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Termination of the iterative proportional fitting procedure
Institution:1. Loughborough University, Department of Mathematical Sciences, Loughborough, Leicestershire, LE11 3TU, UK;2. University of Strathclyde, Department of Mathematics and Statistics, Glasgow, G1 1XH, UK;3. School of Economics and Management, Fuzhou University, China;1. Department of Statistics, Sungkyunkwan University, 25-2, Sungkyunkwan-ro, Jongno-gu, Seoul, 110-745, Republic of Korea;2. Mathematics Department, Tulane University, 6823 St. Charles Avenue, New Orleans, LA 70118, USA;3. Department of Statistics and Operations Research, UNC at Chapel Hill, CB#3260, Hanes Hall, Chapel Hill, NC 27599, USA
Abstract:The iterative proportional fitting procedure (IPF procedure) alternately fits a given nonnegative matrix to given positive row marginals and given positive column marginals. This paper proves that if the IPF procedure terminates, then this has to be within the first two steps.
Keywords:Iterative proportional fitting  IPF procedure  Alternating scaling  Termination
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