balance

Purpose

Balances a square matrix.

Format

{ b, z } = balance(x)
Parameters:

x (KxK matrix or N-dimensional array where the last two dimensions are KxK) –

Returns:
  • b (KxK matrix or N-dimensional array where the last two dimensions are KxK) – balanced matrix
  • z (KxK matrix or N-dimensional array where the last two dimensions are KxK) – diagonal scale matrix

Examples

x = { 100 200 300,
       40  50  60,
        7   8   9 };

{ b, z } = balance(x);

The above code will assign b and z as shown below.

b = 100.0  100.0  37.5
     80.0   50.0  15.0
     56.0   32.0   9.0

z = 4.0  0.0  0.0
    0.0  2.0  0.0
    0.0  0.0  0.5

Remarks

Returns a balanced matrix b and another matrix z with scale factors in powers of two on its diagonal. b is balanced in the sense that the absolute sums of the magnitudes of elements in corresponding rows and columns are nearly equal.

balance() is most often used to scale matrices to improve the numerical stability of the calculation of their eigenvalues. It is also useful in the solution of matrix equations.

In particular,

\[\mathit{b = \, z^{- 1}xz}\]

balance() uses the BALANC function from EISPACK