A Numerical Method for the Inverse Stochastic Spectrum Problem

DOI10.1137/S0895479896292418MaRDI QIDQ4210275zbMATH OpenOpenAlexFDO

Authors Moody T. Chu, Quanlin Guo

Publication date 21 September 1998

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479896292418

zbMATH Keywords

least squaressingular value decompositionnumerical experimentsnumerical stabilitystochastic matrixnonnegative matrixisospectral matricesprescribed spectrumsteepest descent flowstructured Markov chain

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Stochastic matrices (15B51)

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Cited in

(17)

• On a numerical construction of doubly stochastic matrices with prescribed eigenvalues
• A direct solution to the stochastic inverse eigenvalue problem for complex-valued eigenspectra
• Isospectral flow method for nonnegative inverse eigenvalue problem with prescribed structure
• A Riemannian inexact Newton-CG method for constructing a nonnegative matrix with prescribed realizable spectrum
• Stable numerical methods of solving certain inverse problems of vibrational spectroscopy
• Targetted stochastic matrix inversion
• A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems
• An algorithm for constructing nonnegative matrices with prescribed real eigenvalues
• On the two-step estimation of the cross-power spectrum for dynamical linear inverse problems
• A Riemannian Fletcher-Reeves conjugate gradient method for doubly stochastic inverse eigenvalue problems
• On substochastic inverse eigenvalue problems with the corresponding eigenvector constraints
• Subspace estimation and prediction methods for hidden Markov models
• A numerical method for inverse spectral problems
• A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem
• A geometric Gauss-Newton method for least squares inverse eigenvalue problems
• A Riemannian inexact Newton dogleg method for constructing a symmetric nonnegative matrix with prescribed spectrum
• Nonnegative inverse eigenvalue problems with partial eigendata

Describes a project that uses

Uses Software

• MATLAB ODE suite
• Matlab

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