Solving inverse cone-constrained eigenvalue problems (Q1938054): Difference between revisions

At first, the paper deals with the so-called inverse Pareto eigenvalue problem (IPEP). The IPEP solution is a matrix \(A\) of order \(n\), whose Pareto spectrum contains a prescribed set \(\Lambda =\{ \lambda_1,\dots,\lambda_p\}\) of distinct reals. The paper compares different numerical methods for computing such a real matrix of order \(n.\) These methods include a method (NFA) already presented by the authors. Secondly, the authors deal with the problem of computing the Lorentz spectrum and solving the inverse Lorentz eigenvalue problem (ILEP). The method NFA is shown to be effective for ILEP also, even if it requires to be somewhat tailored.