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Limit points of the iterative scaling procedure

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  • Erik Aas

Abstract

The iterative scaling procedure (ISP) is an algorithm which computes a sequence of matrices, starting from some given matrix. The objective is to find a matrix ’proportional’ to the given matrix, having given row and column sums. In many cases, for example if the initial matrix is strictly positive, the sequence is convergent. It is known that the sequence has at most two limit points. When these are distinct, convergence to these two points can be slow. We give an efficient algorithm which finds the limit points, invoking the ISP only on subproblems for which the procedure is convergent. Copyright Springer Science+Business Media New York 2014

Suggested Citation

  • Erik Aas, 2014. "Limit points of the iterative scaling procedure," Annals of Operations Research, Springer, vol. 215(1), pages 15-23, April.
    • Handle: RePEc:spr:annopr:v:215:y:2014:i:1:p:15-23:10.1007/s10479-013-1416-2
    DOI: 10.1007/s10479-013-1416-2
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