.
Peter
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Walter Roberson
2020-4-29
% Reference:
% I.S. Duff and J. Koster. "On Algorithms For Permuting Large Entries
% to the Diagonal of a Sparse Matrix."
% SIAM J. Matrix Anal. & Appl., 22(4), 973-996, 2001.
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