WOLFRAM SYSTEM MODELER
balanceReturn a balanced form of matrix A to improve the condition of A |
SystemModel["Modelica.Math.Matrices.balance"]
This information is part of the Modelica Standard Library maintained by the Modelica Association.
(D,B) = Matrices.balance(A);
This function returns a vector D, such that B=inv(diagonal(D))*A*diagonal(D) has a better condition as matrix A, i.e., conditionNumber(B) ≤ conditionNumber(A). The elements of D are multiples of 2 which means that this function does not introduce round-off errors. Balancing attempts to make the norm of each row of B equal to the norm of the respective column.
Balancing is used to minimize roundoff errors induced through large matrix calculations like Taylor-series approximation or computation of eigenvalues.
- A = [1, 10, 1000; 0.01, 0, 10; 0.005, 0.01, 10] - Matrices.norm(A, 1); = 1020.0 - (T,B)=Matrices.balance(A) - T = {256, 16, 0.5} - B = [1, 0.625, 1.953125; 0.16, 0, 0.3125; 2.56, 0.32, 10.0] - Matrices.norm(B, 1); = 12.265625
The Algorithm is taken from
which based on the balance
function from EISPACK.
A |
Type: Real[:,size(A, 1)] |
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D |
Type: Real[size(A, 1)] Description: diagonal(D)=T is transformation matrix, such that B = inv(T)*A*T has smaller condition as A |
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B |
Type: Real[size(A, 1),size(A, 1)] Description: Balanced matrix (= inv(diagonal(D))*A*diagonal(D) ) |