MATLAB: The algorithme behind equilibrate

equilibrate conditioning

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.

Best Answer

  • % 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.