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Computing the nearest diagonally dominant matrix

✍ Scribed by María Mendoza; Marcos Raydan; Pablo Tarazaga

Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
78 KB
Volume
5
Category
Article
ISSN
1070-5325

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✦ Synopsis

We solve the problem of minimizing the distance from a given matrix to the set of symmetric and diagonally dominant matrices. First, we characterize the projection onto the cone of diagonally dominant matrices with positive diagonal, and then we apply Dykstra's alternating projection algorithm on this cone and on the subspace of symmetric matrices to obtain the solution. We discuss implementation details and present encouraging preliminary numerical results.

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