The Sinkhorn-Knopp Algorithm:Convergence and Applications
As long as a square nonnegative matrix $A$ contains sufficient nonzero
elements, the Sinkhorn-Knopp algorithm can be used to balance the matrix,
that is, to find a diagonal scaling of $A$ that is doubly stochastic.
We relate balancing to problems in traffic flow and describe how balancing
algorithms can be used to give a two sided measure of nodes in a graph. We
show that with an appropriate modification, the Sinkhorn-Knopp algorithm is a
natural candidate for computing the measure on enormous data sets.
Matrix balancing
Sinkhorn-Knopp algorithm
PageRank
doubly stochastic matrix
1-18
Regular Paper
Philip A.
Knight
Philip A. Knight
10.4230/DagSemProc.07071.16
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