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We present an iterative algorithm which asymptotically scales the ∞-norm of each row and each column of a matrix to one. This scaling algorithm preserves symmetry of the original matrix and shows fast linear convergence with an asymptotic rate of 1/2. We discuss extensions of the algorithm to the 1-norm, and by inference to other norms. For the 1-norm case, we show again that convergence is linear, with the rate dependent on the spectrum of the scaled matrix. We demonstrate experimentally that the scaling algorithm improves the conditioning of the matrix and that it helps direct solvers by reducing the need for pivoting. In particular, for symmetric matrices the theoretical and experimental results highlight the potential of the proposed algorithm over existing alternatives. [ABSTRACT FROM AUTHOR]

The elimination tree model for sparse unsymmetric matrices and an algorithm for constructing it have been recently proposed by Eisenstat and Liu [SIAM J. Matrix Anal. Appl., 26 (2005), pp. 686-705] and [SIAM J. Matrix Anal. Appl., 29 (2008), pp. 1363-1381]. The construction algorithm has a worst-case time complexity of Θ(mn) for an n X n unsymmetric matrix having m off-diagonal nonzeros. We propose another algorithm that has a worst-case time complexity of ...(mlogn). We compare the two algorithms experimentally and show that both algorithms are efficient in general. The algorithm of Eisenstat and Liu is faster in many practical cases, yet there are instances in which there is a significant difference between the running time of the two algorithms in favor of the one proposed here. [ABSTRACT FROM AUTHOR]