Inverse unitary eigenproblems and related orthogonal functions

DOI10.1007/S002110050289MaRDI QIDQ1365839zbMATH OpenOpenAlexFDO

Authors Heike Faßbender

Publication date 9 September 1997

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110050289

zbMATH Keywords

Arnoldi algorithmeigenvalueseigenvectorsHessenberg matrixinverse unitary eigenproblemsLaurent polynomialsnumerical examplesSchur parameter pencilsSzegő recursion

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

The Arnoldi algorithm is used to construct a Hessenberg matrix with \(n\) given unimodular complex numbers as eigenvalues and prescribed first components of eigenvectors. This is equivalent to the Szegő recursion, and it is shown how to construct Laurent polynomials and Schur parameter pencils out of this. An implementation that needs few arithmetic operations is described. Several numerical examples are included.

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(9)

• Construction of unitary and normal companion matrices
• On an inverse eigenvalue problem for unitary Hessenberg matrices
• Inverse eigenvalue problems for extended Hessenberg and extended tridiagonal matrices
• On investigating GMRES convergence using unitary matrices
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• Eigenvectors of Orthogonally Decomposable Functions
• Optimally conditioned instrumental variable approach for frequency-domain system identification
• The inverse problem for Ellis-Gohberg orthogonal matrix functions
• The inversion relation and the dilute \(\text{A}_{3,4,6}\) eigenspectrum

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