Alternating projection method for doubly stochastic inverse eigenvalue problems with partial eigendata
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Cites work
- A Dual Optimization Approach to Inverse Quadratic Eigenvalue Problems with Partial Eigenstructure
- A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems
- A nonsmooth version of Newton's method
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- A recursive method for constructing doubly stochastic matrices and inverse eigenvalue problem
- A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
- A Riemannian Fletcher-Reeves conjugate gradient method for doubly stochastic inverse eigenvalue problems
- A Riemannian variant of the Fletcher-Reeves conjugate gradient method for stochastic inverse eigenvalue problems with partial eigendata
- Alternating projection methods.
- Backward perturbation analysis of certain characteristic subspaces
- Computing the Nearest Doubly Stochastic Matrix with A Prescribed Entry
- scientific article; zbMATH DE number 3928227 (Why is no real title available?)
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- Matrix Analysis
- On Inverse Quadratic Eigenvalue Problems with Partially Prescribed Eigenstructure
- On Projection Algorithms for Solving Convex Feasibility Problems
- On the symmetric doubly stochastic inverse eigenvalue problem
- Optimization and nonsmooth analysis
- Proximity Maps for Convex Sets
- The inverse eigenvalue problem for symmetric doubly stochastic matrices.
Cited in
(5)- An algorithm for constructing doubly stochastic matrices for the inverse eigenvalue problem
- A Riemannian Fletcher-Reeves conjugate gradient method for doubly stochastic inverse eigenvalue problems
- On a numerical construction of doubly stochastic matrices with prescribed eigenvalues
- Alternating projection method for solving doubly stochastic inverse singular value problems with prescribed entries
- On substochastic inverse eigenvalue problems with the corresponding eigenvector constraints
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