SimplexScaling:

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   Scales the multipliers of the slack variables in the 'a' matrix 
   for numerical stability in the simplex solver.  Note:  the 
   solution to the scaled simplex problem will produce the correct 
   vector of parameters, but the values of the slack varibles will not 
   be consistent with the original problem.  If needed, the slack
   variables can be recreated with 'anorm'. The matrix 'a' should be
   constructed such that the slack variables are located at the end of the
   parameter vector 'x'.

   Since version 8.
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   Form:
   [a_new,anorm,b_new] = SimplexScaling(a,b,nslack)
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   ------
   Inputs 
   ------

   a             (m,n)      Constraint matrix to be sent to Simplex.m
   b             (m,1)      Constraint vector to be sent to Simplex.m
   nslack        (1,1)      Number of slack variables in used in a

   -------
   Outputs
   -------

   a_new         (m,n)      Scaled constraint matrix
   anorm         (m,1)      Vector of the norms of each row in 'a'
   b_new         (m,1)      Scaled constraint vector

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Children:

Math: Linear/Mag