Max-plus singular values

In this paper we prove a new characterization of the max-plus singular values of a max-plus matrix, as the max-plus eigenvalues of an associated max-plus matrix pencil. This new characterization allows us to compute max-plus singular values quickly and accurately. As well as capturing the asymptotic behavior of the singular values of classical matrices whose entries are exponentially parameterized we show experimentally that max-plus singular values give order of magnitude approximations to the classical singular values of parameter independent classical matrices.We also discuss Hungarian scaling, which is a diagonal scaling strategy for preprocessing classical linear systems. We show that Hungarian scaling can dramatically reduce the 2-norm condition number and that this action can be explained using our new theory for max-plus singular values.