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Stochastic Matrix-Free Equilibration

Diamond, S; Boyd, S

Diamond, S (reprint author), Stanford Univ, Stanford, CA 94305 USA.

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2017; 172 (2): 436

Abstract

We present a novel method for approximately equilibrating a matrix using only multiplication by the matrix and its transpose. Our method is based on c......

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