Monte Carlo optimization for reducing the condition number of ill conditioned matrices

Behrouz Fathi Vajargah, Mojtaba Moradi, Mohadeseh Kanafchian


Scaling consists in pre- and post-multiplying a matrix by two diagonal matrices, and, respectively. Classical scaling is a well known algorithm as row and column scaling. In this paper, we apply multi-start algorithm and simulated annealing algorithm for optimizing the condition number of an ill conditioned matrix and compare their results.


Ill conditioned matrix; Condition number; Diagonal scaling; Multi-start algorithm; Simulated annealing algorithm

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