nalgebra::linalg::balancing

Function balance_parlett_reinsch

Source
pub fn balance_parlett_reinsch<T: RealField, D: Dim>(
    matrix: &mut OMatrix<T, D, D>,
) -> OVector<T, D>
Expand description

Applies in-place a modified Parlett and Reinsch matrix balancing with 2-norm to the matrix and returns the corresponding diagonal transformation.

See https://arxiv.org/pdf/1401.5766.pdf