An introduction to inverse algebraic eigenvalue problems

MaRDI QIDQ2785515zbMATH OpenFDO

Authors Shu-Fang Xu

Publication date 24 February 1997

zbMATH Keywords

bibliographyhomotopy algorithmsHouseholder algorithmsinvariant subspace algorithminverse algebraic eigenvalue problemsLanczos algorithmminimal spectral radiusmonographNewton algorithmnonnegative matricesnumerical algorithmsnumerical test examplespole assignmentQR algorithmSchur algorithms

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inverse problems in linear algebra (15A29) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical solutions to inverse eigenvalue problems (65F18) Pole and zero placement problems (93B55)

Review text

This is a monograph on mathematical theory and numerical algorithms for inverse algebraic eigenvalue problems. Four interesting special cases are treated in detail: NEWLINENEWLINENEWLINE1. Find a tridiagonal matrix with given spectrum. Conditions for solvability and sensitivity of solution is studied, Lanczos and Householder type algorithms are described.NEWLINENEWLINENEWLINE 2. Pole assignment from control theory. Schur algorithms, invariant subspace algorithm and QR with assigned shifts. These three algorithms are compared on 3 different numerical test examples, and each of them is the most accurate for one of the examples. It is described how to handle complex eigenvalues in real arithmetic, and how to get solutions of smaller norm for multiple input multiple output systems. NEWLINENEWLINENEWLINE3. Additive and multiplicative inverse eigenproblems. Solvability, sensitivity, Newton and homotopy algorithms. NEWLINENEWLINENEWLINE4. Nonnegative matrices. Conditions for solution, minimal spectral radius. NEWLINENEWLINENEWLINEThe bibliography refers to 245 works and is rather exhaustive on recent numerical analysis works in the area.

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Cited in

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• The *congruence class of the solutions of some matrix equations
• Gradient flow methods for matrix completion with prescribed eigenvalues.
• A Riemannian inexact Newton-CG method for constructing a nonnegative matrix with prescribed realizable spectrum
• A generalized inexact Newton method for inverse eigenvalue problems
• Constructing Jacobi matrices with prescribed ordered defective eigenpairs and a principal submatrix
• The inverse eigenvalue problem for Hermitian anti-reflexive matrices and its approximation
• Convergence of a Ulm-like method for square inverse singular value problems with multiple and zero singular values
• On the construction of a Jacobi matrix from its mixed-type eigenpairs
• An algebraic approach to certain differential eigenvalue problems
• An inverse spectral problem of Sturm-Liouville problems with transmission conditions
• An inverse eigenvalue problem for doubly periodic pseudo-Jacobi matrices
• The Riemannian two-step perturbed Gauss-Newton method for least squares inverse eigenvalue problems
• How to choose the signature operator such that the periodic pseudo-Jacobi inverse eigenvalue problem is solvable?
• The new inverse eigenvalue problems for periodic and generalized periodic Jacobi matrices from their extremal spectral data
• A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems
• Inverse spectral problem of a class of fourth-order eigenparameter-dependent boundary value problems
• Two-step inexact Newton-type method for inverse singular value problems
• A geometric Gauss-Newton method for least squares inverse eigenvalue problems
• An inverse eigenvalue problem for modified pseudo-Jacobi matrices
• On a class of inverse Sturm-Liouville problems with eigenparameter-dependent boundary conditions
• Convergence of the Newton-type methods for the square inverse singular value problems with multiple and zero singular values
• Semidefinite inverse eigenvalue problems with prescribed entries and partial eigendata
• Inexact Newton methods for inverse eigenvalue problems
• Inverse problems for nonsymmetric matrices with a submatrix constraint
• Approximate Cayley transform methods for inverse eigenvalue problems and convergence analysis
• Inverse spectral problems for discontinuous Sturm-Liouville problems of Atkinson type
• On some inverse eigenvalue problems for Hermitian and generalized Hamiltonian/skew-Hamiltonian matrices
• Constructing the physical parameters of a damped vibrating system from eigendata
• Inverse eigenvalue problem of Hermitian generalized anti-Hamiltonian matrices
• On the local convergence of an iterative approach for inverse singular value problems
• Inexact Newton and quasi-Newton methods for the output feedback pole assignment problem
• A reduction algorithm for reconstructing periodic Jacobi matrices in Minkowski spaces
• A Riemannian inexact Newton dogleg method for constructing a symmetric nonnegative matrix with prescribed spectrum
• Convergence analysis of Newton-like methods for inverse eigenvalue problems with multiple eigenvalues
• The symmetric solutions of the matrix inequality AX B in least-squares sense
• A Guass-Newton-like method for inverse eigenvalue problems
• The formulation and numerical method for partial quadratic eigenvalue assignment problems.
• Procrustes problems and inverse eigenproblems for multilevel block -circulants.
• Normalization of eigenvectors and certain properties of parameter matrices associated with the inverse problem for vibrating systems
• Newton-type methods for inverse singular value problems with multiple singular values
• On computing minimal realizable spectral radii of non-negative matrices
• Iterative orthogonal direction methods for Hermitian minimum norm solutions of two consistent matrix equations
• The Additive Inverse Eigenvalue Problem for Lie Perturbations
• The reconstruction of a special kind of periodic Jacobi matrices
• Robust partial pole assignment problem for high order control systems
• Generalized inverse eigenvalue problem with mixed eigendata
• Templates for the Solution of Algebraic Eigenvalue Problems
• Inverse eigenvalue problem for pseudo-symmetric Jacobi matrices with two spectra
• scientific article; zbMATH DE number 2183250 (Why is no real title available?)
• Inverse eigenvalue problem of Jacobi matrix with mixed data
• Entropy production fluctuations of finite Markov chains
• Inverse spectral problem for Sturm-Liouville operator with coupled eigenparameter-dependent boundary conditions of Atkinson type
• On the inverse eigenvalue problem for periodic Jacobi matrices
• A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem
• On parameterised quadratic inverse eigenvalue problem
• Smallest singular value based Newton-like methods for solving quadratic inverse eigenvalue problem
• Two-step Ulm-Chebyshev-like Cayley transform method for inverse eigenvalue problems
• Riemannian Newton-CG methods for constructing a positive doubly stochastic matrix from spectral data
• On the construction of real non-selfadjoint tridiagonal matrices with prescribed three spectra
• On the solvability condition and numerical algorithm for the parameterized generalized inverse eigenvalue problem
• A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems
• An inverse eigenvalue problem for the finite element model of a vibrating rod
• Inverse eigenproblem for centrosymmetric and centroskew matrices and their approximation
• An Extended Two-Step Method for Inverse Eigenvalue Problems with Multiple Eigenvalues
• A Ulm-like method for inverse eigenvalue problems
• Inverse Sturm-Liouville problems with finite spectrum
• Nonnegative inverse eigenvalue problems with partial eigendata
• Inverse eigenvalue problem of generalized periodic skew-symmetric tridiagonal matrices
• A two-step method for parameterized generalized inverse eigenvalue problem
• Real skew-symmetric and periodic skew-symmetric tridiagonal matrices with prescribed spectral data
• Two-step Ulm-Chebyshev-like method for inverse singular value problems with multiple singular values.
• An inverse eigenvalue problem for a kind of periodic pseudo-Jacobi matrix
• A generalized double dimensional inverse eigenvalue problem for a kind of pseudo-Jacobi matrices
• Inverse mode problems for the finite element model of a vibrating rod
• Isospectral flows that preserve matrix structure
• An inverse eigenvalue problem for Jacobi matrix
• An inexact Newton-type method for inverse singular value problems
• The inverse eigenvalue problem of reflexive matrices with a submatrix constraint and its approximation
• Local convergence of inexact methods under the Hölder condition
• Solving inverse eigenvalue problems via Householder and rank-one matrices
• Perturbing non-real eigenvalues of non-negative real matrices

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