Optional matrix balancing prior to matrix decompositions
@ggael
Submitted by Gael GuennebaudAssigned to Nobody
Link to original bugzilla bug (#1434)
Version: 3.4 (development)
Description
It would be nice to offer options for matrix balancing as a preprocessing steps of matrix decompositions. Here is a related SO question with code for the eigenvalue problem:
https://stackoverflow.com/questions/43151853/eigen-balancing-matrix-for-eigenvalue
There is also an IterScaling<> class in unsupported/ implementing "A Symmetry Preserving Algorithm for Matrix Scaling" for linear solvers.
Edited by Eigen Bugzilla